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Trade: SAND/USDT/360/VWAP/T3/2637

Strategy
SAND/USDT/360/VWAP/T3/2637
Pair
SAND_USDT
Interval
6h
Score
562978
Daily Profit
0.289650
Profit Factor
3.173977
Profitability
50.526316
Streak
30.735162
Best Strategy
Training Data Length
1879.250000
Evaluation Time
2025-10-06 20:38
Expiration Time
2025-12-01 23:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2108357.8687 -139678.4201 -1968679.4486 379803.1857 22838129.6573 -22458326.4716
Total P&L (%) -2108.3579 -139.6784 -1968.6794 379.8032 22838.1297 -22458.3265
Avg Daily Profit (%) -1.1219 -0.0743 -1.0476 0.0835 0.2897 0
Buy And Hold Return (%) 287.0026 287.0026 287.0026 287.0026 287.0026 287.0026
Max Trade Drawdown -2319438 -267227 -2079468 -25006850 -3381846 -26565683
Profit Factor 0.2562 0.7199 0.1572 1.0081 3.174 0.3811
Total Trades 190 95 95 190 95 95
Winning Trades 146 66 80 88 48 40
Losing Trades 44 29 15 102 47 55
Profitability (%) 76.8421 69.4737 84.2105 46.3158 50.5263 42.1053
Ratio Avg Win / Avg Loss 0.0772 0.3163 0.0295 1.1685 3.1079 0.524
Largest Winning Trade 33778 33778 16313 9083834 9083834 6408852
Largest Losing Trade -1271596 -54892 -1271596 -20031223 -2073617 -20031223
Avg Bars in Trades 39 45 33 39 45 33
Avg Bars in Winners 15 14 16 50 61 37
Avg Bars in Losers 117 115 120 29 28 29
Bars Traded 7434 4286 3148 7434 4286 3148
Profit Streak 30.7352 30.7352 69.7352 30.7352 30.7352 69.7352
Trades During Streak 5 2 9 5 2 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574767 -577275 -574874 -357178 562978 -582520
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7517,
    "evaluation_days": 1879.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598551200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759772318030,
    "expiration_time": 1764623016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 54,
            "offset": 0,
            "a": 0.29964
        }
    }
}
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": [
        [
            -2108357.8687369246,
            -139678.4201404879,
            -1968679.448596436,
            379803.1856530478,
            22838129.657277457,
            -22458326.471624404
        ],
        [
            -2108.357869,
            -139.67842,
            -1968.679449,
            379.803186,
            22838.129657,
            -22458.326472
        ],
        [
            -1.121915,
            -0.074327,
            -1.047588,
            0.083483,
            0.28965,
            0
        ],
        [
            287.002556,
            287.002556,
            287.002556,
            287.002556,
            287.002556,
            287.002556
        ],
        [
            -2319438,
            -267227,
            -2079468,
            -25006850,
            -3381846,
            -26565683
        ],
        [
            0.256189,
            0.719886,
            0.157202,
            1.008117,
            3.173977,
            0.381062
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            146,
            66,
            80,
            88,
            48,
            40
        ],
        [
            44,
            29,
            15,
            102,
            47,
            55
        ],
        [
            76.842105,
            69.473684,
            84.210526,
            46.315789,
            50.526316,
            42.105263
        ],
        [
            0.077208,
            0.316314,
            0.029475,
            1.168499,
            3.107852,
            0.52396
        ],
        [
            33778,
            33778,
            16313,
            9083834,
            9083834,
            6408852
        ],
        [
            -1271596,
            -54892,
            -1271596,
            -20031223,
            -2073617,
            -20031223
        ],
        [
            39,
            45,
            33,
            39,
            45,
            33
        ],
        [
            15,
            14,
            16,
            50,
            61,
            37
        ],
        [
            117,
            115,
            120,
            29,
            28,
            29
        ],
        [
            7434,
            4286,
            3148,
            7434,
            4286,
            3148
        ],
        [
            30.735162,
            30.735162,
            69.735162,
            30.735162,
            30.735162,
            69.735162
        ],
        [
            5,
            2,
            9,
            5,
            2,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574767,
            -577275,
            -574874,
            -357178,
            562978,
            -582520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7517,
    "evaluation_days": 1879.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598551200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759772318030,
    "expiration_time": 1764623016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 54,
            "offset": 0,
            "a": 0.29964
        }
    }
}

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)