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Trade: SAND/USDT/480/KCL/VWAP/5874

Strategy
SAND/USDT/480/KCL/VWAP/5874
Pair
SAND_USDT
Interval
8h
Score
406660
Daily Profit
0.175925
Profit Factor
3.361377
Profitability
45.238095
Streak
34.167694
Best Strategy
Training Data Length
1869.330000
Evaluation Time
2025-09-26 15:01
Expiration Time
2025-11-21 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1037788.2873 -42626.9996 -995161.2877 86933.0122 -2485896.4434 2572829.4556
Total P&L (%) -1037.7883 -42.627 -995.1613 86.933 -2485.8964 2572.8295
Avg Daily Profit (%) -0.5552 -0.0228 -0.5324 0.0335 0 0.1759
Buy And Hold Return (%) 630.0683 630.0683 630.0683 630.0683 630.0683 630.0683
Max Trade Drawdown -1060071 -190313 -1008543 -2377095 -2525178 -525889
Profit Factor 0.2756 0.8665 0.1062 1.0201 0.2309 3.3614
Total Trades 83 41 42 83 41 42
Winning Trades 36 18 18 38 19 19
Losing Trades 47 23 24 45 22 23
Profitability (%) 43.3735 43.9024 42.8571 45.7831 46.3415 45.2381
Ratio Avg Win / Avg Loss 0.3598 1.1072 0.1416 1.208 0.2674 4.069
Largest Winning Trade 117439 117439 24997 2902064 330805 2902064
Largest Losing Trade -536900 -58018 -536900 -1091570 -1091570 -513949
Avg Bars in Trades 63 77 51 63 77 51
Avg Bars in Winners 27 24 31 35 13 57
Avg Bars in Losers 91 118 66 88 132 45
Bars Traded 5307 3163 2144 5307 3163 2144
Profit Streak 29.8344 0 34.1677 29.8344 0 34.1677
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -584092 -581446 -582519 -514734 -582165 406660
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5608,
    "evaluation_days": 1869.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758888088755,
    "expiration_time": 1763718912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 227
        }
    }
}
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": [
        [
            -1037788.2873469205,
            -42626.999610394,
            -995161.2877365262,
            86933.0121711633,
            -2485896.4434036384,
            2572829.4555748
        ],
        [
            -1037.788287,
            -42.627,
            -995.161288,
            86.933012,
            -2485.896443,
            2572.829456
        ],
        [
            -0.555166,
            -0.022803,
            -0.532363,
            0.033471,
            0,
            0.175925
        ],
        [
            630.068337,
            630.068337,
            630.068337,
            630.068337,
            630.068337,
            630.068337
        ],
        [
            -1060071,
            -190313,
            -1008543,
            -2377095,
            -2525178,
            -525889
        ],
        [
            0.275606,
            0.866478,
            0.10618,
            1.020115,
            0.230925,
            3.361377
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            36,
            18,
            18,
            38,
            19,
            19
        ],
        [
            47,
            23,
            24,
            45,
            22,
            23
        ],
        [
            43.373494,
            43.902439,
            42.857143,
            45.783133,
            46.341463,
            45.238095
        ],
        [
            0.35982,
            1.107166,
            0.141573,
            1.208031,
            0.267386,
            4.069035
        ],
        [
            117439,
            117439,
            24997,
            2902064,
            330805,
            2902064
        ],
        [
            -536900,
            -58018,
            -536900,
            -1091570,
            -1091570,
            -513949
        ],
        [
            63,
            77,
            51,
            63,
            77,
            51
        ],
        [
            27,
            24,
            31,
            35,
            13,
            57
        ],
        [
            91,
            118,
            66,
            88,
            132,
            45
        ],
        [
            5307,
            3163,
            2144,
            5307,
            3163,
            2144
        ],
        [
            29.834361,
            0,
            34.167694,
            29.834361,
            0,
            34.167694
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -584092,
            -581446,
            -582519,
            -514734,
            -582165,
            406660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5608,
    "evaluation_days": 1869.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758888088755,
    "expiration_time": 1763718912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 227
        }
    }
}

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)