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Trade: SAND/USDT/15/VWMA/KCL/9421

Strategy
SAND/USDT/15/VWMA/KCL/9421
Pair
SAND_USDT
Interval
15m
Score
315247
Daily Profit
0.187489
Profit Factor
1.663441
Profitability
74.193548
Streak
13.150928
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 04:22
Expiration Time
2025-12-13 03:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 43885.3052 -4940.5866 48825.8918 32604.235 118.6827 32485.5523
Total P&L (%) 43.8853 -4.9406 48.8259 32.6042 0.1187 32.4856
Avg Daily Profit (%) 0.1685 -0.019 0.1875 0.1084 0.0005 0.1081
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32216 -24579 -29358 -56851 -26481 -53193
Profit Factor 1.3745 0.8866 1.6634 1.193 1.0023 1.2784
Total Trades 63 32 31 63 32 31
Winning Trades 38 15 23 38 15 23
Losing Trades 25 17 8 25 17 8
Profitability (%) 60.3175 46.875 74.1935 60.3175 46.875 74.1935
Ratio Avg Win / Avg Loss 0.9043 1.0048 0.5786 0.7849 1.1359 0.4447
Largest Winning Trade 11422 11136 11422 15792 14676 15792
Largest Losing Trade -29358 -17211 -29358 -53193 -18641 -53193
Avg Bars in Trades 385 48 733 385 48 733
Avg Bars in Winners 290 37 455 290 37 455
Avg Bars in Losers 529 58 1530 529 58 1530
Bars Traded 24276 1547 22729 24276 1547 22729
Profit Streak 0 0 13.1509 0 0 13.1509
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146710 -581754 315247 -212103 -578649 -51001
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736609400000,
    "first_datapoint_time": 1736749800000,
    "last_datapoint_time": 1759108500000,
    "evaluation_time": 1759108940206,
    "expiration_time": 1765588500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            43885.3051983492,
            -4940.5866075576,
            48825.8918059069,
            32604.2350021355,
            118.6827099907,
            32485.5522921449
        ],
        [
            43.885305,
            -4.940587,
            48.825892,
            32.604235,
            0.118683,
            32.485552
        ],
        [
            0.168517,
            -0.018972,
            0.187489,
            0.108422,
            0.000455,
            0.108077
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32216,
            -24579,
            -29358,
            -56851,
            -26481,
            -53193
        ],
        [
            1.374537,
            0.886624,
            1.663441,
            1.192974,
            1.002271,
            1.278388
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            25,
            17,
            8,
            25,
            17,
            8
        ],
        [
            60.31746,
            46.875,
            74.193548,
            60.31746,
            46.875,
            74.193548
        ],
        [
            0.904301,
            1.004841,
            0.578588,
            0.784852,
            1.135907,
            0.444657
        ],
        [
            11422,
            11136,
            11422,
            15792,
            14676,
            15792
        ],
        [
            -29358,
            -17211,
            -29358,
            -53193,
            -18641,
            -53193
        ],
        [
            385,
            48,
            733,
            385,
            48,
            733
        ],
        [
            290,
            37,
            455,
            290,
            37,
            455
        ],
        [
            529,
            58,
            1530,
            529,
            58,
            1530
        ],
        [
            24276,
            1547,
            22729,
            24276,
            1547,
            22729
        ],
        [
            0,
            0,
            13.150928,
            0,
            0,
            13.150928
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146710,
            -581754,
            315247,
            -212103,
            -578649,
            -51001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736609400000,
    "first_datapoint_time": 1736749800000,
    "last_datapoint_time": 1759108500000,
    "evaluation_time": 1759108940206,
    "expiration_time": 1765588500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)