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Trade: SAND/USDT/720/VWAP/SWMA/3792

Strategy
SAND/USDT/720/VWAP/SWMA/3792
Pair
SAND_USDT
Interval
12h
Score
762236
Daily Profit
0.300061
Profit Factor
5.051447
Profitability
80.555556
Streak
252.170220
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-06 07:05
Expiration Time
2025-12-01 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1494955.2335 9842.0001 -1504797.2337 2046932.0605 -25710917.0498 27757849.1102
Total P&L (%) -1494.9552 9.842 -1504.7972 2046.9321 -25710.9171 27757.8491
Avg Daily Profit (%) -0.7956 0.0052 -0.8009 0.1633 0 0.3001
Buy And Hold Return (%) 468.5197 468.5197 468.5197 468.5197 468.5197 468.5197
Max Trade Drawdown -1660853 -161927 -1593760 -24842042 -26476743 -4149222
Profit Factor 0.2327 1.0421 0.1225 1.0545 0.1631 5.0514
Total Trades 72 36 36 72 36 36
Winning Trades 62 31 31 56 27 29
Losing Trades 10 5 5 16 9 7
Profitability (%) 86.1111 86.1111 86.1111 77.7778 75 80.5556
Ratio Avg Win / Avg Loss 0.0375 0.1681 0.0198 0.3013 0.0544 1.2193
Largest Winning Trade 41289 41289 35671 29269099 849652 29269099
Largest Losing Trade -848592 -63028 -848592 -16024411 -16024411 -2760109
Avg Bars in Trades 48 58 38 48 58 38
Avg Bars in Winners 12 13 10 17 11 23
Avg Bars in Losers 272 331 212 155 197 101
Bars Traded 3491 2089 1402 3491 2089 1402
Profit Streak 149.1702 149.1702 252.1702 149.1702 149.1702 252.1702
Trades During Streak 27 13 16 27 13 16
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -657971 -521317 -574679 -234513 -575898 762236
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607817600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759723506975,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 242,
            "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": [
        [
            -1494955.2335407475,
            9842.0001204636,
            -1504797.2336612106,
            2046932.0604648767,
            -25710917.04978312,
            27757849.11024799
        ],
        [
            -1494.955234,
            9.842,
            -1504.797234,
            2046.93206,
            -25710.91705,
            27757.84911
        ],
        [
            -0.795612,
            0.005238,
            -0.80085,
            0.163338,
            0,
            0.300061
        ],
        [
            468.519742,
            468.519742,
            468.519742,
            468.519742,
            468.519742,
            468.519742
        ],
        [
            -1660853,
            -161927,
            -1593760,
            -24842042,
            -26476743,
            -4149222
        ],
        [
            0.232717,
            1.042141,
            0.122477,
            1.054478,
            0.163113,
            5.051447
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            62,
            31,
            31,
            56,
            27,
            29
        ],
        [
            10,
            5,
            5,
            16,
            9,
            7
        ],
        [
            86.111111,
            86.111111,
            86.111111,
            77.777778,
            75,
            80.555556
        ],
        [
            0.037535,
            0.168087,
            0.019754,
            0.301279,
            0.054371,
            1.219315
        ],
        [
            41289,
            41289,
            35671,
            29269099,
            849652,
            29269099
        ],
        [
            -848592,
            -63028,
            -848592,
            -16024411,
            -16024411,
            -2760109
        ],
        [
            48,
            58,
            38,
            48,
            58,
            38
        ],
        [
            12,
            13,
            10,
            17,
            11,
            23
        ],
        [
            272,
            331,
            212,
            155,
            197,
            101
        ],
        [
            3491,
            2089,
            1402,
            3491,
            2089,
            1402
        ],
        [
            149.170219,
            149.17022,
            252.170219,
            149.17022,
            149.17022,
            252.17022
        ],
        [
            27,
            13,
            16,
            27,
            13,
            16
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -657971,
            -521317,
            -574679,
            -234513,
            -575898,
            762236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607817600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759723506975,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 242,
            "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)