← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SAND/USDT/120/VWAP/BBL/6266

Strategy
SAND/USDT/120/VWAP/BBL/6266
Pair
SAND_USDT
Interval
2h
Score
443617
Daily Profit
0.292554
Profit Factor
2.194868
Profitability
50.000000
Streak
3.406648
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-27 12:45
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2254156.6563 -85385.1402 -2168771.516 5531349.9146 23246936.5988 -17715586.6842
Total P&L (%) -2254.1567 -85.3851 -2168.7715 5531.3499 23246.9366 -17715.5867
Avg Daily Profit (%) -1.2076 -0.0457 -1.1618 0.2162 0.2926 0
Buy And Hold Return (%) 413.6458 413.6458 413.6458 413.6458 413.6458 413.6458
Max Trade Drawdown -2376212 -128613 -2269945 -34665779 -4798700 -41379807
Profit Factor 0.2871 0.718 0.2414 1.0552 2.1949 0.7808
Total Trades 271 136 135 271 136 135
Winning Trades 182 80 102 114 68 46
Losing Trades 89 56 33 157 68 89
Profitability (%) 67.1587 58.8235 75.5556 42.0664 50 34.0741
Ratio Avg Win / Avg Loss 0.1404 0.5026 0.0781 1.4532 2.1949 1.5106
Largest Winning Trade 24749 12334 24749 10983268 7029588 10983268
Largest Losing Trade -1453769 -26209 -1453769 -15604215 -1840953 -15604215
Avg Bars in Trades 81 16 147 81 16 147
Avg Bars in Winners 45 8 73 93 20 202
Avg Bars in Losers 156 26 377 72 11 119
Bars Traded 22126 2185 19941 22126 2185 19941
Profit Streak 3.4066 3.4066 5.4066 3.4066 3.4066 5.4066
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577448 -580316 -576675 -153646 443617 -583681
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598436000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758966334356,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 176,
            "offset": 0,
            "std": 1.7518
        }
    }
}
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": [
        [
            -2254156.656284675,
            -85385.1402367452,
            -2168771.5160479276,
            5531349.914607859,
            23246936.59879399,
            -17715586.68418612
        ],
        [
            -2254.156656,
            -85.38514,
            -2168.771516,
            5531.349915,
            23246.936599,
            -17715.586684
        ],
        [
            -1.207582,
            -0.045742,
            -1.16184,
            0.216176,
            0.292554,
            0
        ],
        [
            413.64575,
            413.64575,
            413.64575,
            413.64575,
            413.64575,
            413.64575
        ],
        [
            -2376212,
            -128613,
            -2269945,
            -34665779,
            -4798700,
            -41379807
        ],
        [
            0.287075,
            0.718036,
            0.241428,
            1.055168,
            2.194868,
            0.780768
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            182,
            80,
            102,
            114,
            68,
            46
        ],
        [
            89,
            56,
            33,
            157,
            68,
            89
        ],
        [
            67.158672,
            58.823529,
            75.555556,
            42.066421,
            50,
            34.074074
        ],
        [
            0.140383,
            0.502625,
            0.078109,
            1.45317,
            2.194868,
            1.510617
        ],
        [
            24749,
            12334,
            24749,
            10983268,
            7029588,
            10983268
        ],
        [
            -1453769,
            -26209,
            -1453769,
            -15604215,
            -1840953,
            -15604215
        ],
        [
            81,
            16,
            147,
            81,
            16,
            147
        ],
        [
            45,
            8,
            73,
            93,
            20,
            202
        ],
        [
            156,
            26,
            377,
            72,
            11,
            119
        ],
        [
            22126,
            2185,
            19941,
            22126,
            2185,
            19941
        ],
        [
            3.406647,
            3.406647,
            5.406647,
            3.406648,
            3.406648,
            5.406648
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577448,
            -580316,
            -576675,
            -153646,
            443617,
            -583681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598436000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758966334356,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 176,
            "offset": 0,
            "std": 1.7518
        }
    }
}

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)