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Trade: SAND/USDT/480/VWAP/RMA/2477

Strategy
SAND/USDT/480/VWAP/RMA/2477
Pair
SAND_USDT
Interval
8h
Score
712639
Daily Profit
0.317085
Profit Factor
3.531498
Profitability
77.500000
Streak
235.764175
Best Strategy
Training Data Length
1869.330000
Evaluation Time
2025-09-26 13:20
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 -710585.8381 156994.86 -867580.6981 10957929.2346 -26108589.3736 37066518.6082
Total P&L (%) -710.5858 156.9949 -867.5807 10957.9292 -26108.5894 37066.5186
Avg Daily Profit (%) -0.3801 0.084 -0.4641 0.2521 0 0.3171
Buy And Hold Return (%) 556.2748 556.2748 556.2748 556.2748 556.2748 556.2748
Max Trade Drawdown -897022 -101276 -1001561 -34796437 -31651948 -6347733
Profit Factor 0.455 1.859 0.2261 1.1844 0.4169 3.5315
Total Trades 79 39 40 79 39 40
Winning Trades 68 34 34 60 29 31
Losing Trades 11 5 6 19 10 9
Profitability (%) 86.0759 87.1795 85 75.9494 74.359 77.5
Ratio Avg Win / Avg Loss 0.0736 0.2734 0.0399 0.3751 0.1438 1.0253
Largest Winning Trade 57609 57609 26610 39208458 3975813 39208458
Largest Losing Trade -578271 -79987 -578271 -26490832 -26490832 -6347733
Avg Bars in Trades 66 82 51 66 82 51
Avg Bars in Winners 12 14 10 20 10 29
Avg Bars in Losers 404 547 284 214 291 129
Bars Traded 5291 3224 2067 5291 3224 2067
Profit Streak 47.7642 47.7642 235.7642 47.7642 47.7642 235.7642
Trades During Streak 17 8 12 17 8 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -605494 -239619 -574817 -36689 -575972 712639

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": 1605283200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758882024759,
    "expiration_time": 1763718912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 121,
            "offset": 154
        }
    }
}
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": [
        [
            -710585.8380892985,
            156994.8599846876,
            -867580.698073986,
            10957929.23461158,
            -26108589.37362999,
            37066518.60824157
        ],
        [
            -710.585838,
            156.99486,
            -867.580698,
            10957.929235,
            -26108.589374,
            37066.518608
        ],
        [
            -0.380129,
            0.083985,
            -0.464113,
            0.252051,
            0,
            0.317085
        ],
        [
            556.274796,
            556.274796,
            556.274796,
            556.274796,
            556.274796,
            556.274796
        ],
        [
            -897022,
            -101276,
            -1001561,
            -34796437,
            -31651948,
            -6347733
        ],
        [
            0.455016,
            1.85898,
            0.226132,
            1.184413,
            0.416938,
            3.531498
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            68,
            34,
            34,
            60,
            29,
            31
        ],
        [
            11,
            5,
            6,
            19,
            10,
            9
        ],
        [
            86.075949,
            87.179487,
            85,
            75.949367,
            74.358974,
            77.5
        ],
        [
            0.073606,
            0.273379,
            0.039906,
            0.375064,
            0.143772,
            1.025274
        ],
        [
            57609,
            57609,
            26610,
            39208458,
            3975813,
            39208458
        ],
        [
            -578271,
            -79987,
            -578271,
            -26490832,
            -26490832,
            -6347733
        ],
        [
            66,
            82,
            51,
            66,
            82,
            51
        ],
        [
            12,
            14,
            10,
            20,
            10,
            29
        ],
        [
            404,
            547,
            284,
            214,
            291,
            129
        ],
        [
            5291,
            3224,
            2067,
            5291,
            3224,
            2067
        ],
        [
            47.764175,
            47.764175,
            235.764175,
            47.764175,
            47.764175,
            235.764175
        ],
        [
            17,
            8,
            12,
            17,
            8,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -605494,
            -239619,
            -574817,
            -36689,
            -575972,
            712639
        ]
    ]
}
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": 1605283200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758882024759,
    "expiration_time": 1763718912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 121,
            "offset": 154
        }
    }
}

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)