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Trade: SAND/USDT/720/VWMA/MIDPOINT/2826

Strategy
SAND/USDT/720/VWMA/MIDPOINT/2826
Pair
SAND_USDT
Interval
12h
Score
804216
Daily Profit
1.369249
Profit Factor
5.317507
Profitability
53.932584
Streak
0.000000
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-12 01:41
Expiration Time
2025-12-07 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2580349.3619 2380601.9723 199747.3896 28838863.4142 -14838092.3354 43676955.7496
Total P&L (%) 2580.3494 2380.602 199.7474 28838.8634 -14838.0923 43676.9558
Avg Daily Profit (%) 1.3692 1.2633 0.106 0.3012 0 0.3232
Buy And Hold Return (%) 376.3547 376.3547 376.3547 376.3547 376.3547 376.3547
Max Trade Drawdown -145544 -91822 -64547 -135329394 -85656566 -64485648
Profit Factor 5.3175 7.0048 1.9928 1.1126 0.9171 1.5659
Total Trades 89 45 44 89 45 44
Winning Trades 48 20 28 48 20 28
Losing Trades 41 25 16 41 25 16
Profitability (%) 53.9326 44.4444 63.6364 53.9326 44.4444 63.6364
Ratio Avg Win / Avg Loss 4.542 8.756 1.1387 0.9503 1.1464 0.8948
Largest Winning Trade 1465946 1465946 51960 71182058 71182058 30187032
Largest Losing Trade -47189 -36871 -47189 -53308204 -53308204 -21883238
Avg Bars in Trades 40 44 36 40 44 36
Avg Bars in Winners 49 53 46 49 53 46
Avg Bars in Losers 30 38 18 30 38 18
Bars Traded 3623 2015 1607 3623 2015 1607
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 804216 703877 -212756 -88710 -581205 394527
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760222511723,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 21
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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": [
        [
            2580349.3618926723,
            2380601.972338551,
            199747.3895541211,
            28838863.414174967,
            -14838092.33538547,
            43676955.74956038
        ],
        [
            2580.349362,
            2380.601972,
            199.74739,
            28838.863414,
            -14838.092335,
            43676.95575
        ],
        [
            1.369249,
            1.263254,
            0.105995,
            0.30121,
            0,
            0.323243
        ],
        [
            376.35468,
            376.35468,
            376.35468,
            376.35468,
            376.35468,
            376.35468
        ],
        [
            -145544,
            -91822,
            -64547,
            -135329394,
            -85656566,
            -64485648
        ],
        [
            5.317507,
            7.00478,
            1.992796,
            1.112576,
            0.917099,
            1.56586
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            41,
            25,
            16,
            41,
            25,
            16
        ],
        [
            53.932584,
            44.444444,
            63.636364,
            53.932584,
            44.444444,
            63.636364
        ],
        [
            4.542037,
            8.755975,
            1.138741,
            0.950325,
            1.146374,
            0.894777
        ],
        [
            1465946,
            1465946,
            51960,
            71182058,
            71182058,
            30187032
        ],
        [
            -47189,
            -36871,
            -47189,
            -53308204,
            -53308204,
            -21883238
        ],
        [
            40,
            44,
            36,
            40,
            44,
            36
        ],
        [
            49,
            53,
            46,
            49,
            53,
            46
        ],
        [
            30,
            38,
            18,
            30,
            38,
            18
        ],
        [
            3623,
            2015,
            1607,
            3623,
            2015,
            1607
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            804216,
            703877,
            -212756,
            -88710,
            -581205,
            394527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760222511723,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 21
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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)