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Trade: SAND/USDT/480/VWAP/SSF/3097

Strategy
SAND/USDT/480/VWAP/SSF/3097
Pair
SAND_USDT
Interval
8h
Score
337948
Daily Profit
0.160515
Profit Factor
1.591583
Profitability
66.086957
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-07 09:32
Expiration Time
2025-12-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1134072.0903 -9057.9447 -1125014.1456 -357189.1691 -2296627.3455 1939438.1765
Total P&L (%) -1134.0721 -9.0579 -1125.0141 -357.1892 -2296.6273 1939.4382
Avg Daily Profit (%) -0.6032 -0.0048 -0.5984 0 0 0.1605
Buy And Hold Return (%) 320.0295 320.0295 320.0295 320.0295 320.0295 320.0295
Max Trade Drawdown -1315774 -206804 -1234915 -2881756 -2585415 -1003473
Profit Factor 0.4586 0.9816 0.2977 0.9514 0.4358 1.5916
Total Trades 230 115 115 230 115 115
Winning Trades 177 84 93 140 64 76
Losing Trades 53 31 22 90 51 39
Profitability (%) 76.9565 73.0435 80.8696 60.8696 55.6522 66.087
Ratio Avg Win / Avg Loss 0.1373 0.3623 0.0704 0.6116 0.3473 0.8167
Largest Winning Trade 37477 37477 19310 1846624 333323 1846624
Largest Losing Trade -547988 -55829 -547988 -1003473 -858079 -1003473
Avg Bars in Trades 24 26 22 24 26 22
Avg Bars in Winners 11 10 13 17 16 18
Avg Bars in Losers 66 70 61 35 39 30
Bars Traded 5606 3044 2562 5606 3044 2562
Profit Streak 57.2727 57.2727 73.9394 0 0 0
Trades During Streak 14 7 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574061 -575889 -574893 -577887 -580015 337948
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759818762347,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -1134072.0902980943,
            -9057.9446815246,
            -1125014.145616569,
            -357189.169053285,
            -2296627.3455156977,
            1939438.1764624142
        ],
        [
            -1134.07209,
            -9.057945,
            -1125.014146,
            -357.189169,
            -2296.627346,
            1939.438176
        ],
        [
            -0.60323,
            -0.004818,
            -0.598412,
            0,
            0,
            0.160515
        ],
        [
            320.029455,
            320.029455,
            320.029455,
            320.029455,
            320.029455,
            320.029455
        ],
        [
            -1315774,
            -206804,
            -1234915,
            -2881756,
            -2585415,
            -1003473
        ],
        [
            0.458592,
            0.98162,
            0.297683,
            0.951397,
            0.435828,
            1.591583
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            177,
            84,
            93,
            140,
            64,
            76
        ],
        [
            53,
            31,
            22,
            90,
            51,
            39
        ],
        [
            76.956522,
            73.043478,
            80.869565,
            60.869565,
            55.652174,
            66.086957
        ],
        [
            0.137318,
            0.362264,
            0.07042,
            0.611613,
            0.3473,
            0.816733
        ],
        [
            37477,
            37477,
            19310,
            1846624,
            333323,
            1846624
        ],
        [
            -547988,
            -55829,
            -547988,
            -1003473,
            -858079,
            -1003473
        ],
        [
            24,
            26,
            22,
            24,
            26,
            22
        ],
        [
            11,
            10,
            13,
            17,
            16,
            18
        ],
        [
            66,
            70,
            61,
            35,
            39,
            30
        ],
        [
            5606,
            3044,
            2562,
            5606,
            3044,
            2562
        ],
        [
            57.272712,
            57.272712,
            73.939379,
            0,
            0,
            0
        ],
        [
            14,
            7,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574061,
            -575889,
            -574893,
            -577887,
            -580015,
            337948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759818762347,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 3
        }
    }
}

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)