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Trade: SAND/USDT/15/VWAP/KCL/4191

Strategy
SAND/USDT/15/VWAP/KCL/4191
Pair
SAND_USDT
Interval
15m
Score
308270
Daily Profit
0.191188
Profit Factor
1.381181
Profitability
74.509804
Streak
11.694453
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 19:40
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 42236.5572 -7552.637 49789.1943 22987.3048 -26334.7688 49322.0736
Total P&L (%) 42.2366 -7.5526 49.7892 22.9873 -26.3348 49.3221
Avg Daily Profit (%) 0.1622 -0.029 0.1912 0.0795 -0.1173 0.1541
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71474 -35892 -53859 -138976 -65102 -110123
Profit Factor 1.1664 0.9387 1.3812 1.0521 0.8744 1.213
Total Trades 204 102 102 204 102 102
Winning Trades 144 68 76 144 68 76
Losing Trades 60 34 26 60 34 26
Profitability (%) 70.5882 66.6667 74.5098 70.5882 66.6667 74.5098
Ratio Avg Win / Avg Loss 0.486 0.4694 0.4725 0.4384 0.4372 0.415
Largest Winning Trade 9711 6007 9711 12239 11952 12239
Largest Losing Trade -26356 -13408 -26356 -53819 -22961 -53819
Avg Bars in Trades 120 74 167 120 74 167
Avg Bars in Winners 76 36 112 76 36 112
Avg Bars in Losers 227 149 329 227 149 329
Bars Traded 24678 7574 17104 24678 7574 17104
Profit Streak 2.5903 2.5903 11.6945 2.5903 2.5903 11.6945
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32645 -581549 308270 -255330 -581549 258353

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736403300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758904800775,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 196,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            42236.5572343987,
            -7552.6370215087,
            49789.1942559075,
            22987.3047976609,
            -26334.7687917935,
            49322.0735894544
        ],
        [
            42.236557,
            -7.552637,
            49.789194,
            22.987305,
            -26.334769,
            49.322074
        ],
        [
            0.162186,
            -0.029002,
            0.191188,
            0.079484,
            -0.117295,
            0.154076
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71474,
            -35892,
            -53859,
            -138976,
            -65102,
            -110123
        ],
        [
            1.166352,
            0.938736,
            1.381181,
            1.052092,
            0.87442,
            1.21298
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            144,
            68,
            76,
            144,
            68,
            76
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            70.588235,
            66.666667,
            74.509804,
            70.588235,
            66.666667,
            74.509804
        ],
        [
            0.48598,
            0.469368,
            0.472509,
            0.438372,
            0.43721,
            0.414967
        ],
        [
            9711,
            6007,
            9711,
            12239,
            11952,
            12239
        ],
        [
            -26356,
            -13408,
            -26356,
            -53819,
            -22961,
            -53819
        ],
        [
            120,
            74,
            167,
            120,
            74,
            167
        ],
        [
            76,
            36,
            112,
            76,
            36,
            112
        ],
        [
            227,
            149,
            329,
            227,
            149,
            329
        ],
        [
            24678,
            7574,
            17104,
            24678,
            7574,
            17104
        ],
        [
            2.590287,
            2.590287,
            11.694453,
            2.590287,
            2.590287,
            11.694453
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32645,
            -581549,
            308270,
            -255330,
            -581549,
            258353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736403300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758904800775,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 196,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)