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Trade: SAND/USDT/120/VWAP/KCL/3927

Strategy
SAND/USDT/120/VWAP/KCL/3927
Pair
SAND_USDT
Interval
2h
Score
426432
Daily Profit
0.338625
Profit Factor
1.968775
Profitability
45.744681
Streak
52.891543
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-25 12:23
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1750688.8302 37539.657 -1788228.4872 76046059.4881 54923265.77 21122793.718
Total P&L (%) -1750.6888 37.5397 -1788.2285 76046.0595 54923.2658 21122.7937
Avg Daily Profit (%) -0.9379 0.0201 -0.958 0.3561 0.3386 0.2874
Buy And Hold Return (%) 444.2003 444.2003 444.2003 444.2003 444.2003 444.2003
Max Trade Drawdown -1936199 -63565 -1949397 -134323531 -21857115 -132793205
Profit Factor 0.3253 1.2185 0.262 1.2553 1.9688 1.0876
Total Trades 187 94 93 187 94 93
Winning Trades 138 65 73 72 43 29
Losing Trades 49 29 20 115 51 64
Profitability (%) 73.7968 69.1489 78.4946 38.5027 45.7447 31.1828
Ratio Avg Win / Avg Loss 0.1155 0.5436 0.0718 2.0049 2.3351 2.4001
Largest Winning Trade 41435 28978 41435 61169671 16760335 61169671
Largest Losing Trade -1141885 -16785 -1141885 -28197520 -5840396 -28197520
Avg Bars in Trades 118 15 222 118 15 222
Avg Bars in Winners 63 6 114 147 25 327
Avg Bars in Losers 272 35 615 100 6 174
Bars Traded 22115 1464 20651 22115 1464 20651
Profit Streak 3.1415 52.8915 0 3.1415 52.8915 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 -577728 -330553 -577112 208320 426432 -121935

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598306400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792229279,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -1750688.830206534,
            37539.6569683985,
            -1788228.4871749317,
            76046059.48806585,
            54923265.770022556,
            21122793.71804329
        ],
        [
            -1750.68883,
            37.539657,
            -1788.228487,
            76046.059488,
            54923.26577,
            21122.793718
        ],
        [
            -0.937867,
            0.02011,
            -0.957978,
            0.356091,
            0.338625,
            0.287429
        ],
        [
            444.200256,
            444.200256,
            444.200256,
            444.200256,
            444.200256,
            444.200256
        ],
        [
            -1936199,
            -63565,
            -1949397,
            -134323531,
            -21857115,
            -132793205
        ],
        [
            0.325329,
            1.218509,
            0.262002,
            1.255254,
            1.968775,
            1.087563
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            138,
            65,
            73,
            72,
            43,
            29
        ],
        [
            49,
            29,
            20,
            115,
            51,
            64
        ],
        [
            73.796791,
            69.148936,
            78.494624,
            38.502674,
            45.744681,
            31.182796
        ],
        [
            0.115515,
            0.543642,
            0.071781,
            2.004919,
            2.335059,
            2.400139
        ],
        [
            41435,
            28978,
            41435,
            61169671,
            16760335,
            61169671
        ],
        [
            -1141885,
            -16785,
            -1141885,
            -28197520,
            -5840396,
            -28197520
        ],
        [
            118,
            15,
            222,
            118,
            15,
            222
        ],
        [
            63,
            6,
            114,
            147,
            25,
            327
        ],
        [
            272,
            35,
            615,
            100,
            6,
            174
        ],
        [
            22115,
            1464,
            20651,
            22115,
            1464,
            20651
        ],
        [
            3.141542,
            52.891542,
            0,
            3.141543,
            52.891543,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577728,
            -330553,
            -577112,
            208320,
            426432,
            -121935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598306400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792229279,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)