← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SAND/USDT/480/VWAP/SWMA/5854

Strategy
SAND/USDT/480/VWAP/SWMA/5854
Pair
SAND_USDT
Interval
8h
Score
700796
Daily Profit
0.185258
Profit Factor
9.408684
Profitability
71.052632
Streak
25.717402
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-01 04:13
Expiration Time
2025-11-26 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1998731.8083 -227100.0482 -1771631.7601 -95348.5167 3108932.6632 -3204281.1799
Total P&L (%) -1998.7318 -227.1 -1771.6318 -95.3485 3108.9327 -3204.2812
Avg Daily Profit (%) -1.0666 -0.1212 -0.9454 -0.1636 0.1853 0
Buy And Hold Return (%) 470.1109 470.1109 470.1109 470.1109 470.1109 470.1109
Max Trade Drawdown -2152309 -305188 -1847121 -3256185 -328846 -3515795
Profit Factor 0.1444 0.4087 0.0924 0.9835 9.4087 0.4065
Total Trades 77 38 39 77 38 39
Winning Trades 48 18 30 44 27 17
Losing Trades 29 20 9 33 11 22
Profitability (%) 62.3377 47.3684 76.9231 57.1429 71.0526 43.5897
Ratio Avg Win / Avg Loss 0.0872 0.4541 0.0277 0.7376 3.8332 0.526
Largest Winning Trade 33814 33814 18924 1826343 1358021 1826343
Largest Losing Trade -1016441 -56050 -1016441 -3256185 -328846 -3256185
Avg Bars in Trades 70 85 55 70 85 55
Avg Bars in Winners 26 25 27 92 103 74
Avg Bars in Losers 143 139 151 41 43 41
Bars Traded 5436 3258 2178 5436 3258 2178
Profit Streak 25.7174 25.7174 278.7174 25.7174 25.7174 342.7174
Trades During Streak 3 1 5 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -623714 -581246 -575874 -624387 700796 -581846
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5622,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601107200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281183574,
    "expiration_time": 1764134208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 78,
            "offset": 52
        }
    }
}
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": [
        [
            -1998731.808332757,
            -227100.0482033254,
            -1771631.760129432,
            -95348.5167260033,
            3108932.6631864407,
            -3204281.1799124437
        ],
        [
            -1998.731808,
            -227.100048,
            -1771.63176,
            -95.348517,
            3108.932663,
            -3204.28118
        ],
        [
            -1.066559,
            -0.121185,
            -0.945374,
            -0.163579,
            0.185258,
            0
        ],
        [
            470.110861,
            470.110861,
            470.110861,
            470.110861,
            470.110861,
            470.110861
        ],
        [
            -2152309,
            -305188,
            -1847121,
            -3256185,
            -328846,
            -3515795
        ],
        [
            0.144387,
            0.408678,
            0.092387,
            0.983471,
            9.408684,
            0.406479
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            48,
            18,
            30,
            44,
            27,
            17
        ],
        [
            29,
            20,
            9,
            33,
            11,
            22
        ],
        [
            62.337662,
            47.368421,
            76.923077,
            57.142857,
            71.052632,
            43.589744
        ],
        [
            0.087234,
            0.454087,
            0.027716,
            0.737603,
            3.833168,
            0.526032
        ],
        [
            33814,
            33814,
            18924,
            1826343,
            1358021,
            1826343
        ],
        [
            -1016441,
            -56050,
            -1016441,
            -3256185,
            -328846,
            -3256185
        ],
        [
            70,
            85,
            55,
            70,
            85,
            55
        ],
        [
            26,
            25,
            27,
            92,
            103,
            74
        ],
        [
            143,
            139,
            151,
            41,
            43,
            41
        ],
        [
            5436,
            3258,
            2178,
            5436,
            3258,
            2178
        ],
        [
            25.717402,
            25.717402,
            278.717402,
            25.717402,
            25.717402,
            342.717402
        ],
        [
            3,
            1,
            5,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -623714,
            -581246,
            -575874,
            -624387,
            700796,
            -581846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5622,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601107200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281183574,
    "expiration_time": 1764134208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 78,
            "offset": 52
        }
    }
}

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)