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Trade: SAND/USDT/720/VWAP/RMA/1524

Strategy
SAND/USDT/720/VWAP/RMA/1524
Pair
SAND_USDT
Interval
12h
Score
685324
Daily Profit
0.289122
Profit Factor
3.944324
Profitability
86.486486
Streak
246.001748
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-30 03:02
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 -1421400.0026 9487.4854 -1430887.488 4236265.1484 -17937715.6572 22173980.8057
Total P&L (%) -1421.4 9.4875 -1430.8875 4236.2651 -17937.7157 22173.9808
Avg Daily Profit (%) -0.7591 0.0051 -0.7642 0.2015 0 0.2891
Buy And Hold Return (%) 529.6479 529.6479 529.6479 529.6479 529.6479 529.6479
Max Trade Drawdown -1564863 -99567 -1550161 -22668473 -24578638 -4579887
Profit Factor 0.2253 1.0476 0.1251 1.1069 0.4411 3.9443
Total Trades 73 36 37 73 36 37
Winning Trades 60 28 32 58 26 32
Losing Trades 13 8 5 15 10 5
Profitability (%) 82.1918 77.7778 86.4865 79.4521 72.2222 86.4865
Ratio Avg Win / Avg Loss 0.0488 0.2993 0.0195 0.2863 0.1697 0.6163
Largest Winning Trade 25935 25935 20562 16019160 2217006 16019160
Largest Losing Trade -850334 -79061 -850334 -20044484 -20044484 -2750864
Avg Bars in Trades 48 61 36 48 61 36
Avg Bars in Winners 9 11 8 15 8 20
Avg Bars in Losers 227 236 212 177 199 134
Bars Traded 3550 2212 1338 3550 2212 1338
Profit Streak 78.5017 78.5017 246.0017 78.5017 78.5017 246.0017
Trades During Streak 11 5 8 11 5 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -651017 -516579 -574783 -167071 -576435 685324
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": 1603065600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759190551016,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 132,
            "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": [
        [
            -1421400.0026247343,
            9487.485365039,
            -1430887.4879897735,
            4236265.148442713,
            -17937715.657219447,
            22173980.80566217
        ],
        [
            -1421.400003,
            9.487485,
            -1430.887488,
            4236.265148,
            -17937.715657,
            22173.980806
        ],
        [
            -0.759092,
            0.005067,
            -0.764159,
            0.201516,
            0,
            0.289122
        ],
        [
            529.647876,
            529.647876,
            529.647876,
            529.647876,
            529.647876,
            529.647876
        ],
        [
            -1564863,
            -99567,
            -1550161,
            -22668473,
            -24578638,
            -4579887
        ],
        [
            0.225254,
            1.047618,
            0.125066,
            1.106905,
            0.441112,
            3.944324
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            60,
            28,
            32,
            58,
            26,
            32
        ],
        [
            13,
            8,
            5,
            15,
            10,
            5
        ],
        [
            82.191781,
            77.777778,
            86.486486,
            79.452055,
            72.222222,
            86.486486
        ],
        [
            0.048805,
            0.299319,
            0.019542,
            0.286269,
            0.169658,
            0.616301
        ],
        [
            25935,
            25935,
            20562,
            16019160,
            2217006,
            16019160
        ],
        [
            -850334,
            -79061,
            -850334,
            -20044484,
            -20044484,
            -2750864
        ],
        [
            48,
            61,
            36,
            48,
            61,
            36
        ],
        [
            9,
            11,
            8,
            15,
            8,
            20
        ],
        [
            227,
            236,
            212,
            177,
            199,
            134
        ],
        [
            3550,
            2212,
            1338,
            3550,
            2212,
            1338
        ],
        [
            78.501748,
            78.501748,
            246.001748,
            78.501748,
            78.501748,
            246.001748
        ],
        [
            11,
            5,
            8,
            11,
            5,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -651017,
            -516579,
            -574783,
            -167071,
            -576435,
            685324
        ]
    ]
}
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": 1603065600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759190551016,
    "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": "rma",
        "factors": {
            "length": 132,
            "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)