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Trade: SAND/USDT/240/LINREG/VWMA/7856

Strategy
SAND/USDT/240/LINREG/VWMA/7856
Pair
SAND_USDT
Interval
4h
Score
344674
Daily Profit
0.699061
Profit Factor
2.872650
Profitability
36.974790
Streak
0.000000
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-10-03 13:05
Expiration Time
2025-11-28 16:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1311438.2484 1209603.9044 101834.344 4686897.2614 939686.7257 3747210.5357
Total P&L (%) 1311.4382 1209.6039 101.8343 4686.8973 939.6867 3747.2105
Avg Daily Profit (%) 0.6991 0.6448 0.0543 0.2064 0.1249 0.1947
Buy And Hold Return (%) 503.7576 503.7576 503.7576 503.7576 503.7576 503.7576
Max Trade Drawdown -112259 -108767 -67456 -4679420 -4405073 -2201261
Profit Factor 2.8727 4.1037 1.3279 1.203 1.0699 1.3886
Total Trades 119 60 59 119 60 59
Winning Trades 44 17 27 44 17 27
Losing Trades 75 43 32 75 43 32
Profitability (%) 36.9748 28.3333 45.7627 36.9748 28.3333 45.7627
Ratio Avg Win / Avg Loss 4.8966 10.3799 1.5738 2.0506 2.7062 1.6457
Largest Winning Trade 571868 571868 52900 3691273 3691273 2242585
Largest Losing Trade -49360 -31555 -49360 -1620809 -1620809 -1525176
Avg Bars in Trades 91 90 93 91 90 93
Avg Bars in Winners 152 148 154 152 148 154
Avg Bars in Losers 56 67 42 56 67 42
Bars Traded 10938 5409 5529 10938 5409 5529
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 344674 -169819 -463169 142030 -360772 -168598
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11256,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759485951524,
    "expiration_time": 1764340992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 153,
            "offset": 66
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "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": [
        [
            1311438.24835109,
            1209603.904393417,
            101834.3439576729,
            4686897.26139002,
            939686.7256501897,
            3747210.5357398298
        ],
        [
            1311.438248,
            1209.603904,
            101.834344,
            4686.897261,
            939.686726,
            3747.210536
        ],
        [
            0.699061,
            0.644778,
            0.054283,
            0.206421,
            0.124892,
            0.194749
        ],
        [
            503.757563,
            503.757563,
            503.757563,
            503.757563,
            503.757563,
            503.757563
        ],
        [
            -112259,
            -108767,
            -67456,
            -4679420,
            -4405073,
            -2201261
        ],
        [
            2.87265,
            4.103694,
            1.327883,
            1.203,
            1.06989,
            1.388597
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            44,
            17,
            27,
            44,
            17,
            27
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            36.97479,
            28.333333,
            45.762712,
            36.97479,
            28.333333,
            45.762712
        ],
        [
            4.896562,
            10.379931,
            1.573788,
            2.050568,
            2.706191,
            1.645745
        ],
        [
            571868,
            571868,
            52900,
            3691273,
            3691273,
            2242585
        ],
        [
            -49360,
            -31555,
            -49360,
            -1620809,
            -1620809,
            -1525176
        ],
        [
            91,
            90,
            93,
            91,
            90,
            93
        ],
        [
            152,
            148,
            154,
            152,
            148,
            154
        ],
        [
            56,
            67,
            42,
            56,
            67,
            42
        ],
        [
            10938,
            5409,
            5529,
            10938,
            5409,
            5529
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344674,
            -169819,
            -463169,
            142030,
            -360772,
            -168598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11256,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759485951524,
    "expiration_time": 1764340992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 153,
            "offset": 66
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "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)