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Trade: SAND/USDT/720/VWAP/SMA/7829

Strategy
SAND/USDT/720/VWAP/SMA/7829
Pair
SAND_USDT
Interval
12h
Score
562123
Daily Profit
0.240713
Profit Factor
2.747458
Profitability
74.468085
Streak
256.665732
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 18:58
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 -1591847.1185 -56628.0223 -1535219.0961 -55748.8602 -8867143.7448 8811394.8847
Total P&L (%) -1591.8471 -56.628 -1535.2191 -55.7489 -8867.1437 8811.3949
Avg Daily Profit (%) -0.8524 -0.0303 -0.8221 -0.0436 0 0.2407
Buy And Hold Return (%) 604.3727 604.3727 604.3727 604.3727 604.3727 604.3727
Max Trade Drawdown -1788269 -203995 -1638997 -8984667 -9510706 -2827619
Profit Factor 0.236 0.8165 0.1351 0.9967 0.2492 2.7475
Total Trades 93 46 47 93 46 47
Winning Trades 74 35 39 64 29 35
Losing Trades 19 11 8 29 17 12
Profitability (%) 79.5699 76.087 82.9787 68.8172 63.0435 74.4681
Ratio Avg Win / Avg Loss 0.0606 0.2566 0.0277 0.4516 0.1461 0.942
Largest Winning Trade 23514 23514 16175 9534737 827484 9534737
Largest Losing Trade -1025189 -65109 -1025189 -5155278 -5155278 -2641382
Avg Bars in Trades 38 45 30 38 45 30
Avg Bars in Winners 13 13 14 20 18 23
Avg Bars in Losers 133 149 111 76 92 53
Bars Traded 3552 2103 1449 3552 2103 1449
Profit Streak 156.6657 156.6657 256.6657 156.6657 156.6657 256.6657
Trades During Streak 17 8 10 17 8 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574707 -575822 -575007 -576101 -577512 562123

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": 1603152000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902319272,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 134,
            "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": [
        [
            -1591847.1184820975,
            -56628.0223418509,
            -1535219.0961402468,
            -55748.8601618756,
            -8867143.744841095,
            8811394.884679222
        ],
        [
            -1591.847118,
            -56.628022,
            -1535.219096,
            -55.74886,
            -8867.143745,
            8811.394885
        ],
        [
            -0.852395,
            -0.030323,
            -0.822072,
            -0.043647,
            0,
            0.240713
        ],
        [
            604.372672,
            604.372672,
            604.372672,
            604.372672,
            604.372672,
            604.372672
        ],
        [
            -1788269,
            -203995,
            -1638997,
            -8984667,
            -9510706,
            -2827619
        ],
        [
            0.235996,
            0.816483,
            0.135081,
            0.996692,
            0.249225,
            2.747458
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            74,
            35,
            39,
            64,
            29,
            35
        ],
        [
            19,
            11,
            8,
            29,
            17,
            12
        ],
        [
            79.569892,
            76.086957,
            82.978723,
            68.817204,
            63.043478,
            74.468085
        ],
        [
            0.060594,
            0.256609,
            0.027709,
            0.451626,
            0.146097,
            0.941986
        ],
        [
            23514,
            23514,
            16175,
            9534737,
            827484,
            9534737
        ],
        [
            -1025189,
            -65109,
            -1025189,
            -5155278,
            -5155278,
            -2641382
        ],
        [
            38,
            45,
            30,
            38,
            45,
            30
        ],
        [
            13,
            13,
            14,
            20,
            18,
            23
        ],
        [
            133,
            149,
            111,
            76,
            92,
            53
        ],
        [
            3552,
            2103,
            1449,
            3552,
            2103,
            1449
        ],
        [
            156.665732,
            156.665732,
            256.665732,
            156.665732,
            156.665732,
            256.665732
        ],
        [
            17,
            8,
            10,
            17,
            8,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574707,
            -575822,
            -575007,
            -576101,
            -577512,
            562123
        ]
    ]
}
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": 1603152000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902319272,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 134,
            "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)