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Trade: SAND/USDT/120/VWAP/T3/7741

Strategy
SAND/USDT/120/VWAP/T3/7741
Pair
SAND_USDT
Interval
2h
Score
350476
Daily Profit
0.260062
Profit Factor
1.835266
Profitability
41.237113
Streak
88.570121
Best Strategy
Training Data Length
1877.580000
Evaluation Time
2025-10-05 16:40
Expiration Time
2025-12-12 04:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2121547.6745 -82584.5597 -2038963.1148 1278219.5996 13017537.0019 -11739317.4023
Total P&L (%) -2121.5477 -82.5846 -2038.9631 1278.2196 13017.537 -11739.3174
Avg Daily Profit (%) -1.1299 -0.044 -1.086 0.1398 0.2601 0
Buy And Hold Return (%) 545.8185 545.8185 545.8185 545.8185 545.8185 545.8185
Max Trade Drawdown -2222621 -165780 -2103661 -17757341 -3761608 -22457130
Profit Factor 0.2651 0.7949 0.1792 1.0248 1.8353 0.6737
Total Trades 195 97 98 195 97 98
Winning Trades 146 69 77 72 40 32
Losing Trades 49 28 21 123 57 66
Profitability (%) 74.8718 71.134 78.5714 36.9231 41.2371 32.6531
Ratio Avg Win / Avg Loss 0.089 0.3226 0.0489 1.7507 2.6153 1.3895
Largest Winning Trade 25466 25466 24255 7203208 6746124 7203208
Largest Losing Trade -1476086 -53581 -1476086 -10700645 -1839875 -10700645
Avg Bars in Trades 113 121 104 113 121 104
Avg Bars in Winners 49 49 50 170 188 147
Avg Bars in Losers 301 298 305 79 74 84
Bars Traded 22065 11776 10289 22065 11776 10289
Profit Streak 38.6535 88.5701 38.6535 38.6535 88.5701 38.6535
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575544 -576650 -576543 -205798 350476 -585604
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22531,
    "evaluation_days": 1877.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599170400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671658416,
    "expiration_time": 1765505635200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 96,
            "offset": 150,
            "a": 0.70356
        }
    }
}
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": [
        [
            -2121547.674521045,
            -82584.5597183212,
            -2038963.114802724,
            1278219.5996139157,
            13017537.001894739,
            -11739317.402280828
        ],
        [
            -2121.547675,
            -82.58456,
            -2038.963115,
            1278.2196,
            13017.537002,
            -11739.317402
        ],
        [
            -1.129937,
            -0.043985,
            -1.085953,
            0.139819,
            0.260062,
            0
        ],
        [
            545.818548,
            545.818548,
            545.818548,
            545.818548,
            545.818548,
            545.818548
        ],
        [
            -2222621,
            -165780,
            -2103661,
            -17757341,
            -3761608,
            -22457130
        ],
        [
            0.265103,
            0.794911,
            0.179223,
            1.024789,
            1.835266,
            0.673715
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            146,
            69,
            77,
            72,
            40,
            32
        ],
        [
            49,
            28,
            21,
            123,
            57,
            66
        ],
        [
            74.871795,
            71.134021,
            78.571429,
            36.923077,
            41.237113,
            32.653061
        ],
        [
            0.088973,
            0.322573,
            0.048879,
            1.750681,
            2.615253,
            1.389537
        ],
        [
            25466,
            25466,
            24255,
            7203208,
            6746124,
            7203208
        ],
        [
            -1476086,
            -53581,
            -1476086,
            -10700645,
            -1839875,
            -10700645
        ],
        [
            113,
            121,
            104,
            113,
            121,
            104
        ],
        [
            49,
            49,
            50,
            170,
            188,
            147
        ],
        [
            301,
            298,
            305,
            79,
            74,
            84
        ],
        [
            22065,
            11776,
            10289,
            22065,
            11776,
            10289
        ],
        [
            38.653454,
            88.57012,
            38.653454,
            38.653454,
            88.570121,
            38.653454
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575544,
            -576650,
            -576543,
            -205798,
            350476,
            -585604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22531,
    "evaluation_days": 1877.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599170400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671658416,
    "expiration_time": 1765505635200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 96,
            "offset": 150,
            "a": 0.70356
        }
    }
}

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)