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

Trade: SAND/USDT/240/VWMA/OHLC4/8193

Strategy
SAND/USDT/240/VWMA/OHLC4/8193
Pair
SAND_USDT
Interval
4h
Score
472694
Daily Profit
0.244452
Profit Factor
2.165179
Profitability
63.529412
Streak
0.000000
Best Strategy
Training Data Length
1871.830000
Evaluation Time
2025-09-29 11:30
Expiration Time
2025-11-24 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1713541.2361 -74968.577 -1638572.6591 -147855.6153 -9703609.1354 9555753.5201
Total P&L (%) -1713.5412 -74.9686 -1638.5727 -147.8556 -9703.6091 9555.7535
Avg Daily Profit (%) -0.9154 -0.0401 -0.8754 0 0 0.2445
Buy And Hold Return (%) 463.6344 463.6344 463.6344 463.6344 463.6344 463.6344
Max Trade Drawdown -1934547 -214153 -1739109 -8923158 -11032418 -4100059
Profit Factor 0.2692 0.8227 0.1474 0.9936 0.3453 2.1652
Total Trades 170 85 85 170 85 85
Winning Trades 103 52 51 97 43 54
Losing Trades 67 33 34 73 42 31
Profitability (%) 60.5882 61.1765 60 57.0588 50.5882 63.5294
Ratio Avg Win / Avg Loss 0.1751 0.5221 0.0983 0.7477 0.3372 1.243
Largest Winning Trade 29978 29978 22881 10569249 1149286 10569249
Largest Losing Trade -1002449 -56119 -1002449 -4481884 -4481884 -4100059
Avg Bars in Trades 64 76 52 64 76 52
Avg Bars in Winners 30 30 30 41 54 31
Avg Bars in Losers 116 149 84 95 100 88
Bars Traded 10968 6530 4437 10968 6530 4437
Profit Streak 9.6882 0 10.1882 0 43.0215 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577850 -579378 -578871 -578972 -580041 472694
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11231,
    "evaluation_days": 1871.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759134656567,
    "expiration_time": 1763970192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 218
        }
    }
}
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": [
        [
            -1713541.2360892252,
            -74968.5770119322,
            -1638572.659077294,
            -147855.6152573845,
            -9703609.135365583,
            9555753.520108193
        ],
        [
            -1713.541236,
            -74.968577,
            -1638.572659,
            -147.855615,
            -9703.609135,
            9555.75352
        ],
        [
            -0.915436,
            -0.040051,
            -0.875385,
            0,
            0,
            0.244452
        ],
        [
            463.634434,
            463.634434,
            463.634434,
            463.634434,
            463.634434,
            463.634434
        ],
        [
            -1934547,
            -214153,
            -1739109,
            -8923158,
            -11032418,
            -4100059
        ],
        [
            0.269173,
            0.822681,
            0.147407,
            0.993577,
            0.345251,
            2.165179
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            103,
            52,
            51,
            97,
            43,
            54
        ],
        [
            67,
            33,
            34,
            73,
            42,
            31
        ],
        [
            60.588235,
            61.176471,
            60,
            57.058824,
            50.588235,
            63.529412
        ],
        [
            0.175093,
            0.522086,
            0.098272,
            0.747744,
            0.337222,
            1.242973
        ],
        [
            29978,
            29978,
            22881,
            10569249,
            1149286,
            10569249
        ],
        [
            -1002449,
            -56119,
            -1002449,
            -4481884,
            -4481884,
            -4100059
        ],
        [
            64,
            76,
            52,
            64,
            76,
            52
        ],
        [
            30,
            30,
            30,
            41,
            54,
            31
        ],
        [
            116,
            149,
            84,
            95,
            100,
            88
        ],
        [
            10968,
            6530,
            4437,
            10968,
            6530,
            4437
        ],
        [
            9.688155,
            0,
            10.188155,
            0,
            43.021488,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577850,
            -579378,
            -578871,
            -578972,
            -580041,
            472694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11231,
    "evaluation_days": 1871.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759134656567,
    "expiration_time": 1763970192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 218
        }
    }
}

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)