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Trade: SAND/USDT/360/VWMA/BBU/3331

Strategy
SAND/USDT/360/VWMA/BBU/3331
Pair
SAND_USDT
Interval
6h
Score
702972
Daily Profit
0.929318
Profit Factor
5.751179
Profitability
44.117647
Streak
184.183276
Best Strategy
Training Data Length
1884.750000
Evaluation Time
2025-10-12 07:23
Expiration Time
2025-12-07 15:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1757404.6105 1751531.6893 5872.9212 597966.5304 -61975.4796 659942.0099
Total P&L (%) 1757.4046 1751.5317 5.8729 597.9665 -61.9755 659.942
Avg Daily Profit (%) 0.9324 0.9293 0.0031 0.1031 -0.0513 0.1077
Buy And Hold Return (%) 299.2113 299.2113 299.2113 299.2113 299.2113 299.2113
Max Trade Drawdown -216202 -188074 -76814 -4797587 -4327782 -1958111
Profit Factor 3.8027 5.7512 1.0227 1.0637 0.9885 1.1644
Total Trades 68 34 34 68 34 34
Winning Trades 32 15 17 32 15 17
Losing Trades 36 19 17 36 19 17
Profitability (%) 47.0588 44.1176 50 47.0588 44.1176 50
Ratio Avg Win / Avg Loss 4.2781 7.2848 1.0227 1.1966 1.2521 1.1644
Largest Winning Trade 1313964 1313964 39271 2747318 2747318 1181652
Largest Losing Trade -52432 -52432 -35852 -1506514 -1179983 -1506514
Avg Bars in Trades 102 145 58 102 145 58
Avg Bars in Winners 132 202 69 132 202 69
Avg Bars in Losers 75 100 47 75 100 47
Bars Traded 6946 4953 1993 6946 4953 1993
Profit Streak 0 184.1833 0 0 184.1833 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95474 702972 -549970 -327185 -580444 -94055
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243035039,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 240,
            "offset": 0,
            "std": 1.88994
        }
    }
}
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": [
        [
            1757404.6105331532,
            1751531.6893016824,
            5872.9212314703,
            597966.5303528834,
            -61975.4795732196,
            659942.0099261033
        ],
        [
            1757.404611,
            1751.531689,
            5.872921,
            597.96653,
            -61.97548,
            659.94201
        ],
        [
            0.932434,
            0.929318,
            0.003116,
            0.103144,
            -0.05129,
            0.107662
        ],
        [
            299.211334,
            299.211334,
            299.211334,
            299.211334,
            299.211334,
            299.211334
        ],
        [
            -216202,
            -188074,
            -76814,
            -4797587,
            -4327782,
            -1958111
        ],
        [
            3.802734,
            5.751179,
            1.02273,
            1.06366,
            0.988478,
            1.164407
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            47.058824,
            44.117647,
            50,
            47.058824,
            44.117647,
            50
        ],
        [
            4.278075,
            7.284827,
            1.02273,
            1.196618,
            1.252072,
            1.164407
        ],
        [
            1313964,
            1313964,
            39271,
            2747318,
            2747318,
            1181652
        ],
        [
            -52432,
            -52432,
            -35852,
            -1506514,
            -1179983,
            -1506514
        ],
        [
            102,
            145,
            58,
            102,
            145,
            58
        ],
        [
            132,
            202,
            69,
            132,
            202,
            69
        ],
        [
            75,
            100,
            47,
            75,
            100,
            47
        ],
        [
            6946,
            4953,
            1993,
            6946,
            4953,
            1993
        ],
        [
            0,
            184.183276,
            0,
            0,
            184.183276,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95474,
            702972,
            -549970,
            -327185,
            -580444,
            -94055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243035039,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 240,
            "offset": 0,
            "std": 1.88994
        }
    }
}

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)