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Trade: SAND/USDT/15/VWAP/KCL/3864

Strategy
SAND/USDT/15/VWAP/KCL/3864
Pair
SAND_USDT
Interval
15m
Score
346977
Daily Profit
0.321706
Profit Factor
1.569594
Profitability
65.486726
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 11:43
Expiration Time
2025-12-14 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83778.5552 12390.503 71388.0522 94627.3381 22727.4537 71899.8844
Total P&L (%) 83.7786 12.3905 71.3881 94.6273 22.7275 71.8999
Avg Daily Profit (%) 0.3217 0.0476 0.2741 0.256 0.0787 0.2082
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30527 -17271 -31033 -69411 -23950 -70946
Profit Factor 1.5696 1.2205 1.7855 1.3309 1.2452 1.3721
Total Trades 113 57 56 113 57 56
Winning Trades 74 35 39 74 35 39
Losing Trades 39 22 17 39 22 17
Profitability (%) 65.4867 61.4035 69.6429 65.4867 61.4035 69.6429
Ratio Avg Win / Avg Loss 0.8272 0.7672 0.7783 0.7014 0.7827 0.5981
Largest Winning Trade 17368 10883 17368 21178 11086 21178
Largest Losing Trade -25934 -11358 -25934 -58838 -14443 -58838
Avg Bars in Trades 211 32 393 211 32 393
Avg Bars in Winners 150 24 262 150 24 262
Avg Bars in Losers 328 44 694 328 44 694
Bars Traded 23905 1857 22048 23905 1857 22048
Profit Streak 0 0 10.3635 0 0 10.3635
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346977 -402815 -168941 274261 -274871 -171255
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736721900000,
    "first_datapoint_time": 1736888400000,
    "last_datapoint_time": 1759221000000,
    "evaluation_time": 1759221809345,
    "expiration_time": 1765701000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 186,
            "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": [
        [
            83778.5552027135,
            12390.5029800861,
            71388.0522226273,
            94627.3381392743,
            22727.4537294776,
            71899.8844097967
        ],
        [
            83.778555,
            12.390503,
            71.388052,
            94.627338,
            22.727454,
            71.899884
        ],
        [
            0.321706,
            0.047579,
            0.274127,
            0.256036,
            0.078672,
            0.208243
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30527,
            -17271,
            -31033,
            -69411,
            -23950,
            -70946
        ],
        [
            1.569594,
            1.220485,
            1.78545,
            1.330919,
            1.245161,
            1.372059
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            65.486726,
            61.403509,
            69.642857,
            65.486726,
            61.403509,
            69.642857
        ],
        [
            0.827218,
            0.767162,
            0.778273,
            0.70143,
            0.782673,
            0.598077
        ],
        [
            17368,
            10883,
            17368,
            21178,
            11086,
            21178
        ],
        [
            -25934,
            -11358,
            -25934,
            -58838,
            -14443,
            -58838
        ],
        [
            211,
            32,
            393,
            211,
            32,
            393
        ],
        [
            150,
            24,
            262,
            150,
            24,
            262
        ],
        [
            328,
            44,
            694,
            328,
            44,
            694
        ],
        [
            23905,
            1857,
            22048,
            23905,
            1857,
            22048
        ],
        [
            0,
            0,
            10.363534,
            0,
            0,
            10.363534
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346977,
            -402815,
            -168941,
            274261,
            -274871,
            -171255
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736721900000,
    "first_datapoint_time": 1736888400000,
    "last_datapoint_time": 1759221000000,
    "evaluation_time": 1759221809345,
    "expiration_time": 1765701000000,
    "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": 186,
            "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)