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Trade: SAND/USDT/480/VWMA/KCU/3266

Strategy
SAND/USDT/480/VWMA/KCU/3266
Pair
SAND_USDT
Interval
8h
Score
368667
Daily Profit
0.715697
Profit Factor
2.204113
Profitability
35.365854
Streak
0.000000
Best Strategy
Training Data Length
1873.670000
Evaluation Time
2025-10-01 02:59
Expiration Time
2025-11-25 23:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1340980.1891 1299279.8657 41700.3234 1260210.2033 153497.3917 1106712.8116
Total P&L (%) 1340.9802 1299.2799 41.7003 1260.2102 153.4974 1106.7128
Avg Daily Profit (%) 0.7157 0.6934 0.0223 0.1394 0.0497 0.133
Buy And Hold Return (%) 387.3663 387.3663 387.3663 387.3663 387.3663 387.3663
Max Trade Drawdown -181234 -142023 -106661 -1768641 -1727679 -494571
Profit Factor 2.2041 3.1296 1.0828 1.1153 1.0245 1.2374
Total Trades 328 164 164 328 164 164
Winning Trades 116 45 71 116 45 71
Losing Trades 212 119 93 212 119 93
Profitability (%) 35.3659 27.439 43.2927 35.3659 27.439 43.2927
Ratio Avg Win / Avg Loss 4.0282 8.2761 1.4183 2.0383 2.7092 1.6208
Largest Winning Trade 585815 585815 34695 1293474 1293474 518031
Largest Losing Trade -59074 -27169 -59074 -276689 -260228 -276689
Avg Bars in Trades 16 23 10 16 23 10
Avg Bars in Winners 29 53 14 29 53 14
Avg Bars in Losers 10 12 7 10 12 7
Bars Traded 5534 3824 1710 5534 3824 1710
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 368667 -3044 -460372 -105659 -503323 -19497
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759276752308,
    "expiration_time": 1764104544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            1340980.189072416,
            1299279.8657140834,
            41700.3233583331,
            1260210.2032857516,
            153497.3916574452,
            1106712.8116283065
        ],
        [
            1340.980189,
            1299.279866,
            41.700323,
            1260.210203,
            153.497392,
            1106.712812
        ],
        [
            0.715697,
            0.693441,
            0.022256,
            0.139408,
            0.049657,
            0.133009
        ],
        [
            387.366277,
            387.366277,
            387.366277,
            387.366277,
            387.366277,
            387.366277
        ],
        [
            -181234,
            -142023,
            -106661,
            -1768641,
            -1727679,
            -494571
        ],
        [
            2.204113,
            3.129624,
            1.08281,
            1.115321,
            1.024501,
            1.237351
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            116,
            45,
            71,
            116,
            45,
            71
        ],
        [
            212,
            119,
            93,
            212,
            119,
            93
        ],
        [
            35.365854,
            27.439024,
            43.292683,
            35.365854,
            27.439024,
            43.292683
        ],
        [
            4.028207,
            8.276118,
            1.418328,
            2.038346,
            2.709235,
            1.620756
        ],
        [
            585815,
            585815,
            34695,
            1293474,
            1293474,
            518031
        ],
        [
            -59074,
            -27169,
            -59074,
            -276689,
            -260228,
            -276689
        ],
        [
            16,
            23,
            10,
            16,
            23,
            10
        ],
        [
            29,
            53,
            14,
            29,
            53,
            14
        ],
        [
            10,
            12,
            7,
            10,
            12,
            7
        ],
        [
            5534,
            3824,
            1710,
            5534,
            3824,
            1710
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            368667,
            -3044,
            -460372,
            -105659,
            -503323,
            -19497
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759276752308,
    "expiration_time": 1764104544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)