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Trade: SAND/USDT/720/VWAP/BBL/9699

Strategy
SAND/USDT/720/VWAP/BBL/9699
Pair
SAND_USDT
Interval
12h
Score
525753
Daily Profit
0.381515
Profit Factor
1.750263
Profitability
79.069767
Streak
10.342758
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-05 23:13
Expiration Time
2025-11-30 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2171349.1667 63092.4788 -2234441.6455 111703070.8219 -16006614.3367 127709685.1586
Total P&L (%) -2171.3492 63.0925 -2234.4416 111703.0708 -16006.6143 127709.6852
Avg Daily Profit (%) -1.1559 0.0336 -1.1895 0.3744 0 0.3815
Buy And Hold Return (%) 714.0578 714.0578 714.0578 714.0578 714.0578 714.0578
Max Trade Drawdown -2391649 -67763 -2421948 -104180349 -79138188 -86101137
Profit Factor 0.2164 1.5486 0.1587 1.3924 0.8602 1.7503
Total Trades 87 44 43 87 44 43
Winning Trades 67 31 36 61 27 34
Losing Trades 20 13 7 26 17 9
Profitability (%) 77.0115 70.4545 83.7209 70.1149 61.3636 79.0698
Ratio Avg Win / Avg Loss 0.0646 0.6494 0.0309 0.5935 0.5416 0.4633
Largest Winning Trade 37598 12830 37598 50972270 8700643 50972270
Largest Losing Trade -1451202 -45730 -1451202 -72049857 -42849120 -72049857
Avg Bars in Trades 41 11 71 41 11 71
Avg Bars in Winners 19 5 30 26 5 43
Avg Bars in Losers 114 24 282 75 21 178
Bars Traded 3591 501 3090 3591 501 3090
Profit Streak 10.3428 207.8428 10.3428 10.3428 207.8428 10.3428
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575229 -309466 -575821 473925 -577558 525753
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759695214303,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 150,
            "offset": 0,
            "std": 1.51146
        }
    }
}
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": [
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            63092.478805869,
            -2234441.6455203122,
            111703070.82184967,
            -16006614.336701903,
            127709685.15855156
        ],
        [
            -2171.349167,
            63.092479,
            -2234.441646,
            111703.070822,
            -16006.614337,
            127709.685159
        ],
        [
            -1.155895,
            0.033587,
            -1.189482,
            0.374365,
            0,
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        ],
        [
            714.057841,
            714.057841,
            714.057841,
            714.057841,
            714.057841,
            714.057841
        ],
        [
            -2391649,
            -67763,
            -2421948,
            -104180349,
            -79138188,
            -86101137
        ],
        [
            0.216356,
            1.548636,
            0.158668,
            1.392356,
            0.860178,
            1.750263
        ],
        [
            87,
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        ],
        [
            67,
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            36,
            61,
            27,
            34
        ],
        [
            20,
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            26,
            17,
            9
        ],
        [
            77.011494,
            70.454545,
            83.72093,
            70.114943,
            61.363636,
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        ],
        [
            0.064584,
            0.649428,
            0.030852,
            0.593463,
            0.541593,
            0.463305
        ],
        [
            37598,
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            37598,
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            8700643,
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        ],
        [
            -1451202,
            -45730,
            -1451202,
            -72049857,
            -42849120,
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        ],
        [
            41,
            11,
            71,
            41,
            11,
            71
        ],
        [
            19,
            5,
            30,
            26,
            5,
            43
        ],
        [
            114,
            24,
            282,
            75,
            21,
            178
        ],
        [
            3591,
            501,
            3090,
            3591,
            501,
            3090
        ],
        [
            10.342758,
            207.842758,
            10.342758,
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            207.842758,
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        ],
        [
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        ],
        [
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        ],
        [
            -575229,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759695214303,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 150,
            "offset": 0,
            "std": 1.51146
        }
    }
}

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)