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Trade: SAND/USDT/720/VWAP/MIDPOINT/3768

Strategy
SAND/USDT/720/VWAP/MIDPOINT/3768
Pair
SAND_USDT
Interval
12h
Score
648910
Daily Profit
0.295591
Profit Factor
2.904983
Profitability
71.739130
Streak
284.075956
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-29 16:49
Expiration Time
2025-11-24 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -862631.0626 141442.6364 -1004073.699 28716.2442 -25004635.2888 25033351.533
Total P&L (%) -862.6311 141.4426 -1004.0737 28.7162 -25004.6353 25033.3515
Avg Daily Profit (%) -0.4607 0.0755 -0.5362 0.0135 0 0.2956
Buy And Hold Return (%) 597.7111 597.7111 597.7111 597.7111 597.7111 597.7111
Max Trade Drawdown -1088326 -115212 -1142326 -19977757 -25291104 -5698424
Profit Factor 0.4505 1.6402 0.2556 1.0007 0.1425 2.905
Total Trades 91 45 46 91 45 46
Winning Trades 76 38 38 62 29 33
Losing Trades 15 7 8 29 16 13
Profitability (%) 83.5165 84.4444 82.6087 68.1319 64.4444 71.7391
Ratio Avg Win / Avg Loss 0.0889 0.3021 0.0538 0.4681 0.0786 1.1444
Largest Winning Trade 35671 34074 35671 27552178 747079 27552178
Largest Losing Trade -801283 -66076 -801283 -13220893 -13220893 -5698424
Avg Bars in Trades 38 50 26 38 50 26
Avg Bars in Winners 13 14 12 17 13 20
Avg Bars in Losers 166 248 95 83 117 42
Bars Traded 3507 2269 1238 3507 2269 1238
Profit Streak 143.576 143.576 284.076 143.576 143.576 284.076
Trades During Streak 17 8 14 17 8 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574314 -251645 -574718 -557471 -577331 648910
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153762562,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 188,
            "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": [
        [
            -862631.0626036299,
            141442.6364301631,
            -1004073.6990337931,
            28716.2442200583,
            -25004635.288762257,
            25033351.532982312
        ],
        [
            -862.631063,
            141.442636,
            -1004.073699,
            28.716244,
            -25004.635289,
            25033.351533
        ],
        [
            -0.460684,
            0.075537,
            -0.536221,
            0.013482,
            0,
            0.295591
        ],
        [
            597.711087,
            597.711087,
            597.711087,
            597.711087,
            597.711087,
            597.711087
        ],
        [
            -1088326,
            -115212,
            -1142326,
            -19977757,
            -25291104,
            -5698424
        ],
        [
            0.450466,
            1.640191,
            0.255587,
            1.000679,
            0.142456,
            2.904983
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            76,
            38,
            38,
            62,
            29,
            33
        ],
        [
            15,
            7,
            8,
            29,
            16,
            13
        ],
        [
            83.516484,
            84.444444,
            82.608696,
            68.131868,
            64.444444,
            71.73913
        ],
        [
            0.088908,
            0.30214,
            0.053808,
            0.468059,
            0.078597,
            1.144387
        ],
        [
            35671,
            34074,
            35671,
            27552178,
            747079,
            27552178
        ],
        [
            -801283,
            -66076,
            -801283,
            -13220893,
            -13220893,
            -5698424
        ],
        [
            38,
            50,
            26,
            38,
            50,
            26
        ],
        [
            13,
            14,
            12,
            17,
            13,
            20
        ],
        [
            166,
            248,
            95,
            83,
            117,
            42
        ],
        [
            3507,
            2269,
            1238,
            3507,
            2269,
            1238
        ],
        [
            143.575955,
            143.575956,
            284.075955,
            143.575956,
            143.575956,
            284.075956
        ],
        [
            17,
            8,
            14,
            17,
            8,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574314,
            -251645,
            -574718,
            -557471,
            -577331,
            648910
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153762562,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 188,
            "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)