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Trade: SAND/USDT/720/ZLMA/MIDPOINT/4611

Strategy
SAND/USDT/720/ZLMA/MIDPOINT/4611
Pair
SAND_USDT
Interval
12h
Score
574989
Daily Profit
1.021163
Profit Factor
8.107796
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-06 01:45
Expiration Time
2025-11-30 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2068078.971 1918255.3258 149823.6452 18127386.3355 -289374.7758 18416761.1113
Total P&L (%) 2068.079 1918.2553 149.8236 18127.3863 -289.3748 18416.7611
Avg Daily Profit (%) 1.1009 1.0212 0.0798 0.2775 0 0.2783
Buy And Hold Return (%) 560.9603 560.9603 560.9603 560.9603 560.9603 560.9603
Max Trade Drawdown -88209 -127966 -44021 -12651622 -22652552 -3117138
Profit Factor 6.235 8.1078 2.197 1.358 0.9927 2.6825
Total Trades 62 31 31 62 31 31
Winning Trades 27 13 14 27 13 14
Losing Trades 35 18 17 35 18 17
Profitability (%) 43.5484 41.9355 45.1613 43.5484 41.9355 45.1613
Ratio Avg Win / Avg Loss 8.0824 11.2262 2.6678 1.7604 1.3745 3.2573
Largest Winning Trade 1248318 1248318 53519 13316779 13316779 5277669
Largest Losing Trade -38896 -33503 -38896 -5798911 -5798911 -1901959
Avg Bars in Trades 55 64 47 55 64 47
Avg Bars in Winners 78 85 71 78 85 71
Avg Bars in Losers 38 49 27 38 49 27
Bars Traded 3466 2002 1464 3466 2002 1464
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141831 574989 -249982 -151037 -582287 428502
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605009600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759704318984,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 23,
            "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": [
        [
            2068078.970981203,
            1918255.3258001131,
            149823.6451810902,
            18127386.335536838,
            -289374.775761317,
            18416761.111298148
        ],
        [
            2068.078971,
            1918.255326,
            149.823645,
            18127.386336,
            -289.374776,
            18416.761111
        ],
        [
            1.10092,
            1.021163,
            0.079757,
            0.277494,
            0,
            0.278335
        ],
        [
            560.960304,
            560.960304,
            560.960304,
            560.960304,
            560.960304,
            560.960304
        ],
        [
            -88209,
            -127966,
            -44021,
            -12651622,
            -22652552,
            -3117138
        ],
        [
            6.23503,
            8.107796,
            2.197002,
            1.357999,
            0.992709,
            2.68246
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            43.548387,
            41.935484,
            45.16129,
            43.548387,
            41.935484,
            45.16129
        ],
        [
            8.082446,
            11.22618,
            2.667788,
            1.760369,
            1.37452,
            3.257273
        ],
        [
            1248318,
            1248318,
            53519,
            13316779,
            13316779,
            5277669
        ],
        [
            -38896,
            -33503,
            -38896,
            -5798911,
            -5798911,
            -1901959
        ],
        [
            55,
            64,
            47,
            55,
            64,
            47
        ],
        [
            78,
            85,
            71,
            78,
            85,
            71
        ],
        [
            38,
            49,
            27,
            38,
            49,
            27
        ],
        [
            3466,
            2002,
            1464,
            3466,
            2002,
            1464
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141831,
            574989,
            -249982,
            -151037,
            -582287,
            428502
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605009600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759704318984,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 23,
            "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)