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Trade: SAND/USDT/720/ZLMA/KCL/7030

Strategy
SAND/USDT/720/ZLMA/KCL/7030
Pair
SAND_USDT
Interval
12h
Score
672313
Daily Profit
0.221619
Profit Factor
3.995871
Profitability
86.842105
Streak
245.500202
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 15:00
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1906829.3611 -114310.5213 -1792518.8398 298761.7097 -5991717.3978 6290479.1075
Total P&L (%) -1906.8294 -114.3105 -1792.5188 298.7617 -5991.7174 6290.4791
Avg Daily Profit (%) -1.0154 -0.0609 -0.9545 0.0737 0 0.2216
Buy And Hold Return (%) 536.0612 536.0612 536.0612 536.0612 536.0612 536.0612
Max Trade Drawdown -2031222 -172952 -1858270 -7143610 -7239002 -983110
Profit Factor 0.1125 0.4865 0.0693 1.0306 0.2168 3.9959
Total Trades 77 39 38 77 39 38
Winning Trades 60 28 32 62 29 33
Losing Trades 17 11 6 15 10 5
Profitability (%) 77.9221 71.7949 84.2105 80.5195 74.359 86.8421
Ratio Avg Win / Avg Loss 0.0319 0.1911 0.013 0.2493 0.0748 0.6054
Largest Winning Trade 16103 16103 9961 6677368 960301 6677368
Largest Losing Trade -935069 -80027 -935069 -5748171 -5748171 -983110
Avg Bars in Trades 45 49 40 45 49 40
Avg Bars in Winners 8 6 10 16 9 22
Avg Bars in Losers 174 159 202 164 165 163
Bars Traded 3486 1933 1553 3486 1933 1553
Profit Streak 87.0002 87.0002 245.5002 87.0002 87.0002 245.5002
Trades During Streak 16 8 15 16 8 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -621432 -576350 -574861 -489165 -576017 672313
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759665617470,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -1906829.3611363838,
            -114310.5212968682,
            -1792518.839839515,
            298761.709748721,
            -5991717.397754786,
            6290479.107503504
        ],
        [
            -1906.829361,
            -114.310521,
            -1792.51884,
            298.76171,
            -5991.717398,
            6290.479108
        ],
        [
            -1.015351,
            -0.060868,
            -0.954483,
            0.07368,
            0,
            0.221619
        ],
        [
            536.061211,
            536.061211,
            536.061211,
            536.061211,
            536.061211,
            536.061211
        ],
        [
            -2031222,
            -172952,
            -1858270,
            -7143610,
            -7239002,
            -983110
        ],
        [
            0.112512,
            0.486488,
            0.069287,
            1.030643,
            0.216777,
            3.995871
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            60,
            28,
            32,
            62,
            29,
            33
        ],
        [
            17,
            11,
            6,
            15,
            10,
            5
        ],
        [
            77.922078,
            71.794872,
            84.210526,
            80.519481,
            74.358974,
            86.842105
        ],
        [
            0.031878,
            0.19112,
            0.012991,
            0.249349,
            0.074751,
            0.605435
        ],
        [
            16103,
            16103,
            9961,
            6677368,
            960301,
            6677368
        ],
        [
            -935069,
            -80027,
            -935069,
            -5748171,
            -5748171,
            -983110
        ],
        [
            45,
            49,
            40,
            45,
            49,
            40
        ],
        [
            8,
            6,
            10,
            16,
            9,
            22
        ],
        [
            174,
            159,
            202,
            164,
            165,
            163
        ],
        [
            3486,
            1933,
            1553,
            3486,
            1933,
            1553
        ],
        [
            87.000202,
            87.000202,
            245.500202,
            87.000202,
            87.000202,
            245.500202
        ],
        [
            16,
            8,
            15,
            16,
            8,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -621432,
            -576350,
            -574861,
            -489165,
            -576017,
            672313
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759665617470,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)