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Trade: SAND/USDT/480/VWAP/SMA/3861

Strategy
SAND/USDT/480/VWAP/SMA/3861
Pair
SAND_USDT
Interval
8h
Score
499315
Daily Profit
0.229739
Profit Factor
2.712248
Profitability
48.235294
Streak
78.810861
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 06:27
Expiration Time
2025-11-21 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2069514.9535 -99708.2302 -1969806.7233 130200.2141 7188635.5235 -7058435.3094
Total P&L (%) -2069.515 -99.7082 -1969.8067 130.2002 7188.6355 -7058.4353
Avg Daily Profit (%) -1.1073 -0.0533 -1.0539 0.0446 0.2297 0
Buy And Hold Return (%) 418.9176 418.9176 418.9176 418.9176 418.9176 418.9176
Max Trade Drawdown -2177507 -214262 -2037568 -7520093 -1154839 -8701444
Profit Factor 0.2583 0.7758 0.1601 1.0078 2.7122 0.4369
Total Trades 171 85 86 171 85 86
Winning Trades 127 62 65 71 41 30
Losing Trades 44 23 21 100 44 56
Profitability (%) 74.269 72.9412 75.5814 41.5205 48.2353 34.8837
Ratio Avg Win / Avg Loss 0.0895 0.2878 0.0517 1.4194 2.9107 0.8156
Largest Winning Trade 26722 26722 20627 3510091 3510091 2403610
Largest Losing Trade -1308332 -64249 -1308332 -5235596 -1154839 -5235596
Avg Bars in Trades 31 36 27 31 36 27
Avg Bars in Winners 12 11 13 46 55 33
Avg Bars in Losers 88 103 71 21 18 24
Bars Traded 5453 3090 2363 5453 3090 2363
Profit Streak 57.8109 78.8109 57.8109 57.8109 78.8109 57.8109
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575118 -576436 -575772 -511841 499315 -585245

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758857258395,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "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": [
        [
            -2069514.953528487,
            -99708.2302274964,
            -1969806.7233009913,
            130200.2140756201,
            7188635.523483233,
            -7058435.309407616
        ],
        [
            -2069.514954,
            -99.70823,
            -1969.806723,
            130.200214,
            7188.635523,
            -7058.435309
        ],
        [
            -1.107285,
            -0.053348,
            -1.053936,
            0.044621,
            0.229739,
            0
        ],
        [
            418.917629,
            418.917629,
            418.917629,
            418.917629,
            418.917629,
            418.917629
        ],
        [
            -2177507,
            -214262,
            -2037568,
            -7520093,
            -1154839,
            -8701444
        ],
        [
            0.258254,
            0.775842,
            0.160085,
            1.007781,
            2.712248,
            0.436925
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            127,
            62,
            65,
            71,
            41,
            30
        ],
        [
            44,
            23,
            21,
            100,
            44,
            56
        ],
        [
            74.269006,
            72.941176,
            75.581395,
            41.520468,
            48.235294,
            34.883721
        ],
        [
            0.089474,
            0.287812,
            0.05172,
            1.419409,
            2.910705,
            0.815593
        ],
        [
            26722,
            26722,
            20627,
            3510091,
            3510091,
            2403610
        ],
        [
            -1308332,
            -64249,
            -1308332,
            -5235596,
            -1154839,
            -5235596
        ],
        [
            31,
            36,
            27,
            31,
            36,
            27
        ],
        [
            12,
            11,
            13,
            46,
            55,
            33
        ],
        [
            88,
            103,
            71,
            21,
            18,
            24
        ],
        [
            5453,
            3090,
            2363,
            5453,
            3090,
            2363
        ],
        [
            57.810861,
            78.810861,
            57.810861,
            57.810861,
            78.810861,
            57.810861
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575118,
            -576436,
            -575772,
            -511841,
            499315,
            -585245
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758857258395,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "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)