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Trade: SAND/USDT/360/SSF/VWMA/2808

Strategy
SAND/USDT/360/SSF/VWMA/2808
Pair
SAND_USDT
Interval
6h
Score
336857
Daily Profit
0.708068
Profit Factor
4.007948
Profitability
32.352941
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-26 04:46
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1203935.4224 1322139.6082 -118204.1858 -117972.3157 624996.9098 -742969.2255
Total P&L (%) 1203.9354 1322.1396 -118.2042 -117.9723 624.9969 -742.9692
Avg Daily Profit (%) 0.6448 0.7081 -0.0633 0 0.1061 0
Buy And Hold Return (%) 457.7778 457.7778 457.7778 457.7778 457.7778 457.7778
Max Trade Drawdown -168429 -150300 -188833 -798995 -158532 -817419
Profit Factor 2.5126 4.0079 0.6683 0.9042 2.8861 0.1746
Total Trades 69 34 35 69 34 35
Winning Trades 28 11 17 42 25 17
Losing Trades 41 23 18 27 9 18
Profitability (%) 40.5797 32.3529 48.5714 60.8696 73.5294 48.5714
Ratio Avg Win / Avg Loss 3.6792 8.3803 0.7076 0.5813 1.039 0.1849
Largest Winning Trade 905087 905087 36110 520412 520412 29406
Largest Losing Trade -106739 -53533 -106739 -674785 -144882 -674785
Avg Bars in Trades 103 138 68 103 138 68
Avg Bars in Winners 115 157 88 100 133 52
Avg Bars in Losers 94 129 49 106 154 83
Bars Traded 7117 4721 2396 7117 4721 2396
Profit Streak 0 0 0 106.3237 141.3237 106.3237
Trades During Streak 0 0 0 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96752 336857 -581343 -683976 -94209 -580385

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600927200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851170148,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 231,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "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": [
        [
            1203935.4224079486,
            1322139.6082097648,
            -118204.1858018166,
            -117972.3157152434,
            624996.9098071891,
            -742969.2255224326
        ],
        [
            1203.935422,
            1322.139608,
            -118.204186,
            -117.972316,
            624.99691,
            -742.969226
        ],
        [
            0.644764,
            0.708068,
            -0.063304,
            0,
            0.106148,
            0
        ],
        [
            457.777778,
            457.777778,
            457.777778,
            457.777778,
            457.777778,
            457.777778
        ],
        [
            -168429,
            -150300,
            -188833,
            -798995,
            -158532,
            -817419
        ],
        [
            2.512644,
            4.007948,
            0.668307,
            0.904203,
            2.886093,
            0.174584
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            28,
            11,
            17,
            42,
            25,
            17
        ],
        [
            41,
            23,
            18,
            27,
            9,
            18
        ],
        [
            40.57971,
            32.352941,
            48.571429,
            60.869565,
            73.529412,
            48.571429
        ],
        [
            3.679229,
            8.380254,
            0.707619,
            0.581274,
            1.038993,
            0.184853
        ],
        [
            905087,
            905087,
            36110,
            520412,
            520412,
            29406
        ],
        [
            -106739,
            -53533,
            -106739,
            -674785,
            -144882,
            -674785
        ],
        [
            103,
            138,
            68,
            103,
            138,
            68
        ],
        [
            115,
            157,
            88,
            100,
            133,
            52
        ],
        [
            94,
            129,
            49,
            106,
            154,
            83
        ],
        [
            7117,
            4721,
            2396,
            7117,
            4721,
            2396
        ],
        [
            0,
            0,
            0,
            106.323729,
            141.323729,
            106.323729
        ],
        [
            0,
            0,
            0,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96752,
            336857,
            -581343,
            -683976,
            -94209,
            -580385
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600927200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851170148,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 231,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "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)