← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SAND/USDT/240/PWMA/VWMA/5320

Strategy
SAND/USDT/240/PWMA/VWMA/5320
Pair
SAND_USDT
Interval
4h
Score
300486
Daily Profit
0.169148
Profit Factor
1.764436
Profitability
41.666667
Streak
15.289704
Best Strategy
Training Data Length
1880.330000
Evaluation Time
2025-10-07 21:57
Expiration Time
2025-12-03 03:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 635028.4464 688889.7255 -53861.2791 -15249.3763 2299505.3487 -2314754.7249
Total P&L (%) 635.0284 688.8897 -53.8613 -15.2494 2299.5053 -2314.7547
Avg Daily Profit (%) 0.3377 0.3664 -0.0286 -0.0088 0.1691 0
Buy And Hold Return (%) 421.6938 421.6938 421.6938 421.6938 421.6938 421.6938
Max Trade Drawdown -184804 -157334 -147581 -3052413 -775361 -2420822
Profit Factor 1.3247 1.7031 0.9448 0.9981 1.7644 0.5413
Total Trades 456 228 228 456 228 228
Winning Trades 206 95 111 206 95 111
Losing Trades 250 133 117 250 133 117
Profitability (%) 45.1754 41.6667 48.6842 45.1754 41.6667 48.6842
Ratio Avg Win / Avg Loss 1.6076 2.3843 0.9959 1.2113 2.4702 0.5706
Largest Winning Trade 219968 219968 41178 1289908 1289908 210566
Largest Losing Trade -75654 -26837 -75654 -2355685 -164646 -2355685
Avg Bars in Trades 24 28 20 24 28 20
Avg Bars in Winners 31 37 25 31 37 25
Avg Bars in Losers 19 21 15 19 21 15
Bars Traded 11167 6475 4692 11167 6475 4692
Profit Streak 15.2897 15.2897 18.2897 15.2897 15.2897 18.2897
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 80424 58101 -579810 -577254 300486 -579810
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11282,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598284800000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759863430396,
    "expiration_time": 1764726624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    }
}
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": [
        [
            635028.4464201789,
            688889.7255364115,
            -53861.2791162324,
            -15249.3762624107,
            2299505.3486789395,
            -2314754.724941349
        ],
        [
            635.028446,
            688.889726,
            -53.861279,
            -15.249376,
            2299.505349,
            -2314.754725
        ],
        [
            0.337722,
            0.366366,
            -0.028645,
            -0.008799,
            0.169148,
            0
        ],
        [
            421.693816,
            421.693816,
            421.693816,
            421.693816,
            421.693816,
            421.693816
        ],
        [
            -184804,
            -157334,
            -147581,
            -3052413,
            -775361,
            -2420822
        ],
        [
            1.324653,
            1.703055,
            0.944824,
            0.998107,
            1.764436,
            0.541341
        ],
        [
            456,
            228,
            228,
            456,
            228,
            228
        ],
        [
            206,
            95,
            111,
            206,
            95,
            111
        ],
        [
            250,
            133,
            117,
            250,
            133,
            117
        ],
        [
            45.175439,
            41.666667,
            48.684211,
            45.175439,
            41.666667,
            48.684211
        ],
        [
            1.607588,
            2.384277,
            0.995896,
            1.211295,
            2.47021,
            0.570603
        ],
        [
            219968,
            219968,
            41178,
            1289908,
            1289908,
            210566
        ],
        [
            -75654,
            -26837,
            -75654,
            -2355685,
            -164646,
            -2355685
        ],
        [
            24,
            28,
            20,
            24,
            28,
            20
        ],
        [
            31,
            37,
            25,
            31,
            37,
            25
        ],
        [
            19,
            21,
            15,
            19,
            21,
            15
        ],
        [
            11167,
            6475,
            4692,
            11167,
            6475,
            4692
        ],
        [
            15.289703,
            15.289704,
            18.289703,
            15.289704,
            15.289704,
            18.289704
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            80424,
            58101,
            -579810,
            -577254,
            300486,
            -579810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11282,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598284800000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759863430396,
    "expiration_time": 1764726624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    }
}

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)