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Trade: SAND/USDT/120/VWAP/DCL/8726

Strategy
SAND/USDT/120/VWAP/DCL/8726
Pair
SAND_USDT
Interval
2h
Score
599097
Daily Profit
0.233647
Profit Factor
3.436600
Profitability
53.333333
Streak
47.121304
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-28 07:54
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2434444.0001 -154468.9785 -2279975.0216 34640.8224 7696986.7971 -7662345.9748
Total P&L (%) -2434.444 -154.469 -2279.975 34.6408 7696.9868 -7662.346
Avg Daily Profit (%) -1.3042 -0.0828 -1.2214 0.0159 0.2336 0
Buy And Hold Return (%) 273.6079 273.6079 273.6079 273.6079 273.6079 273.6079
Max Trade Drawdown -2546233 -225626 -2361205 -7727328 -813512 -9997761
Profit Factor 0.2375 0.6661 0.1648 1.0018 3.4366 0.5386
Total Trades 240 120 120 240 120 120
Winning Trades 169 77 92 117 64 53
Losing Trades 71 43 28 123 56 67
Profitability (%) 70.4167 64.1667 76.6667 48.75 53.3333 44.1667
Ratio Avg Win / Avg Loss 0.0998 0.372 0.0502 1.0531 3.007 0.6808
Largest Winning Trade 29346 23514 29346 5299139 2990252 5299139
Largest Losing Trade -1595640 -48032 -1595640 -7112102 -504544 -7112102
Avg Bars in Trades 92 64 119 92 64 119
Avg Bars in Winners 51 28 70 109 84 138
Avg Bars in Losers 188 129 280 75 41 104
Bars Traded 22101 7742 14359 22101 7742 14359
Profit Streak 47.1213 47.1213 60.038 47.1213 47.1213 60.038
Trades During Streak 11 5 7 11 5 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575174 -577630 -575687 -553463 599097 -581690
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598846400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035280708,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 49,
            "offset": 152
        }
    }
}
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": [
        [
            -2434444.000107686,
            -154468.9785465286,
            -2279975.021561156,
            34640.8223562317,
            7696986.797123889,
            -7662345.974767663
        ],
        [
            -2434.444,
            -154.468979,
            -2279.975022,
            34.640822,
            7696.986797,
            -7662.345975
        ],
        [
            -1.304164,
            -0.082751,
            -1.221413,
            0.015936,
            0.233647,
            0
        ],
        [
            273.607935,
            273.607935,
            273.607935,
            273.607935,
            273.607935,
            273.607935
        ],
        [
            -2546233,
            -225626,
            -2361205,
            -7727328,
            -813512,
            -9997761
        ],
        [
            0.237458,
            0.666146,
            0.1648,
            1.001753,
            3.4366,
            0.538562
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            169,
            77,
            92,
            117,
            64,
            53
        ],
        [
            71,
            43,
            28,
            123,
            56,
            67
        ],
        [
            70.416667,
            64.166667,
            76.666667,
            48.75,
            53.333333,
            44.166667
        ],
        [
            0.099761,
            0.372004,
            0.050156,
            1.053125,
            3.007025,
            0.680824
        ],
        [
            29346,
            23514,
            29346,
            5299139,
            2990252,
            5299139
        ],
        [
            -1595640,
            -48032,
            -1595640,
            -7112102,
            -504544,
            -7112102
        ],
        [
            92,
            64,
            119,
            92,
            64,
            119
        ],
        [
            51,
            28,
            70,
            109,
            84,
            138
        ],
        [
            188,
            129,
            280,
            75,
            41,
            104
        ],
        [
            22101,
            7742,
            14359,
            22101,
            7742,
            14359
        ],
        [
            47.121304,
            47.121304,
            60.037971,
            47.121304,
            47.121304,
            60.037971
        ],
        [
            11,
            5,
            7,
            11,
            5,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575174,
            -577630,
            -575687,
            -553463,
            599097,
            -581690
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598846400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035280708,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 49,
            "offset": 152
        }
    }
}

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)