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Trade: SAND/USDT/480/FWMA/VWMA/2911

Strategy
SAND/USDT/480/FWMA/VWMA/2911
Pair
SAND_USDT
Interval
8h
Score
304209
Daily Profit
0.152462
Profit Factor
1.655446
Profitability
65.000000
Streak
0.000000
Best Strategy
Training Data Length
1884.330000
Evaluation Time
2025-10-11 13:55
Expiration Time
2025-12-06 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1850899.4289 -184222.8055 -1666676.6234 -114368.6513 -1779301.6309 1664932.9796
Total P&L (%) -1850.8994 -184.2228 -1666.6766 -114.3687 -1779.3016 1664.933
Avg Daily Profit (%) -0.9823 -0.0978 -0.8845 0 0 0.1525
Buy And Hold Return (%) 346.876 346.876 346.876 346.876 346.876 346.876
Max Trade Drawdown -1961277 -278891 -1717153 -2574976 -2091538 -2032525
Profit Factor 0.1678 0.4667 0.1129 0.9786 0.3668 1.6554
Total Trades 79 39 40 79 39 40
Winning Trades 52 21 31 44 18 26
Losing Trades 27 18 9 35 21 14
Profitability (%) 65.8228 53.8462 77.5 55.6962 46.1538 65
Ratio Avg Win / Avg Loss 0.0871 0.4 0.0328 0.7785 0.4279 0.8914
Largest Winning Trade 34767 34767 21119 2093226 775041 2093226
Largest Losing Trade -895724 -58198 -895724 -1756291 -978007 -1756291
Avg Bars in Trades 67 84 51 67 84 51
Avg Bars in Winners 22 27 18 47 67 34
Avg Bars in Losers 154 150 163 91 98 81
Bars Traded 5325 3285 2040 5325 3285 2040
Profit Streak 92.7887 92.7887 134.7887 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -608283 -579299 -575833 -611317 -582253 304209
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5653,
    "evaluation_days": 1884.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760180147673,
    "expiration_time": 1765053792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 25
        }
    }
}
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": [
        [
            -1850899.428872855,
            -184222.8054986743,
            -1666676.6233741802,
            -114368.6513165218,
            -1779301.6309460672,
            1664932.9796295448
        ],
        [
            -1850.899429,
            -184.222805,
            -1666.676623,
            -114.368651,
            -1779.301631,
            1664.93298
        ],
        [
            -0.982259,
            -0.097766,
            -0.884493,
            0,
            0,
            0.152462
        ],
        [
            346.876026,
            346.876026,
            346.876026,
            346.876026,
            346.876026,
            346.876026
        ],
        [
            -1961277,
            -278891,
            -1717153,
            -2574976,
            -2091538,
            -2032525
        ],
        [
            0.167827,
            0.466661,
            0.112886,
            0.978623,
            0.366776,
            1.655446
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            52,
            21,
            31,
            44,
            18,
            26
        ],
        [
            27,
            18,
            9,
            35,
            21,
            14
        ],
        [
            65.822785,
            53.846154,
            77.5,
            55.696203,
            46.153846,
            65
        ],
        [
            0.087141,
            0.399996,
            0.032773,
            0.77845,
            0.427905,
            0.891394
        ],
        [
            34767,
            34767,
            21119,
            2093226,
            775041,
            2093226
        ],
        [
            -895724,
            -58198,
            -895724,
            -1756291,
            -978007,
            -1756291
        ],
        [
            67,
            84,
            51,
            67,
            84,
            51
        ],
        [
            22,
            27,
            18,
            47,
            67,
            34
        ],
        [
            154,
            150,
            163,
            91,
            98,
            81
        ],
        [
            5325,
            3285,
            2040,
            5325,
            3285,
            2040
        ],
        [
            92.788746,
            92.788746,
            134.788746,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -608283,
            -579299,
            -575833,
            -611317,
            -582253,
            304209
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5653,
    "evaluation_days": 1884.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760180147673,
    "expiration_time": 1765053792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 25
        }
    }
}

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)