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Trade: SAND/USDT/480/DEMA/VWAP/3142

Strategy
SAND/USDT/480/DEMA/VWAP/3142
Pair
SAND_USDT
Interval
8h
Score
320033
Daily Profit
0.520978
Profit Factor
1.705487
Profitability
31.367925
Streak
21.538545
Best Strategy
Training Data Length
1884.330000
Evaluation Time
2025-10-11 15:55
Expiration Time
2025-12-06 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 981694.6401 857458.5621 124236.078 6728300.6892 2334003.2858 4394297.4034
Total P&L (%) 981.6946 857.4586 124.2361 6728.3007 2334.0033 4394.2974
Avg Daily Profit (%) 0.521 0.455 0.0659 0.2244 0.1695 0.2022
Buy And Hold Return (%) 200.2941 200.2941 200.2941 200.2941 200.2941 200.2941
Max Trade Drawdown -163838 -80449 -142359 -5374512 -5837374 -2269877
Profit Factor 1.7055 2.2036 1.1829 1.1954 1.1225 1.2857
Total Trades 424 212 212 424 212 212
Winning Trades 133 66 67 133 66 67
Losing Trades 291 146 145 291 146 145
Profitability (%) 31.3679 31.1321 31.6038 31.3679 31.1321 31.6038
Ratio Avg Win / Avg Loss 3.7316 4.8745 2.5601 2.6155 2.4831 2.7825
Largest Winning Trade 245248 245248 34693 3059369 3059369 2137724
Largest Losing Trade -29540 -26327 -29540 -1286927 -1048600 -1286927
Avg Bars in Trades 13 14 12 13 14 12
Avg Bars in Winners 26 27 24 26 27 24
Avg Bars in Losers 7 7 6 7 7 6
Bars Traded 5586 2984 2602 5586 2984 2602
Profit Streak 21.5385 21.5385 23.5385 21.5385 21.5385 23.5385
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320033 233389 -294624 2924 -82830 121940
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5653,
    "evaluation_days": 1884.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760187330310,
    "expiration_time": 1765053792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            981694.6400907682,
            857458.5620776551,
            124236.0780131131,
            6728300.689237461,
            2334003.285794329,
            4394297.40344314
        ],
        [
            981.69464,
            857.458562,
            124.236078,
            6728.300689,
            2334.003286,
            4394.297403
        ],
        [
            0.520978,
            0.455047,
            0.065931,
            0.224398,
            0.169547,
            0.202154
        ],
        [
            200.294118,
            200.294118,
            200.294118,
            200.294118,
            200.294118,
            200.294118
        ],
        [
            -163838,
            -80449,
            -142359,
            -5374512,
            -5837374,
            -2269877
        ],
        [
            1.705487,
            2.203556,
            1.182949,
            1.195412,
            1.122512,
            1.285713
        ],
        [
            424,
            212,
            212,
            424,
            212,
            212
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            291,
            146,
            145,
            291,
            146,
            145
        ],
        [
            31.367925,
            31.132075,
            31.603774,
            31.367925,
            31.132075,
            31.603774
        ],
        [
            3.731553,
            4.874533,
            2.560113,
            2.615526,
            2.483133,
            2.782513
        ],
        [
            245248,
            245248,
            34693,
            3059369,
            3059369,
            2137724
        ],
        [
            -29540,
            -26327,
            -29540,
            -1286927,
            -1048600,
            -1286927
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            26,
            27,
            24,
            26,
            27,
            24
        ],
        [
            7,
            7,
            6,
            7,
            7,
            6
        ],
        [
            5586,
            2984,
            2602,
            5586,
            2984,
            2602
        ],
        [
            21.538545,
            21.538545,
            23.538545,
            21.538545,
            21.538545,
            23.538545
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320033,
            233389,
            -294624,
            2924,
            -82830,
            121940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5653,
    "evaluation_days": 1884.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760187330310,
    "expiration_time": 1765053792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)