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Trade: SAND/USDT/720/VWAP/T3/9808

Strategy
SAND/USDT/720/VWAP/T3/9808
Pair
SAND_USDT
Interval
12h
Score
509599
Daily Profit
0.238633
Profit Factor
2.473183
Profitability
57.777778
Streak
0.000000
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 -1638279.0979 -74218.0899 -1564061.008 -218155.9585 -8793543.1731 8575387.2145
Total P&L (%) -1638.2791 -74.2181 -1564.061 -218.156 -8793.5432 8575.3872
Avg Daily Profit (%) -0.8749 -0.0396 -0.8353 0 0 0.2386
Buy And Hold Return (%) 475.5973 475.5973 475.5973 475.5973 475.5973 475.5973
Max Trade Drawdown -1817790 -211828 -1664622 -8006753 -9300988 -2977342
Profit Factor 0.2358 0.7656 0.144 0.9868 0.18 2.4732
Total Trades 89 44 45 89 44 45
Winning Trades 67 31 36 45 19 26
Losing Trades 22 13 9 44 25 19
Profitability (%) 75.2809 70.4545 80 50.5618 43.1818 57.7778
Ratio Avg Win / Avg Loss 0.0774 0.321 0.036 0.9649 0.2369 1.8073
Largest Winning Trade 30543 30543 21671 9905706 1082635 9905706
Largest Losing Trade -1064879 -61655 -1064879 -4366449 -4366449 -2641408
Avg Bars in Trades 40 47 34 40 47 34
Avg Bars in Winners 17 17 16 29 33 26
Avg Bars in Losers 112 117 105 52 57 45
Bars Traded 3626 2074 1552 3626 2074 1552
Profit Streak 161.576 161.576 264.576 0 0 0
Trades During Streak 15 7 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575310 -576598 -575337 -580467 -583371 509599
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": 1601424000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153767689,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 94,
            "offset": 0,
            "a": 0.65106
        }
    }
}
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": [
        [
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            -74218.0899125142,
            -1564061.008011692,
            -218155.9585298762,
            -8793543.1730643,
            8575387.214534428
        ],
        [
            -1638.279098,
            -74.21809,
            -1564.061008,
            -218.155959,
            -8793.543173,
            8575.387215
        ],
        [
            -0.874915,
            -0.039636,
            -0.83528,
            0,
            0,
            0.238633
        ],
        [
            475.597277,
            475.597277,
            475.597277,
            475.597277,
            475.597277,
            475.597277
        ],
        [
            -1817790,
            -211828,
            -1664622,
            -8006753,
            -9300988,
            -2977342
        ],
        [
            0.235783,
            0.765579,
            0.143982,
            0.986814,
            0.180015,
            2.473183
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            67,
            31,
            36,
            45,
            19,
            26
        ],
        [
            22,
            13,
            9,
            44,
            25,
            19
        ],
        [
            75.280899,
            70.454545,
            80,
            50.561798,
            43.181818,
            57.777778
        ],
        [
            0.077421,
            0.321049,
            0.035995,
            0.964885,
            0.236862,
            1.807326
        ],
        [
            30543,
            30543,
            21671,
            9905706,
            1082635,
            9905706
        ],
        [
            -1064879,
            -61655,
            -1064879,
            -4366449,
            -4366449,
            -2641408
        ],
        [
            40,
            47,
            34,
            40,
            47,
            34
        ],
        [
            17,
            17,
            16,
            29,
            33,
            26
        ],
        [
            112,
            117,
            105,
            52,
            57,
            45
        ],
        [
            3626,
            2074,
            1552,
            3626,
            2074,
            1552
        ],
        [
            161.576015,
            161.576015,
            264.576015,
            0,
            0,
            0
        ],
        [
            15,
            7,
            9,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575310,
            -576598,
            -575337,
            -580467,
            -583371,
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        ]
    ]
}
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": 1601424000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153767689,
    "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": "t3",
        "factors": {
            "length": 94,
            "offset": 0,
            "a": 0.65106
        }
    }
}

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)