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Trade: SAND/USDT/480/VWAP/SINWMA/7472

Strategy
SAND/USDT/480/VWAP/SINWMA/7472
Pair
SAND_USDT
Interval
8h
Score
660919
Daily Profit
0.191189
Profit Factor
4.897151
Profitability
60.000000
Streak
156.133263
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 06:11
Expiration Time
2025-11-21 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1679947.2521 -133513.4499 -1546433.8022 -96002.9057 3451366.9048 -3547369.8105
Total P&L (%) -1679.9473 -133.5135 -1546.4338 -96.0029 3451.3669 -3547.3698
Avg Daily Profit (%) -0.8988 -0.0714 -0.8274 -0.1721 0.1912 0
Buy And Hold Return (%) 503.5519 503.5519 503.5519 503.5519 503.5519 503.5519
Max Trade Drawdown -1857242 -253175 -1646858 -3548573 -669351 -3939398
Profit Factor 0.211 0.6385 0.1213 0.9864 4.8972 0.423
Total Trades 91 45 46 91 45 46
Winning Trades 67 32 35 49 27 22
Losing Trades 24 13 11 42 18 24
Profitability (%) 73.6264 71.1111 76.087 53.8462 60 47.8261
Ratio Avg Win / Avg Loss 0.0756 0.2594 0.0381 0.8454 3.2648 0.4614
Largest Winning Trade 28785 28785 18924 2053999 1586632 2053999
Largest Losing Trade -895724 -60507 -895724 -2753389 -669351 -2753389
Avg Bars in Trades 58 71 46 58 71 46
Avg Bars in Winners 18 21 16 82 98 62
Avg Bars in Losers 169 193 140 30 31 30
Bars Traded 5325 3208 2117 5325 3208 2117
Profit Streak 38.1333 156.1333 38.1333 38.1333 156.1333 38.1333
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575688 -576563 -576334 -578530 660919 -580561

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758856313885,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "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": [
        [
            -1679947.2521063199,
            -133513.4498823538,
            -1546433.8022239658,
            -96002.9056848165,
            3451366.9048298676,
            -3547369.810514685
        ],
        [
            -1679.947252,
            -133.51345,
            -1546.433802,
            -96.002906,
            3451.366905,
            -3547.369811
        ],
        [
            -0.898848,
            -0.071436,
            -0.827412,
            -0.172115,
            0.191189,
            0
        ],
        [
            503.551938,
            503.551938,
            503.551938,
            503.551938,
            503.551938,
            503.551938
        ],
        [
            -1857242,
            -253175,
            -1646858,
            -3548573,
            -669351,
            -3939398
        ],
        [
            0.211033,
            0.638478,
            0.121339,
            0.98635,
            4.897151,
            0.422984
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            67,
            32,
            35,
            49,
            27,
            22
        ],
        [
            24,
            13,
            11,
            42,
            18,
            24
        ],
        [
            73.626374,
            71.111111,
            76.086957,
            53.846154,
            60,
            47.826087
        ],
        [
            0.075594,
            0.259382,
            0.038135,
            0.845443,
            3.264767,
            0.461438
        ],
        [
            28785,
            28785,
            18924,
            2053999,
            1586632,
            2053999
        ],
        [
            -895724,
            -60507,
            -895724,
            -2753389,
            -669351,
            -2753389
        ],
        [
            58,
            71,
            46,
            58,
            71,
            46
        ],
        [
            18,
            21,
            16,
            82,
            98,
            62
        ],
        [
            169,
            193,
            140,
            30,
            31,
            30
        ],
        [
            5325,
            3208,
            2117,
            5325,
            3208,
            2117
        ],
        [
            38.133262,
            156.133262,
            38.133262,
            38.133263,
            156.133263,
            38.133263
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575688,
            -576563,
            -576334,
            -578530,
            660919,
            -580561
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758856313885,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "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)