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Trade: SAND/USDT/720/VWAP/SINWMA/5990

Strategy
SAND/USDT/720/VWAP/SINWMA/5990
Pair
SAND_USDT
Interval
12h
Score
758041
Daily Profit
0.303950
Profit Factor
4.445772
Profitability
74.358974
Streak
255.151908
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-10-09 06:38
Expiration Time
2025-12-04 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1458112.7298 36616.0415 -1494728.7713 2524508.9891 -27613090.3125 30137599.3017
Total P&L (%) -1458.1127 36.616 -1494.7288 2524.509 -27613.0903 30137.5993
Avg Daily Profit (%) -0.7748 0.0195 -0.7942 0.1738 0 0.304
Buy And Hold Return (%) 480.6256 480.6256 480.6256 480.6256 480.6256 480.6256
Max Trade Drawdown -1628313 -159908 -1586893 -33775369 -34254029 -5483949
Profit Factor 0.2571 1.1525 0.1322 1.0497 0.343 4.4458
Total Trades 78 39 39 78 39 39
Winning Trades 63 33 30 57 28 29
Losing Trades 15 6 9 21 11 10
Profitability (%) 80.7692 84.6154 76.9231 73.0769 71.7949 74.359
Ratio Avg Win / Avg Loss 0.0612 0.2095 0.0397 0.3867 0.1347 1.533
Largest Winning Trade 35671 32970 35671 30586218 6091048 30586218
Largest Losing Trade -848592 -70678 -848592 -24230471 -24230471 -3469481
Avg Bars in Trades 44 53 36 44 53 36
Avg Bars in Winners 12 14 11 18 12 23
Avg Bars in Losers 179 269 119 117 158 71
Bars Traded 3491 2086 1405 3491 2086 1405
Profit Streak 152.1519 152.1519 255.1519 152.1519 152.1519 255.1519
Trades During Streak 21 10 13 21 10 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -613558 -381175 -575703 -194604 -576368 758041
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3764,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607644800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759981124872,
    "expiration_time": 1764846144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 238,
            "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": [
        [
            -1458112.7297973935,
            36616.0415136532,
            -1494728.771311046,
            2524508.989127574,
            -27613090.312543347,
            30137599.301670916
        ],
        [
            -1458.11273,
            36.616042,
            -1494.728771,
            2524.508989,
            -27613.090313,
            30137.599302
        ],
        [
            -0.774768,
            0.019456,
            -0.794224,
            0.173768,
            0,
            0.30395
        ],
        [
            480.625622,
            480.625622,
            480.625622,
            480.625622,
            480.625622,
            480.625622
        ],
        [
            -1628313,
            -159908,
            -1586893,
            -33775369,
            -34254029,
            -5483949
        ],
        [
            0.257053,
            1.152491,
            0.132226,
            1.049721,
            0.342975,
            4.445772
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            63,
            33,
            30,
            57,
            28,
            29
        ],
        [
            15,
            6,
            9,
            21,
            11,
            10
        ],
        [
            80.769231,
            84.615385,
            76.923077,
            73.076923,
            71.794872,
            74.358974
        ],
        [
            0.061203,
            0.209544,
            0.039668,
            0.386739,
            0.13474,
            1.533025
        ],
        [
            35671,
            32970,
            35671,
            30586218,
            6091048,
            30586218
        ],
        [
            -848592,
            -70678,
            -848592,
            -24230471,
            -24230471,
            -3469481
        ],
        [
            44,
            53,
            36,
            44,
            53,
            36
        ],
        [
            12,
            14,
            11,
            18,
            12,
            23
        ],
        [
            179,
            269,
            119,
            117,
            158,
            71
        ],
        [
            3491,
            2086,
            1405,
            3491,
            2086,
            1405
        ],
        [
            152.151908,
            152.151908,
            255.151908,
            152.151908,
            152.151908,
            255.151908
        ],
        [
            21,
            10,
            13,
            21,
            10,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -613558,
            -381175,
            -575703,
            -194604,
            -576368,
            758041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3764,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607644800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759981124872,
    "expiration_time": 1764846144000,
    "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": 238,
            "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)