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Trade: SAND/USDT/120/VWAP/KCU/5393

Strategy
SAND/USDT/120/VWAP/KCU/5393
Pair
SAND_USDT
Interval
2h
Score
310468
Daily Profit
0.147663
Profit Factor
1.976075
Profitability
68.298969
Streak
24.950551
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-29 01:48
Expiration Time
2025-12-05 08:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -30446.7153 275619.1441 -306065.8594 -99973.5435 1481138.9517 -1581112.4952
Total P&L (%) -30.4467 275.6191 -306.0659 -99.9735 1481.139 -1581.1125
Avg Daily Profit (%) -0.0163 0.1473 -0.1636 -0.4393 0.1477 0
Buy And Hold Return (%) 375.872 375.872 375.872 375.872 375.872 375.872
Max Trade Drawdown -435896 -226673 -418962 -1411580 -558667 -1857238
Profit Factor 0.9861 1.2311 0.6941 0.9775 1.9761 0.4582
Total Trades 777 388 389 777 388 389
Winning Trades 511 265 246 511 265 246
Losing Trades 266 123 143 266 123 143
Profitability (%) 65.7658 68.299 63.2391 65.7658 68.299 63.2391
Ratio Avg Win / Avg Loss 0.5133 0.5714 0.4035 0.5088 0.9172 0.2663
Largest Winning Trade 132582 132582 35248 512363 512363 158167
Largest Losing Trade -98838 -36518 -98838 -416259 -227160 -416259
Avg Bars in Trades 28 44 12 28 44 12
Avg Bars in Winners 12 17 7 12 17 7
Avg Bars in Losers 58 102 21 58 102 21
Bars Traded 22209 17269 4940 22209 17269 4940
Profit Streak 0 24.9506 0 0 24.9506 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573981 -158744 -577306 -573981 310468 -577306
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22452,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597644000000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759099727606,
    "expiration_time": 1764916358400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 34,
            "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": [
        [
            -30446.7152801619,
            275619.1441346972,
            -306065.8594148597,
            -99973.5435019757,
            1481138.951684178,
            -1581112.495186153
        ],
        [
            -30.446715,
            275.619144,
            -306.065859,
            -99.973544,
            1481.138952,
            -1581.112495
        ],
        [
            -0.016273,
            0.147311,
            -0.163584,
            -0.439301,
            0.147663,
            0
        ],
        [
            375.872021,
            375.872021,
            375.872021,
            375.872021,
            375.872021,
            375.872021
        ],
        [
            -435896,
            -226673,
            -418962,
            -1411580,
            -558667,
            -1857238
        ],
        [
            0.98612,
            1.231058,
            0.694142,
            0.977461,
            1.976075,
            0.458173
        ],
        [
            777,
            388,
            389,
            777,
            388,
            389
        ],
        [
            511,
            265,
            246,
            511,
            265,
            246
        ],
        [
            266,
            123,
            143,
            266,
            123,
            143
        ],
        [
            65.765766,
            68.298969,
            63.239075,
            65.765766,
            68.298969,
            63.239075
        ],
        [
            0.513323,
            0.571397,
            0.403505,
            0.508815,
            0.917197,
            0.266336
        ],
        [
            132582,
            132582,
            35248,
            512363,
            512363,
            158167
        ],
        [
            -98838,
            -36518,
            -98838,
            -416259,
            -227160,
            -416259
        ],
        [
            28,
            44,
            12,
            28,
            44,
            12
        ],
        [
            12,
            17,
            7,
            12,
            17,
            7
        ],
        [
            58,
            102,
            21,
            58,
            102,
            21
        ],
        [
            22209,
            17269,
            4940,
            22209,
            17269,
            4940
        ],
        [
            0,
            24.950551,
            0,
            0,
            24.950551,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573981,
            -158744,
            -577306,
            -573981,
            310468,
            -577306
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22452,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597644000000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759099727606,
    "expiration_time": 1764916358400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 34,
            "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)