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Trade: SAND/USDT/60/VWAP/KCB/4683

Strategy
SAND/USDT/60/VWAP/KCB/4683
Pair
SAND_USDT
Interval
1h
Score
333307
Daily Profit
0.279264
Profit Factor
1.522782
Profitability
41.884817
Streak
19.083297
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 06:59
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290887.0289 222408.213 68478.8158 109655.2523 75100.1803 34555.072
Total P&L (%) 290.887 222.4082 68.4788 109.6553 75.1002 34.5551
Avg Daily Profit (%) 0.2793 0.2135 0.0657 0.0711 0.0538 0.0285
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94394 -72851 -42550 -176433 -173356 -99561
Profit Factor 1.5228 1.7344 1.27 1.1236 1.1548 1.086
Total Trades 191 96 95 191 96 95
Winning Trades 80 39 41 80 39 41
Losing Trades 111 57 54 111 57 54
Profitability (%) 41.8848 40.625 43.1579 41.8848 40.625 43.1579
Ratio Avg Win / Avg Loss 2.1129 2.5349 1.6727 1.559 1.6878 1.4303
Largest Winning Trade 268708 268708 28478 206271 206271 72522
Largest Losing Trade -20234 -16187 -20234 -48985 -48985 -46515
Avg Bars in Trades 128 121 136 128 121 136
Avg Bars in Winners 177 143 210 177 143 210
Avg Bars in Losers 93 106 79 93 106 79
Bars Traded 24623 11667 12956 24623 11667 12956
Profit Streak 19.0833 25.75 0 19.0833 25.75 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333307 291636 -107199 -183039 -173122 -286433
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669579200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758945596836,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 236
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            290887.0288696705,
            222408.2130342483,
            68478.8158354224,
            109655.2523095565,
            75100.1803045013,
            34555.0720050553
        ],
        [
            290.887029,
            222.408213,
            68.478816,
            109.655252,
            75.10018,
            34.555072
        ],
        [
            0.279264,
            0.213521,
            0.065743,
            0.071097,
            0.053795,
            0.028498
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94394,
            -72851,
            -42550,
            -176433,
            -173356,
            -99561
        ],
        [
            1.522782,
            1.734403,
            1.270049,
            1.123621,
            1.154815,
            1.085973
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            80,
            39,
            41,
            80,
            39,
            41
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            41.884817,
            40.625,
            43.157895,
            41.884817,
            40.625,
            43.157895
        ],
        [
            2.11286,
            2.534897,
            1.672748,
            1.559024,
            1.687806,
            1.430306
        ],
        [
            268708,
            268708,
            28478,
            206271,
            206271,
            72522
        ],
        [
            -20234,
            -16187,
            -20234,
            -48985,
            -48985,
            -46515
        ],
        [
            128,
            121,
            136,
            128,
            121,
            136
        ],
        [
            177,
            143,
            210,
            177,
            143,
            210
        ],
        [
            93,
            106,
            79,
            93,
            106,
            79
        ],
        [
            24623,
            11667,
            12956,
            24623,
            11667,
            12956
        ],
        [
            19.083297,
            25.749963,
            0,
            19.083297,
            25.749963,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333307,
            291636,
            -107199,
            -183039,
            -173122,
            -286433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669579200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758945596836,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 236
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)