← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SAND/USDT/720/FWMA/ZLMA/3901

Strategy
SAND/USDT/720/FWMA/ZLMA/3901
Pair
SAND_USDT
Interval
12h
Score
660924
Daily Profit
0.202146
Profit Factor
5.688087
Profitability
60.975610
Streak
37.604942
Best Strategy
Training Data Length
1886.500000
Evaluation Time
2025-10-13 17:31
Expiration Time
2025-12-09 04:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2496004.79 -227959.3703 -2268045.4197 -19625.6555 4413416.5688 -4433042.2242
Total P&L (%) -2496.0048 -227.9594 -2268.0454 -19.6257 4413.4166 -4433.0422
Avg Daily Profit (%) -1.3231 -0.1208 -1.2023 -0.0116 0.2021 0
Buy And Hold Return (%) 597.4289 597.4289 597.4289 597.4289 597.4289 597.4289
Max Trade Drawdown -2563807 -274273 -2291110 -4192092 -306007 -6731975
Profit Factor 0.1325 0.3816 0.0959 0.9979 5.6881 0.4749
Total Trades 83 41 42 83 41 42
Winning Trades 54 23 31 40 25 15
Losing Trades 29 18 11 43 16 27
Profitability (%) 65.0602 56.0976 73.8095 48.1928 60.9756 35.7143
Ratio Avg Win / Avg Loss 0.0712 0.2987 0.034 1.0728 3.6404 0.8547
Largest Winning Trade 36492 23465 36492 1863197 1863197 1790498
Largest Losing Trade -1423903 -66281 -1423903 -3413483 -225821 -3413483
Avg Bars in Trades 43 41 45 43 41 45
Avg Bars in Winners 22 16 26 47 51 40
Avg Bars in Losers 82 72 98 39 25 47
Bars Traded 3586 1686 1900 3586 1686 1900
Profit Streak 37.6049 37.6049 74.1049 37.6049 37.6049 74.1049
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578392 -579406 -576225 -579658 660924 -584867
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3773,
    "evaluation_days": 1886.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760365866995,
    "expiration_time": 1765246608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -2496004.79001959,
            -227959.3703079433,
            -2268045.4197116466,
            -19625.6554589663,
            4413416.56876399,
            -4433042.224222957
        ],
        [
            -2496.00479,
            -227.95937,
            -2268.04542,
            -19.625655,
            4413.416569,
            -4433.042224
        ],
        [
            -1.323088,
            -0.120837,
            -1.20225,
            -0.01158,
            0.202146,
            0
        ],
        [
            597.428891,
            597.428891,
            597.428891,
            597.428891,
            597.428891,
            597.428891
        ],
        [
            -2563807,
            -274273,
            -2291110,
            -4192092,
            -306007,
            -6731975
        ],
        [
            0.132505,
            0.381638,
            0.095894,
            0.997908,
            5.688087,
            0.474858
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            54,
            23,
            31,
            40,
            25,
            15
        ],
        [
            29,
            18,
            11,
            43,
            16,
            27
        ],
        [
            65.060241,
            56.097561,
            73.809524,
            48.192771,
            60.97561,
            35.714286
        ],
        [
            0.07116,
            0.298673,
            0.034027,
            1.072752,
            3.640376,
            0.854744
        ],
        [
            36492,
            23465,
            36492,
            1863197,
            1863197,
            1790498
        ],
        [
            -1423903,
            -66281,
            -1423903,
            -3413483,
            -225821,
            -3413483
        ],
        [
            43,
            41,
            45,
            43,
            41,
            45
        ],
        [
            22,
            16,
            26,
            47,
            51,
            40
        ],
        [
            82,
            72,
            98,
            39,
            25,
            47
        ],
        [
            3586,
            1686,
            1900,
            3586,
            1686,
            1900
        ],
        [
            37.604942,
            37.604942,
            74.104942,
            37.604942,
            37.604942,
            74.104942
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578392,
            -579406,
            -576225,
            -579658,
            660924,
            -584867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3773,
    "evaluation_days": 1886.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760365866995,
    "expiration_time": 1765246608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)