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Trade: SAND/USDT/240/T3/VWAP/9971

Strategy
SAND/USDT/240/T3/VWAP/9971
Pair
SAND_USDT
Interval
4h
Score
440578
Daily Profit
0.232532
Profit Factor
1.794981
Profitability
60.396040
Streak
17.716362
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-25 20:11
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1710847.5307 21370.8851 -1732218.4158 386214.0461 -7159496.2063 7545710.2524
Total P&L (%) -1710.8475 21.3709 -1732.2184 386.214 -7159.4962 7545.7103
Avg Daily Profit (%) -0.9163 0.0114 -0.9277 0.0847 0 0.2325
Buy And Hold Return (%) 446.3108 446.3108 446.3108 446.3108 446.3108 446.3108
Max Trade Drawdown -1893212 -187787 -1821905 -10550184 -9934221 -3829367
Profit Factor 0.3429 1.0509 0.2067 1.0163 0.4976 1.795
Total Trades 201 100 101 201 100 101
Winning Trades 119 56 63 115 54 61
Losing Trades 82 44 38 86 46 40
Profitability (%) 59.204 56 62.3762 57.2139 54 60.396
Ratio Avg Win / Avg Loss 0.2363 0.8257 0.1247 0.76 0.4239 1.177
Largest Winning Trade 37269 37269 30425 6033508 2313462 6033508
Largest Losing Trade -1228177 -52831 -1228177 -5596348 -5596348 -2839204
Avg Bars in Trades 54 63 45 54 63 45
Avg Bars in Winners 31 35 27 36 40 33
Avg Bars in Losers 88 100 75 78 90 64
Bars Traded 10989 6378 4611 10989 6378 4611
Profit Streak 17.7164 31.2164 17.7164 17.7164 31.2164 17.7164
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577465 -507585 -578892 -446851 -579088 440578

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820293693,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 10,
            "offset": 0,
            "a": 0.67969
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}
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": [
        [
            -1710847.5307124197,
            21370.8850677115,
            -1732218.415780131,
            386214.0460832831,
            -7159496.206321929,
            7545710.252405206
        ],
        [
            -1710.847531,
            21.370885,
            -1732.218416,
            386.214046,
            -7159.496206,
            7545.710252
        ],
        [
            -0.916278,
            0.011446,
            -0.927724,
            0.084735,
            0,
            0.232532
        ],
        [
            446.31077,
            446.31077,
            446.31077,
            446.31077,
            446.31077,
            446.31077
        ],
        [
            -1893212,
            -187787,
            -1821905,
            -10550184,
            -9934221,
            -3829367
        ],
        [
            0.342877,
            1.050893,
            0.206722,
            1.016266,
            0.497643,
            1.794981
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            119,
            56,
            63,
            115,
            54,
            61
        ],
        [
            82,
            44,
            38,
            86,
            46,
            40
        ],
        [
            59.20398,
            56,
            62.376238,
            57.21393,
            54,
            60.39604
        ],
        [
            0.236268,
            0.825701,
            0.124689,
            0.75999,
            0.423918,
            1.177036
        ],
        [
            37269,
            37269,
            30425,
            6033508,
            2313462,
            6033508
        ],
        [
            -1228177,
            -52831,
            -1228177,
            -5596348,
            -5596348,
            -2839204
        ],
        [
            54,
            63,
            45,
            54,
            63,
            45
        ],
        [
            31,
            35,
            27,
            36,
            40,
            33
        ],
        [
            88,
            100,
            75,
            78,
            90,
            64
        ],
        [
            10989,
            6378,
            4611,
            10989,
            6378,
            4611
        ],
        [
            17.716362,
            31.216362,
            17.716362,
            17.716362,
            31.216362,
            17.716362
        ],
        [
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            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
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            0.8,
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        ],
        [
            -577465,
            -507585,
            -578892,
            -446851,
            -579088,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820293693,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 10,
            "offset": 0,
            "a": 0.67969
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}

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)