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Trade: SAND/USDT/240/VWMA/SINWMA/5271

Strategy
SAND/USDT/240/VWMA/SINWMA/5271
Pair
SAND_USDT
Interval
4h
Score
605847
Daily Profit
0.203533
Profit Factor
3.386296
Profitability
59.574468
Streak
79.153586
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-26 02:41
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 -2148543.4846 -87861.4341 -2060682.0505 274105.5983 4354285.6665 -4080180.0682
Total P&L (%) -2148.5435 -87.8614 -2060.6821 274.1056 4354.2857 -4080.1801
Avg Daily Profit (%) -1.1507 -0.0471 -1.1036 0.0707 0.2035 0
Buy And Hold Return (%) 486.1125 486.1125 486.1125 486.1125 486.1125 486.1125
Max Trade Drawdown -2268892 -150193 -2151954 -3471100 -537993 -5927572
Profit Factor 0.2331 0.7578 0.155 1.0254 3.3863 0.5457
Total Trades 95 47 48 95 47 48
Winning Trades 60 26 34 50 28 22
Losing Trades 35 21 14 45 19 26
Profitability (%) 63.1579 55.3191 70.8333 52.6316 59.5745 45.8333
Ratio Avg Win / Avg Loss 0.136 0.6121 0.0638 0.9228 2.2978 0.6449
Largest Winning Trade 31310 26955 31310 2037153 1559256 2037153
Largest Losing Trade -1455239 -53892 -1455239 -3184310 -373944 -3184310
Avg Bars in Trades 115 122 107 115 122 107
Avg Bars in Winners 63 59 66 135 150 117
Avg Bars in Losers 204 201 208 92 82 99
Bars Traded 10933 5765 5168 10933 5765 5168
Profit Streak 57.6536 79.1536 57.6536 57.6536 79.1536 57.6536
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577360 -579044 -577009 -456575 605847 -581330

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": 1599652800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843669829,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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": [
        [
            -2148543.48460396,
            -87861.4341162597,
            -2060682.0504876992,
            274105.5982792464,
            4354285.666493478,
            -4080180.0682142316
        ],
        [
            -2148.543485,
            -87.861434,
            -2060.68205,
            274.105598,
            4354.285666,
            -4080.180068
        ],
        [
            -1.150695,
            -0.047056,
            -1.103639,
            0.070686,
            0.203533,
            0
        ],
        [
            486.112467,
            486.112467,
            486.112467,
            486.112467,
            486.112467,
            486.112467
        ],
        [
            -2268892,
            -150193,
            -2151954,
            -3471100,
            -537993,
            -5927572
        ],
        [
            0.233074,
            0.757813,
            0.155014,
            1.025365,
            3.386296,
            0.545725
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            60,
            26,
            34,
            50,
            28,
            22
        ],
        [
            35,
            21,
            14,
            45,
            19,
            26
        ],
        [
            63.157895,
            55.319149,
            70.833333,
            52.631579,
            59.574468,
            45.833333
        ],
        [
            0.13596,
            0.612079,
            0.063829,
            0.922829,
            2.297844,
            0.644947
        ],
        [
            31310,
            26955,
            31310,
            2037153,
            1559256,
            2037153
        ],
        [
            -1455239,
            -53892,
            -1455239,
            -3184310,
            -373944,
            -3184310
        ],
        [
            115,
            122,
            107,
            115,
            122,
            107
        ],
        [
            63,
            59,
            66,
            135,
            150,
            117
        ],
        [
            204,
            201,
            208,
            92,
            82,
            99
        ],
        [
            10933,
            5765,
            5168,
            10933,
            5765,
            5168
        ],
        [
            57.653586,
            79.153586,
            57.653586,
            57.653586,
            79.153586,
            57.653586
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577360,
            -579044,
            -577009,
            -456575,
            605847,
            -581330
        ]
    ]
}
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": 1599652800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843669829,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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)