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Trade: SAND/USDT/480/VWAP/SINWMA/8373

Strategy
SAND/USDT/480/VWAP/SINWMA/8373
Pair
SAND_USDT
Interval
8h
Score
532812
Daily Profit
0.242684
Profit Factor
2.683853
Profitability
59.523810
Streak
0.000000
Best Strategy
Training Data Length
1878.330000
Evaluation Time
2025-10-05 19:15
Expiration Time
2025-11-30 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1442580.5804 -53757.8353 -1388822.745 -201678.6019 -9592296.4776 9390617.8757
Total P&L (%) -1442.5806 -53.7578 -1388.8227 -201.6786 -9592.2965 9390.6179
Avg Daily Profit (%) -0.768 -0.0286 -0.7394 0 0 0.2427
Buy And Hold Return (%) 697.65 697.65 697.65 697.65 697.65 697.65
Max Trade Drawdown -1629870 -205537 -1487858 -9133390 -10009823 -3094201
Profit Factor 0.2488 0.8226 0.1412 0.9893 0.2759 2.6839
Total Trades 83 41 42 83 41 42
Winning Trades 64 32 32 44 19 25
Losing Trades 19 9 10 39 22 17
Profitability (%) 77.1084 78.0488 76.1905 53.012 46.3415 59.5238
Ratio Avg Win / Avg Loss 0.0739 0.2314 0.0441 0.8769 0.3195 1.825
Largest Winning Trade 24444 24444 18924 10099500 1085606 10099500
Largest Losing Trade -900433 -63123 -900433 -5334339 -5334339 -2736720
Avg Bars in Trades 64 77 51 64 77 51
Avg Bars in Winners 20 22 19 38 47 32
Avg Bars in Losers 210 274 152 92 103 78
Bars Traded 5325 3179 2146 5325 3179 2146
Profit Streak 163.6776 163.6776 259.3442 0 0 0
Trades During Streak 15 7 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576590 -575637 -575874 -581665 -582165 532812
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1604160000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759680940437,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 236,
            "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": [
        [
            -1442580.580388342,
            -53757.8353390867,
            -1388822.7450492554,
            -201678.6019280743,
            -9592296.477591172,
            9390617.875663102
        ],
        [
            -1442.58058,
            -53.757835,
            -1388.822745,
            -201.678602,
            -9592.296478,
            9390.617876
        ],
        [
            -0.768012,
            -0.02862,
            -0.739392,
            0,
            0,
            0.242684
        ],
        [
            697.649983,
            697.649983,
            697.649983,
            697.649983,
            697.649983,
            697.649983
        ],
        [
            -1629870,
            -205537,
            -1487858,
            -9133390,
            -10009823,
            -3094201
        ],
        [
            0.248761,
            0.822617,
            0.141222,
            0.989286,
            0.27592,
            2.683853
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            64,
            32,
            32,
            44,
            19,
            25
        ],
        [
            19,
            9,
            10,
            39,
            22,
            17
        ],
        [
            77.108434,
            78.04878,
            76.190476,
            53.012048,
            46.341463,
            59.52381
        ],
        [
            0.073851,
            0.231361,
            0.044132,
            0.876867,
            0.319486,
            1.82502
        ],
        [
            24444,
            24444,
            18924,
            10099500,
            1085606,
            10099500
        ],
        [
            -900433,
            -63123,
            -900433,
            -5334339,
            -5334339,
            -2736720
        ],
        [
            64,
            77,
            51,
            64,
            77,
            51
        ],
        [
            20,
            22,
            19,
            38,
            47,
            32
        ],
        [
            210,
            274,
            152,
            92,
            103,
            78
        ],
        [
            5325,
            3179,
            2146,
            5325,
            3179,
            2146
        ],
        [
            163.677551,
            163.677551,
            259.344218,
            0,
            0,
            0
        ],
        [
            15,
            7,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576590,
            -575637,
            -575874,
            -581665,
            -582165,
            532812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1604160000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759680940437,
    "expiration_time": 1764519840000,
    "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": 236,
            "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)