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Trade: SAND/USDT/480/VWMA/SUPERTREND/1431

Strategy
SAND/USDT/480/VWMA/SUPERTREND/1431
Pair
SAND_USDT
Interval
8h
Score
435848
Daily Profit
0.714216
Profit Factor
3.045433
Profitability
42.335766
Streak
0.000000
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-28 07:46
Expiration Time
2025-11-23 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1336299.0593 1243450.2882 92848.7711 5076560.3884 1519981.8055 3556578.5829
Total P&L (%) 1336.2991 1243.4503 92.8488 5076.5604 1519.9818 3556.5786
Avg Daily Profit (%) 0.7142 0.6646 0.0496 0.2112 0.149 0.1925
Buy And Hold Return (%) 527.4783 527.4783 527.4783 527.4783 527.4783 527.4783
Max Trade Drawdown -160086 -81638 -126049 -4232052 -3197052 -2112084
Profit Factor 3.0454 4.7555 1.2882 1.3612 1.182 1.6233
Total Trades 137 69 68 137 69 68
Winning Trades 58 26 32 58 26 32
Losing Trades 79 43 36 79 43 36
Profitability (%) 42.3358 37.6812 47.0588 42.3358 37.6812 47.0588
Ratio Avg Win / Avg Loss 4.1481 7.8648 1.4492 1.854 1.9549 1.8262
Largest Winning Trade 590133 590133 58317 2928098 2928098 2180770
Largest Losing Trade -31059 -28579 -31059 -915728 -915728 -625023
Avg Bars in Trades 39 30 49 39 30 49
Avg Bars in Winners 67 51 80 67 51 80
Avg Bars in Losers 19 17 21 19 17 21
Bars Traded 5434 2074 3360 5434 2074 3360
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435848 -91631 -403007 255030 -122929 -99726
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5613,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601308800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759034796208,
    "expiration_time": 1763867232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 136,
            "offset": 0,
            "multiplier": 1.09196
        }
    }
}
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": [
        [
            1336299.0593060006,
            1243450.288235839,
            92848.7710701623,
            5076560.3884185385,
            1519981.805481318,
            3556578.582937223
        ],
        [
            1336.299059,
            1243.450288,
            92.848771,
            5076.560388,
            1519.981805,
            3556.578583
        ],
        [
            0.714216,
            0.664591,
            0.049625,
            0.211165,
            0.148962,
            0.192548
        ],
        [
            527.478311,
            527.478311,
            527.478311,
            527.478311,
            527.478311,
            527.478311
        ],
        [
            -160086,
            -81638,
            -126049,
            -4232052,
            -3197052,
            -2112084
        ],
        [
            3.045433,
            4.755474,
            1.288167,
            1.361159,
            1.182023,
            1.623324
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            42.335766,
            37.681159,
            47.058824,
            42.335766,
            37.681159,
            47.058824
        ],
        [
            4.14809,
            7.864822,
            1.449187,
            1.853992,
            1.954884,
            1.826239
        ],
        [
            590133,
            590133,
            58317,
            2928098,
            2928098,
            2180770
        ],
        [
            -31059,
            -28579,
            -31059,
            -915728,
            -915728,
            -625023
        ],
        [
            39,
            30,
            49,
            39,
            30,
            49
        ],
        [
            67,
            51,
            80,
            67,
            51,
            80
        ],
        [
            19,
            17,
            21,
            19,
            17,
            21
        ],
        [
            5434,
            2074,
            3360,
            5434,
            2074,
            3360
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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            0,
            0,
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        ],
        [
            0.8,
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        ],
        [
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            -91631,
            -403007,
            255030,
            -122929,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5613,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601308800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759034796208,
    "expiration_time": 1763867232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 136,
            "offset": 0,
            "multiplier": 1.09196
        }
    }
}

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)