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Trade: SAND/USDT/720/VWMA/EMA/8740

Strategy
SAND/USDT/720/VWMA/EMA/8740
Pair
SAND_USDT
Interval
12h
Score
332819
Daily Profit
0.221821
Profit Factor
1.435633
Profitability
63.414634
Streak
0.000000
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-30 02:54
Expiration Time
2025-11-24 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1769969.5045 37222.0749 -1807191.5794 1387632.1623 -4849393.7452 6237025.9075
Total P&L (%) -1769.9695 37.2221 -1807.1916 1387.6322 -4849.3937 6237.0259
Avg Daily Profit (%) -0.9452 0.0199 -0.9651 0.1443 0 0.2218
Buy And Hold Return (%) 663.6715 663.6715 663.6715 663.6715 663.6715 663.6715
Max Trade Drawdown -1934990 -97641 -1960435 -9009545 -7203362 -8200710
Profit Factor 0.2836 1.1457 0.1841 1.0507 0.6283 1.4356
Total Trades 83 42 41 83 42 41
Winning Trades 47 23 24 47 21 26
Losing Trades 36 19 17 36 21 15
Profitability (%) 56.6265 54.7619 58.5366 56.6265 50 63.4146
Ratio Avg Win / Avg Loss 0.2172 0.9464 0.1304 0.8048 0.6283 0.8283
Largest Winning Trade 46402 46402 40530 5863816 1769506 5863816
Largest Losing Trade -1220067 -59005 -1220067 -5388178 -4226061 -5388178
Avg Bars in Trades 43 41 46 43 41 46
Avg Bars in Winners 31 31 31 35 29 40
Avg Bars in Losers 60 52 68 54 52 58
Bars Traded 3643 1724 1919 3643 1724 1919
Profit Streak 25.9964 39.4964 0 25.9964 39.4964 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580654 -392824 -579635 -172584 -580187 332819
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759190090847,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 48,
            "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": [
        [
            -1769969.5045001733,
            37222.0749247694,
            -1807191.5794249426,
            1387632.1623128676,
            -4849393.745189265,
            6237025.907502138
        ],
        [
            -1769.969505,
            37.222075,
            -1807.191579,
            1387.632162,
            -4849.393745,
            6237.025908
        ],
        [
            -0.945244,
            0.019878,
            -0.965122,
            0.144284,
            0,
            0.221821
        ],
        [
            663.671542,
            663.671542,
            663.671542,
            663.671542,
            663.671542,
            663.671542
        ],
        [
            -1934990,
            -97641,
            -1960435,
            -9009545,
            -7203362,
            -8200710
        ],
        [
            0.283559,
            1.145674,
            0.184108,
            1.050709,
            0.628324,
            1.435633
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            47,
            23,
            24,
            47,
            21,
            26
        ],
        [
            36,
            19,
            17,
            36,
            21,
            15
        ],
        [
            56.626506,
            54.761905,
            58.536585,
            56.626506,
            50,
            63.414634
        ],
        [
            0.217194,
            0.946426,
            0.13041,
            0.804799,
            0.628324,
            0.82825
        ],
        [
            46402,
            46402,
            40530,
            5863816,
            1769506,
            5863816
        ],
        [
            -1220067,
            -59005,
            -1220067,
            -5388178,
            -4226061,
            -5388178
        ],
        [
            43,
            41,
            46,
            43,
            41,
            46
        ],
        [
            31,
            31,
            31,
            35,
            29,
            40
        ],
        [
            60,
            52,
            68,
            54,
            52,
            58
        ],
        [
            3643,
            1724,
            1919,
            3643,
            1724,
            1919
        ],
        [
            25.996422,
            39.496422,
            0,
            25.996422,
            39.496422,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -580654,
            -392824,
            -579635,
            -172584,
            -580187,
            332819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759190090847,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 48,
            "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)