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Trade: SAND/USDT/720/VWAP/EMA/7104

Strategy
SAND/USDT/720/VWAP/EMA/7104
Pair
SAND_USDT
Interval
12h
Score
623675
Daily Profit
0.260842
Profit Factor
3.320647
Profitability
77.777778
Streak
255.885125
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 12:14
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1327555.601 -35645.0379 -1291910.5631 -9290.4878 -12874791.0648 12865500.577
Total P&L (%) -1327.5556 -35.645 -1291.9106 -9.2905 -12874.7911 12865.5006
Avg Daily Profit (%) -0.7109 -0.0191 -0.6918 -0.0052 0 0.2608
Buy And Hold Return (%) 697.9999 697.9999 697.9999 697.9999 697.9999 697.9999
Max Trade Drawdown -1530908 -200475 -1408649 -13230972 -13022143 -3551646
Profit Factor 0.2543 0.858 0.1552 0.9996 0.1799 3.3206
Total Trades 89 44 45 89 44 45
Winning Trades 68 32 36 62 27 35
Losing Trades 21 12 9 27 17 10
Profitability (%) 76.4045 72.7273 80 69.6629 61.3636 77.7778
Ratio Avg Win / Avg Loss 0.0785 0.3218 0.0388 0.4353 0.1133 0.9488
Largest Winning Trade 36507 36507 26711 11979941 970121 11979941
Largest Losing Trade -802938 -73671 -802938 -9778788 -9778788 -2505443
Avg Bars in Trades 39 49 30 39 49 30
Avg Bars in Winners 10 12 8 14 9 18
Avg Bars in Losers 134 147 117 97 112 73
Bars Traded 3550 2180 1370 3550 2180 1370
Profit Streak 77.3851 77.3851 255.8851 77.3851 77.3851 255.8851
Trades During Streak 13 6 11 13 6 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575149 -576259 -575294 -576023 -577732 623675

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604275200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878074772,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 160,
            "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": [
        [
            -1327555.6009866768,
            -35645.0379205179,
            -1291910.5630661587,
            -9290.4878049024,
            -12874791.064798225,
            12865500.576993324
        ],
        [
            -1327.555601,
            -35.645038,
            -1291.910563,
            -9.290488,
            -12874.791065,
            12865.500577
        ],
        [
            -0.710873,
            -0.019087,
            -0.691786,
            -0.005221,
            0,
            0.260842
        ],
        [
            697.999942,
            697.999942,
            697.999942,
            697.999942,
            697.999942,
            697.999942
        ],
        [
            -1530908,
            -200475,
            -1408649,
            -13230972,
            -13022143,
            -3551646
        ],
        [
            0.254328,
            0.858015,
            0.155227,
            0.999563,
            0.179899,
            3.320647
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            68,
            32,
            36,
            62,
            27,
            35
        ],
        [
            21,
            12,
            9,
            27,
            17,
            10
        ],
        [
            76.404494,
            72.727273,
            80,
            69.662921,
            61.363636,
            77.777778
        ],
        [
            0.078542,
            0.321756,
            0.038807,
            0.435293,
            0.11327,
            0.948756
        ],
        [
            36507,
            36507,
            26711,
            11979941,
            970121,
            11979941
        ],
        [
            -802938,
            -73671,
            -802938,
            -9778788,
            -9778788,
            -2505443
        ],
        [
            39,
            49,
            30,
            39,
            49,
            30
        ],
        [
            10,
            12,
            8,
            14,
            9,
            18
        ],
        [
            134,
            147,
            117,
            97,
            112,
            73
        ],
        [
            3550,
            2180,
            1370,
            3550,
            2180,
            1370
        ],
        [
            77.385125,
            77.385125,
            255.885125,
            77.385125,
            77.385125,
            255.885125
        ],
        [
            13,
            6,
            11,
            13,
            6,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575149,
            -576259,
            -575294,
            -576023,
            -577732,
            623675
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604275200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878074772,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 160,
            "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)