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Trade: SAND/USDT/120/VWAP/SINWMA/1701

Strategy
SAND/USDT/120/VWAP/SINWMA/1701
Pair
SAND_USDT
Interval
2h
Score
343405
Daily Profit
0.275135
Profit Factor
2.121151
Profitability
40.000000
Streak
38.371266
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 -1786701.5046 -31279.1161 -1755422.3886 450167.6267 16781591.6908 -16331424.0641
Total P&L (%) -1786.7015 -31.2791 -1755.4224 450.1676 16781.5917 -16331.4241
Avg Daily Profit (%) -0.9572 -0.0168 -0.9404 0.0914 0.2751 0
Buy And Hold Return (%) 662.7283 662.7283 662.7283 662.7283 662.7283 662.7283
Max Trade Drawdown -1925484 -147025 -1865834 -20817612 -3078894 -24953833
Profit Factor 0.3206 0.9245 0.2077 1.0087 2.1212 0.5565
Total Trades 211 105 106 211 105 106
Winning Trades 155 73 82 83 42 41
Losing Trades 56 32 24 128 63 65
Profitability (%) 73.4597 69.5238 77.3585 39.3365 40 38.6792
Ratio Avg Win / Avg Loss 0.1158 0.4053 0.0608 1.5556 3.1817 0.8823
Largest Winning Trade 23415 23415 21234 9699186 9699186 6594727
Largest Losing Trade -1265339 -52489 -1265339 -12000591 -1713515 -12000591
Avg Bars in Trades 104 117 91 104 117 91
Avg Bars in Winners 42 41 44 143 184 102
Avg Bars in Losers 275 290 255 79 72 85
Bars Traded 22066 12325 9741 22066 12325 9741
Profit Streak 31.7879 38.3713 31.7879 31.7879 38.3713 31.7879
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575634 -577255 -576685 -448637 343405 -584912
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": 1599451200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035277392,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "offset": 186
        }
    }
}
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": [
        [
            -1786701.5046281687,
            -31279.1160720161,
            -1755422.3885561537,
            450167.6266612425,
            16781591.690777633,
            -16331424.064116396
        ],
        [
            -1786.701505,
            -31.279116,
            -1755.422389,
            450.167627,
            16781.591691,
            -16331.424064
        ],
        [
            -0.95716,
            -0.016757,
            -0.940403,
            0.091384,
            0.275135,
            0
        ],
        [
            662.728252,
            662.728252,
            662.728252,
            662.728252,
            662.728252,
            662.728252
        ],
        [
            -1925484,
            -147025,
            -1865834,
            -20817612,
            -3078894,
            -24953833
        ],
        [
            0.320601,
            0.924495,
            0.207685,
            1.008692,
            2.121151,
            0.556519
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            155,
            73,
            82,
            83,
            42,
            41
        ],
        [
            56,
            32,
            24,
            128,
            63,
            65
        ],
        [
            73.459716,
            69.52381,
            77.358491,
            39.336493,
            40,
            38.679245
        ],
        [
            0.11583,
            0.405258,
            0.060786,
            1.555573,
            3.181726,
            0.882286
        ],
        [
            23415,
            23415,
            21234,
            9699186,
            9699186,
            6594727
        ],
        [
            -1265339,
            -52489,
            -1265339,
            -12000591,
            -1713515,
            -12000591
        ],
        [
            104,
            117,
            91,
            104,
            117,
            91
        ],
        [
            42,
            41,
            44,
            143,
            184,
            102
        ],
        [
            275,
            290,
            255,
            79,
            72,
            85
        ],
        [
            22066,
            12325,
            9741,
            22066,
            12325,
            9741
        ],
        [
            31.787933,
            38.371266,
            31.787933,
            31.787933,
            38.371266,
            31.787933
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575634,
            -577255,
            -576685,
            -448637,
            343405,
            -584912
        ]
    ]
}
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": 1599451200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035277392,
    "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": "sinwma",
        "factors": {
            "length": 99,
            "offset": 186
        }
    }
}

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)