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Trade: SAND/USDT/360/VWMA/SWMA/3689

Strategy
SAND/USDT/360/VWMA/SWMA/3689
Pair
SAND_USDT
Interval
6h
Score
343196
Daily Profit
0.267184
Profit Factor
1.851860
Profitability
43.181818
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-26 04:46
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1335930.3332 1179038.9094 156891.4238 19071309.2433 4589843.9227 14481465.3206
Total P&L (%) 1335.9303 1179.0389 156.8914 19071.3092 4589.8439 14481.4653
Avg Daily Profit (%) 0.7155 0.6314 0.084 0.2819 0.2063 0.2672
Buy And Hold Return (%) 574.6487 574.6487 574.6487 574.6487 574.6487 574.6487
Max Trade Drawdown -77869 -52392 -55477 -21488002 -10952284 -10535718
Profit Factor 4.0952 6.193 1.7669 1.4812 1.2028 1.8519
Total Trades 89 45 44 89 45 44
Winning Trades 31 12 19 31 12 19
Losing Trades 58 33 25 58 33 25
Profitability (%) 34.8315 26.6667 43.1818 34.8315 26.6667 43.1818
Ratio Avg Win / Avg Loss 7.6619 17.0308 2.3249 2.7713 3.3077 2.4367
Largest Winning Trade 592056 592056 55282 14579457 14579457 14090663
Largest Losing Trade -25787 -18519 -25787 -3807916 -3001951 -3807916
Avg Bars in Trades 79 59 100 79 59 100
Avg Bars in Winners 173 153 186 173 153 186
Avg Bars in Losers 29 24 35 29 24 35
Bars Traded 7100 2665 4435 7100 2665 4435
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330831 -8693 -245796 193625 -13710 343196

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601661600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851172089,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 6,
            "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": [
        [
            1335930.3331850907,
            1179038.9094219024,
            156891.423763188,
            19071309.243305795,
            4589843.922686679,
            14481465.320619114
        ],
        [
            1335.930333,
            1179.038909,
            156.891424,
            19071.309243,
            4589.843923,
            14481.465321
        ],
        [
            0.715453,
            0.631431,
            0.084023,
            0.28188,
            0.20629,
            0.267184
        ],
        [
            574.648748,
            574.648748,
            574.648748,
            574.648748,
            574.648748,
            574.648748
        ],
        [
            -77869,
            -52392,
            -55477,
            -21488002,
            -10952284,
            -10535718
        ],
        [
            4.095179,
            6.193033,
            1.766918,
            1.481192,
            1.202789,
            1.85186
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            31,
            12,
            19,
            31,
            12,
            19
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            34.831461,
            26.666667,
            43.181818,
            34.831461,
            26.666667,
            43.181818
        ],
        [
            7.661948,
            17.03084,
            2.324892,
            2.771263,
            3.307669,
            2.436658
        ],
        [
            592056,
            592056,
            55282,
            14579457,
            14579457,
            14090663
        ],
        [
            -25787,
            -18519,
            -25787,
            -3807916,
            -3001951,
            -3807916
        ],
        [
            79,
            59,
            100,
            79,
            59,
            100
        ],
        [
            173,
            153,
            186,
            173,
            153,
            186
        ],
        [
            29,
            24,
            35,
            29,
            24,
            35
        ],
        [
            7100,
            2665,
            4435,
            7100,
            2665,
            4435
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330831,
            -8693,
            -245796,
            193625,
            -13710,
            343196
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601661600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851172089,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 6,
            "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)