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Trade: SAND/USDT/30/VWMA/KCL/2647

Strategy
SAND/USDT/30/VWMA/KCL/2647
Pair
SAND_USDT
Interval
30m
Score
337499
Daily Profit
0.154698
Profit Factor
1.667123
Profitability
60.185185
Streak
3.321633
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-07 05:43
Expiration Time
2025-12-21 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -264742.924 -78838.1959 -185904.7281 -147671.0943 123689.6695 -271360.7638
Total P&L (%) -264.7429 -78.8382 -185.9047 -147.6711 123.6897 -271.3608
Avg Daily Profit (%) -0.5083 -0.1514 -0.3569 0 0.1547 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -315944 -85196 -232035 -376253 -31662 -437621
Profit Factor 0.6234 0.6267 0.622 0.8312 1.6671 0.6064
Total Trades 215 108 107 215 108 107
Winning Trades 83 40 43 120 65 55
Losing Trades 132 68 64 95 43 52
Profitability (%) 38.6047 37.037 40.1869 55.814 60.1852 51.4019
Ratio Avg Win / Avg Loss 0.9915 1.0653 0.9258 0.658 1.1029 0.5734
Largest Winning Trade 30486 20777 30486 32231 19306 32231
Largest Losing Trade -218226 -9935 -218226 -311665 -31662 -311665
Avg Bars in Trades 114 51 177 114 51 177
Avg Bars in Winners 148 71 220 105 58 161
Avg Bars in Losers 92 40 147 124 41 193
Bars Traded 24552 5591 18961 24552 5591 18961
Profit Streak 0 0 0 3.3008 3.3216 3.3008
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -584652 -584987 -585432 -579453 337499 -582298
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714806000000,
    "first_datapoint_time": 1715121000000,
    "last_datapoint_time": 1759804200000,
    "evaluation_time": 1759804989110,
    "expiration_time": 1766284200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 142,
            "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": [
        [
            -264742.9239685222,
            -78838.195850928,
            -185904.7281175942,
            -147671.0942984145,
            123689.669517369,
            -271360.7638157834
        ],
        [
            -264.742924,
            -78.838196,
            -185.904728,
            -147.671094,
            123.68967,
            -271.360764
        ],
        [
            -0.50831,
            -0.15137,
            -0.356939,
            0,
            0.154698,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -315944,
            -85196,
            -232035,
            -376253,
            -31662,
            -437621
        ],
        [
            0.623438,
            0.626674,
            0.622049,
            0.831219,
            1.667123,
            0.606449
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            83,
            40,
            43,
            120,
            65,
            55
        ],
        [
            132,
            68,
            64,
            95,
            43,
            52
        ],
        [
            38.604651,
            37.037037,
            40.186916,
            55.813953,
            60.185185,
            51.401869
        ],
        [
            0.991492,
            1.065346,
            0.92584,
            0.658048,
            1.102866,
            0.57337
        ],
        [
            30486,
            20777,
            30486,
            32231,
            19306,
            32231
        ],
        [
            -218226,
            -9935,
            -218226,
            -311665,
            -31662,
            -311665
        ],
        [
            114,
            51,
            177,
            114,
            51,
            177
        ],
        [
            148,
            71,
            220,
            105,
            58,
            161
        ],
        [
            92,
            40,
            147,
            124,
            41,
            193
        ],
        [
            24552,
            5591,
            18961,
            24552,
            5591,
            18961
        ],
        [
            0,
            0,
            0,
            3.3008,
            3.321633,
            3.3008
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -584652,
            -584987,
            -585432,
            -579453,
            337499,
            -582298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714806000000,
    "first_datapoint_time": 1715121000000,
    "last_datapoint_time": 1759804200000,
    "evaluation_time": 1759804989110,
    "expiration_time": 1766284200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 142,
            "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)