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Trade: SAND/USDT/30/VWMA/KCB/6186

Strategy
SAND/USDT/30/VWMA/KCB/6186
Pair
SAND_USDT
Interval
30m
Score
332296
Daily Profit
0.323422
Profit Factor
1.341879
Profitability
43.718593
Streak
14.753146
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-04 16:34
Expiration Time
2025-12-18 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 168447.8184 106053.4156 62394.4027 130956.2495 75276.2821 55679.9674
Total P&L (%) 168.4478 106.0534 62.3944 130.9562 75.2763 55.68
Avg Daily Profit (%) 0.3234 0.2036 0.1198 0.1608 0.1078 0.085
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79373 -46599 -55898 -253743 -124527 -189787
Profit Factor 1.3419 1.4168 1.2619 1.1262 1.1456 1.1069
Total Trades 199 100 99 199 100 99
Winning Trades 87 38 49 87 38 49
Losing Trades 112 62 50 112 62 50
Profitability (%) 43.7186 38 49.4949 43.7186 38 49.4949
Ratio Avg Win / Avg Loss 1.7275 2.3116 1.2876 1.4498 1.8691 1.1295
Largest Winning Trade 106964 106964 23307 132771 132771 44938
Largest Losing Trade -24807 -24807 -21099 -79682 -36495 -79682
Avg Bars in Trades 123 132 114 123 132 114
Avg Bars in Winners 159 186 138 159 186 138
Avg Bars in Losers 95 100 89 95 100 89
Bars Traded 24568 13282 11286 24568 13282 11286
Profit Streak 14.7531 14.7531 21.1906 14.7531 14.7531 21.1906
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332296 166548 -33734 -75324 -113271 -183296
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714584600000,
    "first_datapoint_time": 1715032800000,
    "last_datapoint_time": 1759582800000,
    "evaluation_time": 1759584871816,
    "expiration_time": 1766062800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 43
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            168447.818381116,
            106053.4156371898,
            62394.4027439261,
            130956.2494519954,
            75276.2820631139,
            55679.9673888815
        ],
        [
            168.447818,
            106.053416,
            62.394403,
            130.956249,
            75.276282,
            55.679967
        ],
        [
            0.323422,
            0.203624,
            0.119798,
            0.160845,
            0.107808,
            0.085022
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79373,
            -46599,
            -55898,
            -253743,
            -124527,
            -189787
        ],
        [
            1.341879,
            1.416776,
            1.261886,
            1.126193,
            1.145583,
            1.106938
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            87,
            38,
            49,
            87,
            38,
            49
        ],
        [
            112,
            62,
            50,
            112,
            62,
            50
        ],
        [
            43.718593,
            38,
            49.494949,
            43.718593,
            38,
            49.494949
        ],
        [
            1.727477,
            2.311582,
            1.287639,
            1.449812,
            1.869109,
            1.129528
        ],
        [
            106964,
            106964,
            23307,
            132771,
            132771,
            44938
        ],
        [
            -24807,
            -24807,
            -21099,
            -79682,
            -36495,
            -79682
        ],
        [
            123,
            132,
            114,
            123,
            132,
            114
        ],
        [
            159,
            186,
            138,
            159,
            186,
            138
        ],
        [
            95,
            100,
            89,
            95,
            100,
            89
        ],
        [
            24568,
            13282,
            11286,
            24568,
            13282,
            11286
        ],
        [
            14.753146,
            14.753146,
            21.190646,
            14.753146,
            14.753146,
            21.190646
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332296,
            166548,
            -33734,
            -75324,
            -113271,
            -183296
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714584600000,
    "first_datapoint_time": 1715032800000,
    "last_datapoint_time": 1759582800000,
    "evaluation_time": 1759584871816,
    "expiration_time": 1766062800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 43
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)