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Trade: SAND/USDT/720/FWMA/ZLMA/9774

Strategy
SAND/USDT/720/FWMA/ZLMA/9774
Pair
SAND_USDT
Interval
12h
Score
622559
Daily Profit
0.205838
Profit Factor
3.282741
Profitability
60.869565
Streak
89.410481
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-06 12:51
Expiration Time
2025-12-01 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1947557.0018 -104713.9833 -1842843.0184 -35337.2693 4664230.241 -4699567.5103
Total P&L (%) -1947.557 -104.714 -1842.843 -35.3373 4664.2302 -4699.5675
Avg Daily Profit (%) -1.0365 -0.0557 -0.9808 -0.0232 0.2058 0
Buy And Hold Return (%) 550.2853 550.2853 550.2853 550.2853 550.2853 550.2853
Max Trade Drawdown -2083428 -202157 -1906749 -6322669 -1267951 -7135818
Profit Factor 0.2147 0.6747 0.1461 0.997 3.2827 0.5136
Total Trades 92 46 46 92 46 46
Winning Trades 65 29 36 45 28 17
Losing Trades 27 17 10 47 18 29
Profitability (%) 70.6522 63.0435 78.2609 48.913 60.8696 36.9565
Ratio Avg Win / Avg Loss 0.0892 0.3955 0.0406 1.0413 2.1103 0.8762
Largest Winning Trade 38431 36834 38431 2282462 2282462 1991556
Largest Losing Trade -1252468 -59556 -1252468 -4551114 -1267951 -4551114
Avg Bars in Trades 37 35 40 37 35 40
Avg Bars in Winners 16 11 19 46 44 50
Avg Bars in Losers 89 74 114 29 21 34
Bars Traded 3485 1620 1865 3485 1620 1865
Profit Streak 65.4105 89.4105 65.4105 65.4105 89.4105 65.4105
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575922 -577566 -575547 -577633 622559 -584283
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607126400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759744265520,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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": [
        [
            -1947557.0017794806,
            -104713.9833381842,
            -1842843.0184412964,
            -35337.269310803,
            4664230.24103011,
            -4699567.510340917
        ],
        [
            -1947.557002,
            -104.713983,
            -1842.843018,
            -35.337269,
            4664.230241,
            -4699.56751
        ],
        [
            -1.036486,
            -0.055729,
            -0.980757,
            -0.0232,
            0.205838,
            0
        ],
        [
            550.285315,
            550.285315,
            550.285315,
            550.285315,
            550.285315,
            550.285315
        ],
        [
            -2083428,
            -202157,
            -1906749,
            -6322669,
            -1267951,
            -7135818
        ],
        [
            0.214718,
            0.674659,
            0.146127,
            0.996981,
            3.282741,
            0.513635
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            65,
            29,
            36,
            45,
            28,
            17
        ],
        [
            27,
            17,
            10,
            47,
            18,
            29
        ],
        [
            70.652174,
            63.043478,
            78.26087,
            48.913043,
            60.869565,
            36.956522
        ],
        [
            0.089191,
            0.39549,
            0.040591,
            1.041292,
            2.110334,
            0.876201
        ],
        [
            38431,
            36834,
            38431,
            2282462,
            2282462,
            1991556
        ],
        [
            -1252468,
            -59556,
            -1252468,
            -4551114,
            -1267951,
            -4551114
        ],
        [
            37,
            35,
            40,
            37,
            35,
            40
        ],
        [
            16,
            11,
            19,
            46,
            44,
            50
        ],
        [
            89,
            74,
            114,
            29,
            21,
            34
        ],
        [
            3485,
            1620,
            1865,
            3485,
            1620,
            1865
        ],
        [
            65.41048,
            89.41048,
            65.41048,
            65.410481,
            89.410481,
            65.410481
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575922,
            -577566,
            -575547,
            -577633,
            622559,
            -584283
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607126400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759744265520,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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)