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Trade: SAND/USDT/720/VWAP/HL2/7041

Strategy
SAND/USDT/720/VWAP/HL2/7041
Pair
SAND_USDT
Interval
12h
Score
597307
Daily Profit
0.209390
Profit Factor
4.389568
Profitability
58.823529
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 22:17
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 -496823.5459 138919.0859 -635742.6318 1994866.9708 -2876442.4912 4871309.462
Total P&L (%) -496.8235 138.9191 -635.7426 1994.867 -2876.4425 4871.3095
Avg Daily Profit (%) -0.266 0.0744 -0.3404 0.163 0 0.2094
Buy And Hold Return (%) 470.1718 470.1718 470.1718 470.1718 470.1718 470.1718
Max Trade Drawdown -623757 -93099 -740963 -2912246 -3479772 -620812
Profit Factor 0.4844 1.892 0.2131 1.3487 0.3285 4.3896
Total Trades 67 33 34 67 33 34
Winning Trades 39 20 19 35 15 20
Losing Trades 28 13 15 32 18 14
Profitability (%) 58.209 60.6061 55.8824 52.2388 45.4545 58.8235
Ratio Avg Win / Avg Loss 0.3478 1.2298 0.1683 1.2331 0.3942 3.0727
Largest Winning Trade 149179 149179 34172 4573840 252895 4573840
Largest Losing Trade -396138 -75483 -396138 -2529182 -2529182 -396666
Avg Bars in Trades 51 60 43 51 60 43
Avg Bars in Winners 20 18 22 32 21 41
Avg Bars in Losers 95 123 70 72 92 46
Bars Traded 3467 1982 1485 3467 1982 1485
Profit Streak 0 22.8039 0 0 22.8039 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -700713 -254529 -580032 -114612 -581531 597307

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": 1607817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827853433,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 241
        }
    }
}
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": [
        [
            -496823.545946615,
            138919.0858639206,
            -635742.6318105353,
            1994866.9708097493,
            -2876442.4912082553,
            4871309.4620180065
        ],
        [
            -496.823546,
            138.919086,
            -635.742632,
            1994.866971,
            -2876.442491,
            4871.309462
        ],
        [
            -0.266037,
            0.074388,
            -0.340424,
            0.163028,
            0,
            0.20939
        ],
        [
            470.171816,
            470.171816,
            470.171816,
            470.171816,
            470.171816,
            470.171816
        ],
        [
            -623757,
            -93099,
            -740963,
            -2912246,
            -3479772,
            -620812
        ],
        [
            0.484449,
            1.89204,
            0.213134,
            1.348707,
            0.328501,
            4.389568
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            39,
            20,
            19,
            35,
            15,
            20
        ],
        [
            28,
            13,
            15,
            32,
            18,
            14
        ],
        [
            58.208955,
            60.606061,
            55.882353,
            52.238806,
            45.454545,
            58.823529
        ],
        [
            0.347809,
            1.229826,
            0.168264,
            1.233103,
            0.394201,
            3.072698
        ],
        [
            149179,
            149179,
            34172,
            4573840,
            252895,
            4573840
        ],
        [
            -396138,
            -75483,
            -396138,
            -2529182,
            -2529182,
            -396666
        ],
        [
            51,
            60,
            43,
            51,
            60,
            43
        ],
        [
            20,
            18,
            22,
            32,
            21,
            41
        ],
        [
            95,
            123,
            70,
            72,
            92,
            46
        ],
        [
            3467,
            1982,
            1485,
            3467,
            1982,
            1485
        ],
        [
            0,
            22.803859,
            0,
            0,
            22.803859,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -700713,
            -254529,
            -580032,
            -114612,
            -581531,
            597307
        ]
    ]
}
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": 1607817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827853433,
    "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": "hl2",
        "factors": {
            "length": 0,
            "offset": 241
        }
    }
}

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)