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Trade: SAND/USDT/360/VWMA/SUPERTREND/9746

Strategy
SAND/USDT/360/VWMA/SUPERTREND/9746
Pair
SAND_USDT
Interval
6h
Score
320240
Daily Profit
0.526073
Profit Factor
2.635509
Profitability
43.956044
Streak
0.000000
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-10-08 11:31
Expiration Time
2025-12-03 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 989543.1153 981842.151 7700.9644 677855.222 210240.0563 467615.1657
Total P&L (%) 989.5431 981.8422 7.701 677.8552 210.2401 467.6152
Avg Daily Profit (%) 0.5261 0.522 0.0041 0.1091 0.0602 0.0923
Buy And Hold Return (%) 429.0963 429.0963 429.0963 429.0963 429.0963 429.0963
Max Trade Drawdown -89879 -54615 -152947 -1090964 -656535 -537392
Profit Factor 2.6355 4.6875 1.0227 1.1662 1.0984 1.2409
Total Trades 91 46 45 91 46 45
Winning Trades 40 17 23 40 17 23
Losing Trades 51 29 22 51 29 22
Profitability (%) 43.956 36.9565 51.1111 43.956 36.9565 51.1111
Ratio Avg Win / Avg Loss 3.3603 7.9963 0.9783 1.4869 1.8737 1.187
Largest Winning Trade 564775 564775 62203 591289 591289 575771
Largest Losing Trade -62016 -20253 -62016 -258048 -258048 -251115
Avg Bars in Trades 79 61 96 79 61 96
Avg Bars in Winners 127 110 140 127 110 140
Avg Bars in Losers 41 33 51 41 33 51
Bars Traded 7204 2843 4361 7204 2843 4361
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320240 301995 -550104 -96389 -394512 -207592
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7524,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759912273867,
    "expiration_time": 1764778752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 174,
            "offset": 0,
            "multiplier": 3.25504
        }
    }
}
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": [
        [
            989543.1153409434,
            981842.1509730429,
            7700.9643679011,
            677855.2219642627,
            210240.0562712399,
            467615.1656930228
        ],
        [
            989.543115,
            981.842151,
            7.700964,
            677.855222,
            210.240056,
            467.615166
        ],
        [
            0.526073,
            0.521979,
            0.004094,
            0.109117,
            0.060208,
            0.092348
        ],
        [
            429.09631,
            429.09631,
            429.09631,
            429.09631,
            429.09631,
            429.09631
        ],
        [
            -89879,
            -54615,
            -152947,
            -1090964,
            -656535,
            -537392
        ],
        [
            2.635509,
            4.687465,
            1.022732,
            1.166215,
            1.098372,
            1.240916
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            43.956044,
            36.956522,
            51.111111,
            43.956044,
            36.956522,
            51.111111
        ],
        [
            3.360274,
            7.996265,
            0.978265,
            1.486924,
            1.873693,
            1.186963
        ],
        [
            564775,
            564775,
            62203,
            591289,
            591289,
            575771
        ],
        [
            -62016,
            -20253,
            -62016,
            -258048,
            -258048,
            -251115
        ],
        [
            79,
            61,
            96,
            79,
            61,
            96
        ],
        [
            127,
            110,
            140,
            127,
            110,
            140
        ],
        [
            41,
            33,
            51,
            41,
            33,
            51
        ],
        [
            7204,
            2843,
            4361,
            7204,
            2843,
            4361
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320240,
            301995,
            -550104,
            -96389,
            -394512,
            -207592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7524,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759912273867,
    "expiration_time": 1764778752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 174,
            "offset": 0,
            "multiplier": 3.25504
        }
    }
}

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)