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Trade: SAND/USDT/240/VWMA/DEMA/4165

Strategy
SAND/USDT/240/VWMA/DEMA/4165
Pair
SAND_USDT
Interval
4h
Score
311435
Daily Profit
0.149305
Profit Factor
2.154668
Profitability
60.000000
Streak
128.577965
Best Strategy
Training Data Length
1876.670000
Evaluation Time
2025-10-04 04:52
Expiration Time
2025-11-29 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 751183.7888 737492.1107 13691.6781 -1039259.6961 1544257.0838 -2583516.7799
Total P&L (%) 751.1838 737.4921 13.6917 -1039.2597 1544.2571 -2583.5168
Avg Daily Profit (%) 0.4003 0.393 0.0073 0 0.1493 0
Buy And Hold Return (%) 538.426 538.426 538.426 538.426 538.426 538.426
Max Trade Drawdown -143332 -93310 -158550 -3303945 -695980 -2910647
Profit Factor 2.5512 4.1663 1.0545 0.7749 2.1547 0.2122
Total Trades 59 30 29 59 30 29
Winning Trades 29 14 15 32 18 14
Losing Trades 30 16 14 27 12 15
Profitability (%) 49.1525 46.6667 51.7241 54.2373 60 48.2759
Ratio Avg Win / Avg Loss 2.6392 4.7614 0.9842 0.6538 1.4364 0.2273
Largest Winning Trade 445564 445564 60540 717119 717119 215495
Largest Losing Trade -118929 -32866 -118929 -1953875 -516567 -1953875
Avg Bars in Trades 183 136 232 183 136 232
Avg Bars in Winners 259 210 305 137 112 169
Avg Bars in Losers 110 72 153 238 172 290
Bars Traded 10840 4100 6740 10840 4100 6740
Profit Streak 0 0 0 128.578 128.578 162.4113
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -208058 -35227 -510955 -758343 311435 -580537
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11260,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600416000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759542736153,
    "expiration_time": 1764400320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 125,
            "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": [
        [
            751183.7887531117,
            737492.1106734377,
            13691.6780796739,
            -1039259.6961442082,
            1544257.0837732535,
            -2583516.779917462
        ],
        [
            751.183789,
            737.492111,
            13.691678,
            -1039.259696,
            1544.257084,
            -2583.51678
        ],
        [
            0.400275,
            0.392979,
            0.007296,
            0,
            0.149305,
            0
        ],
        [
            538.426019,
            538.426019,
            538.426019,
            538.426019,
            538.426019,
            538.426019
        ],
        [
            -143332,
            -93310,
            -158550,
            -3303945,
            -695980,
            -2910647
        ],
        [
            2.551245,
            4.166252,
            1.054478,
            0.774888,
            2.154668,
            0.212159
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            29,
            14,
            15,
            32,
            18,
            14
        ],
        [
            30,
            16,
            14,
            27,
            12,
            15
        ],
        [
            49.152542,
            46.666667,
            51.724138,
            54.237288,
            60,
            48.275862
        ],
        [
            2.639219,
            4.761431,
            0.98418,
            0.653812,
            1.436445,
            0.227314
        ],
        [
            445564,
            445564,
            60540,
            717119,
            717119,
            215495
        ],
        [
            -118929,
            -32866,
            -118929,
            -1953875,
            -516567,
            -1953875
        ],
        [
            183,
            136,
            232,
            183,
            136,
            232
        ],
        [
            259,
            210,
            305,
            137,
            112,
            169
        ],
        [
            110,
            72,
            153,
            238,
            172,
            290
        ],
        [
            10840,
            4100,
            6740,
            10840,
            4100,
            6740
        ],
        [
            0,
            0,
            0,
            128.577965,
            128.577965,
            162.411298
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -208058,
            -35227,
            -510955,
            -758343,
            311435,
            -580537
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11260,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600416000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759542736153,
    "expiration_time": 1764400320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 125,
            "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)