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Trade: SAND/USDT/240/VWAP/BBL/9716

Strategy
SAND/USDT/240/VWAP/BBL/9716
Pair
SAND_USDT
Interval
4h
Score
441875
Daily Profit
0.347452
Profit Factor
3.294552
Profitability
40.000000
Streak
52.216375
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-25 20:11
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2310133.5776 -101008.1409 -2209125.4367 3721198.6149 64854669.4063 -61133470.7914
Total P&L (%) -2310.1336 -101.0081 -2209.1254 3721.1986 64854.6694 -61133.4708
Avg Daily Profit (%) -1.2372 -0.0541 -1.1831 0.1953 0.3475 0
Buy And Hold Return (%) 373.5849 373.5849 373.5849 373.5849 373.5849 373.5849
Max Trade Drawdown -2401806 -193470 -2290382 -91894072 -9527047 -103069407
Profit Factor 0.2593 0.7051 0.2043 1.0208 3.2946 0.5939
Total Trades 210 105 105 210 105 105
Winning Trades 146 61 85 77 42 35
Losing Trades 63 43 20 132 62 70
Profitability (%) 69.5238 58.0952 80.9524 36.6667 40 33.3333
Ratio Avg Win / Avg Loss 0.1119 0.4971 0.0481 1.75 4.8634 1.1877
Largest Winning Trade 44270 44270 31558 25175623 19167863 25175623
Largest Losing Trade -1420462 -31724 -1420462 -57594163 -3376272 -57594163
Avg Bars in Trades 52 15 90 52 15 90
Avg Bars in Winners 29 6 46 70 24 125
Avg Bars in Losers 106 27 276 42 9 72
Bars Traded 11053 1580 9473 11053 1580 9473
Profit Streak 30.7164 52.2164 30.7164 30.7164 52.2164 30.7164
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576146 -579161 -576253 -191609 441875 -585327

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599076800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820294758,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 1.53417
        }
    }
}
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": [
        [
            -2310133.5776408897,
            -101008.1409338701,
            -2209125.43670702,
            3721198.6149097993,
            64854669.40626031,
            -61133470.79135048
        ],
        [
            -2310.133578,
            -101.008141,
            -2209.125437,
            3721.198615,
            64854.669406,
            -61133.470791
        ],
        [
            -1.237238,
            -0.054097,
            -1.183141,
            0.195307,
            0.347452,
            0
        ],
        [
            373.584906,
            373.584906,
            373.584906,
            373.584906,
            373.584906,
            373.584906
        ],
        [
            -2401806,
            -193470,
            -2290382,
            -91894072,
            -9527047,
            -103069407
        ],
        [
            0.259347,
            0.705136,
            0.204346,
            1.020813,
            3.294552,
            0.59386
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            146,
            61,
            85,
            77,
            42,
            35
        ],
        [
            63,
            43,
            20,
            132,
            62,
            70
        ],
        [
            69.52381,
            58.095238,
            80.952381,
            36.666667,
            40,
            33.333333
        ],
        [
            0.11191,
            0.497063,
            0.048081,
            1.749966,
            4.863386,
            1.18772
        ],
        [
            44270,
            44270,
            31558,
            25175623,
            19167863,
            25175623
        ],
        [
            -1420462,
            -31724,
            -1420462,
            -57594163,
            -3376272,
            -57594163
        ],
        [
            52,
            15,
            90,
            52,
            15,
            90
        ],
        [
            29,
            6,
            46,
            70,
            24,
            125
        ],
        [
            106,
            27,
            276,
            42,
            9,
            72
        ],
        [
            11053,
            1580,
            9473,
            11053,
            1580,
            9473
        ],
        [
            30.716374,
            52.216374,
            30.716374,
            30.716374,
            52.216375,
            30.716374
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576146,
            -579161,
            -576253,
            -191609,
            441875,
            -585327
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599076800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820294758,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 1.53417
        }
    }
}

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)