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Trade: SAND/USDT/240/VWMA/HILO/4803

Strategy
SAND/USDT/240/VWMA/HILO/4803
Pair
SAND_USDT
Interval
4h
Score
329584
Daily Profit
0.573805
Profit Factor
2.471377
Profitability
46.979866
Streak
0.000000
Best Strategy
Training Data Length
1871.830000
Evaluation Time
2025-09-29 07:47
Expiration Time
2025-11-24 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1074064.9961 993524.6793 80540.3168 3881905.4564 3135022.7969 746882.6595
Total P&L (%) 1074.065 993.5247 80.5403 3881.9055 3135.0228 746.8827
Avg Daily Profit (%) 0.5738 0.5308 0.043 0.197 0.1859 0.1142
Buy And Hold Return (%) 503.7193 503.7193 503.7193 503.7193 503.7193 503.7193
Max Trade Drawdown -97398 -87803 -121850 -3280530 -2665809 -3102021
Profit Factor 2.4714 3.9111 1.2072 1.2254 1.3704 1.0853
Total Trades 149 75 74 149 75 74
Winning Trades 70 35 35 70 35 35
Losing Trades 79 40 39 79 40 39
Profitability (%) 46.9799 46.6667 47.2973 46.9799 46.6667 47.2973
Ratio Avg Win / Avg Loss 2.7891 4.4698 1.3452 1.383 1.5662 1.2093
Largest Winning Trade 603306 603306 62139 2748599 2748599 2266122
Largest Losing Trade -50249 -23617 -50249 -1359098 -658442 -1359098
Avg Bars in Trades 72 54 92 72 54 92
Avg Bars in Winners 113 75 151 113 75 151
Avg Bars in Losers 37 35 38 37 35 38
Bars Traded 10871 4052 6819 10871 4052 6819
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 329584 -47466 -367205 246957 -49229 -247955
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11231,
    "evaluation_days": 1871.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600401600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121228183,
    "expiration_time": 1763970192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1074064.9960749338,
            993524.6792834101,
            80540.3167915236,
            3881905.456425442,
            3135022.796932042,
            746882.6594933989
        ],
        [
            1074.064996,
            993.524679,
            80.540317,
            3881.905456,
            3135.022797,
            746.882659
        ],
        [
            0.573805,
            0.530777,
            0.043028,
            0.197025,
            0.185906,
            0.114199
        ],
        [
            503.719342,
            503.719342,
            503.719342,
            503.719342,
            503.719342,
            503.719342
        ],
        [
            -97398,
            -87803,
            -121850,
            -3280530,
            -2665809,
            -3102021
        ],
        [
            2.471377,
            3.911075,
            1.207214,
            1.2254,
            1.370423,
            1.085271
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            46.979866,
            46.666667,
            47.297297,
            46.979866,
            46.666667,
            47.297297
        ],
        [
            2.789126,
            4.4698,
            1.345182,
            1.382951,
            1.566198,
            1.209302
        ],
        [
            603306,
            603306,
            62139,
            2748599,
            2748599,
            2266122
        ],
        [
            -50249,
            -23617,
            -50249,
            -1359098,
            -658442,
            -1359098
        ],
        [
            72,
            54,
            92,
            72,
            54,
            92
        ],
        [
            113,
            75,
            151,
            113,
            75,
            151
        ],
        [
            37,
            35,
            38,
            37,
            35,
            38
        ],
        [
            10871,
            4052,
            6819,
            10871,
            4052,
            6819
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
            329584,
            -47466,
            -367205,
            246957,
            -49229,
            -247955
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11231,
    "evaluation_days": 1871.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600401600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121228183,
    "expiration_time": 1763970192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)