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Trade: SAND/USDT/720/LINREG/VWAP/3155

Strategy
SAND/USDT/720/LINREG/VWAP/3155
Pair
SAND_USDT
Interval
12h
Score
305677
Daily Profit
1.184221
Profit Factor
4.632175
Profitability
29.496403
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 14:59
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2211531.8782 2050462.7942 161069.084 24016651.7357 4614951.8472 19401699.8885
Total P&L (%) 2211.5319 2050.4628 161.0691 24016.6517 4614.9518 19401.6999
Avg Daily Profit (%) 1.1842 1.098 0.0862 0.2942 0.2065 0.2828
Buy And Hold Return (%) 757.3469 757.3469 757.3469 757.3469 757.3469 757.3469
Max Trade Drawdown -84661 -99566 -57138 -36514967 -24610382 -11904584
Profit Factor 4.6322 6.3839 1.7064 1.2729 1.0861 1.5637
Total Trades 139 70 69 139 70 69
Winning Trades 41 17 24 41 17 24
Losing Trades 98 53 45 98 53 45
Profitability (%) 29.4964 24.2857 34.7826 29.4964 24.2857 34.7826
Ratio Avg Win / Avg Loss 11.072 19.9028 3.1995 3.0426 3.3862 2.932
Largest Winning Trade 1277388 1277388 48351 26942575 26942575 18838045
Largest Losing Trade -32319 -32319 -16737 -8811114 -8811114 -4387221
Avg Bars in Trades 25 27 23 25 27 23
Avg Bars in Winners 58 67 52 58 67 52
Avg Bars in Losers 11 15 8 11 15 8
Bars Traded 3562 1951 1611 3562 1951 1611
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 305677 -108561 -347950 18738 -244332 -96046

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801542855,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            2211531.8782003038,
            2050462.7941508302,
            161069.0840494723,
            24016651.735731415,
            4614951.847182929,
            19401699.888548497
        ],
        [
            2211.531878,
            2050.462794,
            161.069084,
            24016.651736,
            4614.951847,
            19401.699889
        ],
        [
            1.184221,
            1.097972,
            0.086249,
            0.294166,
            0.206549,
            0.28276
        ],
        [
            757.346913,
            757.346913,
            757.346913,
            757.346913,
            757.346913,
            757.346913
        ],
        [
            -84661,
            -99566,
            -57138,
            -36514967,
            -24610382,
            -11904584
        ],
        [
            4.632175,
            6.383913,
            1.706373,
            1.272913,
            1.086125,
            1.563725
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            98,
            53,
            45,
            98,
            53,
            45
        ],
        [
            29.496403,
            24.285714,
            34.782609,
            29.496403,
            24.285714,
            34.782609
        ],
        [
            11.072029,
            19.902788,
            3.19945,
            3.042573,
            3.386156,
            2.931985
        ],
        [
            1277388,
            1277388,
            48351,
            26942575,
            26942575,
            18838045
        ],
        [
            -32319,
            -32319,
            -16737,
            -8811114,
            -8811114,
            -4387221
        ],
        [
            25,
            27,
            23,
            25,
            27,
            23
        ],
        [
            58,
            67,
            52,
            58,
            67,
            52
        ],
        [
            11,
            15,
            8,
            11,
            15,
            8
        ],
        [
            3562,
            1951,
            1611,
            3562,
            1951,
            1611
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305677,
            -108561,
            -347950,
            18738,
            -244332,
            -96046
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801542855,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)