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Trade: SAND/USDT/480/FWMA/VWMA/8227

Strategy
SAND/USDT/480/FWMA/VWMA/8227
Pair
SAND_USDT
Interval
8h
Score
469744
Daily Profit
0.205294
Profit Factor
2.847321
Profitability
47.368421
Streak
31.735734
Best Strategy
Training Data Length
1868.670000
Evaluation Time
2025-09-26 04:39
Expiration Time
2025-11-20 19:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1119116.0674 -33512.0028 -1085604.0646 -278884.6187 -4795922.2776 4517037.6589
Total P&L (%) -1119.1161 -33.512 -1085.6041 -278.8846 -4795.9223 4517.0377
Avg Daily Profit (%) -0.5989 -0.0179 -0.581 0 0 0.2053
Buy And Hold Return (%) 583.8624 583.8624 583.8624 583.8624 583.8624 583.8624
Max Trade Drawdown -1344238 -225000 -1202426 -4116229 -4883677 -1458395
Profit Factor 0.2946 0.8857 0.1606 0.9655 0.1478 2.8473
Total Trades 75 37 38 75 37 38
Winning Trades 57 28 29 31 13 18
Losing Trades 18 9 9 44 24 20
Profitability (%) 76 75.6757 76.3158 41.3333 35.1351 47.3684
Ratio Avg Win / Avg Loss 0.093 0.2847 0.0498 1.3703 0.2729 3.1637
Largest Winning Trade 40304 40304 20855 5084853 356216 5084853
Largest Losing Trade -595704 -62481 -595704 -2341872 -2341872 -1458395
Avg Bars in Trades 70 90 51 70 90 51
Avg Bars in Winners 21 24 18 53 61 47
Avg Bars in Losers 227 296 158 82 106 54
Bars Traded 5290 3345 1945 5290 3345 1945
Profit Streak 0 153.7357 0 17.4024 0 31.7357
Trades During Streak 0 11 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -638407 -575857 -577353 -643191 -586553 469744

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5606,
    "evaluation_days": 1868.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603814400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758850767386,
    "expiration_time": 1763659584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "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": [
        [
            -1119116.0673793936,
            -33512.0028221392,
            -1085604.0645572543,
            -278884.6187372631,
            -4795922.277640512,
            4517037.658903252
        ],
        [
            -1119.116067,
            -33.512003,
            -1085.604065,
            -278.884619,
            -4795.922278,
            4517.037659
        ],
        [
            -0.598884,
            -0.017934,
            -0.58095,
            0,
            0,
            0.205294
        ],
        [
            583.862434,
            583.862434,
            583.862434,
            583.862434,
            583.862434,
            583.862434
        ],
        [
            -1344238,
            -225000,
            -1202426,
            -4116229,
            -4883677,
            -1458395
        ],
        [
            0.294614,
            0.885726,
            0.160575,
            0.965455,
            0.147843,
            2.847321
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            57,
            28,
            29,
            31,
            13,
            18
        ],
        [
            18,
            9,
            9,
            44,
            24,
            20
        ],
        [
            76,
            75.675676,
            76.315789,
            41.333333,
            35.135135,
            47.368421
        ],
        [
            0.093036,
            0.284698,
            0.049834,
            1.370324,
            0.272942,
            3.16369
        ],
        [
            40304,
            40304,
            20855,
            5084853,
            356216,
            5084853
        ],
        [
            -595704,
            -62481,
            -595704,
            -2341872,
            -2341872,
            -1458395
        ],
        [
            70,
            90,
            51,
            70,
            90,
            51
        ],
        [
            21,
            24,
            18,
            53,
            61,
            47
        ],
        [
            227,
            296,
            158,
            82,
            106,
            54
        ],
        [
            5290,
            3345,
            1945,
            5290,
            3345,
            1945
        ],
        [
            0,
            153.735734,
            0,
            17.4024,
            0,
            31.735734
        ],
        [
            0,
            11,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -638407,
            -575857,
            -577353,
            -643191,
            -586553,
            469744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5606,
    "evaluation_days": 1868.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603814400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758850767386,
    "expiration_time": 1763659584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "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)