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Trade: SAND/USDT/240/OHLC4/VWMA/9675

Strategy
SAND/USDT/240/OHLC4/VWMA/9675
Pair
SAND_USDT
Interval
4h
Score
444960
Daily Profit
0.192226
Profit Factor
2.125198
Profitability
56.488550
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-26 19:45
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1316596.5193 -56825.3005 -1259771.2188 -160432.1612 -3668463.1539 3508030.9928
Total P&L (%) -1316.5965 -56.8253 -1259.7712 -160.4322 -3668.4632 3508.031
Avg Daily Profit (%) -0.7051 -0.0304 -0.6747 0 0 0.1922
Buy And Hold Return (%) 534.0567 534.0567 534.0567 534.0567 534.0567 534.0567
Max Trade Drawdown -1499312 -267130 -1359934 -5943184 -5952100 -1819022
Profit Factor 0.3766 0.8825 0.2265 0.9848 0.5053 2.1252
Total Trades 261 130 131 261 130 131
Winning Trades 208 100 108 142 68 74
Losing Trades 53 30 23 119 62 57
Profitability (%) 79.6935 76.9231 82.4427 54.4061 52.3077 56.4886
Ratio Avg Win / Avg Loss 0.096 0.2647 0.0482 0.8253 0.4607 1.637
Largest Winning Trade 26394 26394 20096 3152947 1105873 3152947
Largest Losing Trade -564956 -64157 -564956 -2707882 -2707882 -1125675
Avg Bars in Trades 41 50 32 41 50 32
Avg Bars in Winners 13 13 13 27 30 24
Avg Bars in Losers 152 175 121 58 72 43
Bars Traded 10879 6598 4281 10879 6598 4281
Profit Streak 34.3646 34.3646 63.5313 0 0 0
Trades During Streak 7 3 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573964 -575775 -574968 -578841 -580688 444960

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905105268,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "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": [
        [
            -1316596.519298975,
            -56825.3004739095,
            -1259771.2188250658,
            -160432.1611775585,
            -3668463.153939733,
            3508030.9927621717
        ],
        [
            -1316.596519,
            -56.8253,
            -1259.771219,
            -160.432161,
            -3668.463154,
            3508.030993
        ],
        [
            -0.705129,
            -0.030434,
            -0.674696,
            0,
            0,
            0.192226
        ],
        [
            534.056723,
            534.056723,
            534.056723,
            534.056723,
            534.056723,
            534.056723
        ],
        [
            -1499312,
            -267130,
            -1359934,
            -5943184,
            -5952100,
            -1819022
        ],
        [
            0.376646,
            0.88245,
            0.226519,
            0.984768,
            0.50526,
            2.125198
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            208,
            100,
            108,
            142,
            68,
            74
        ],
        [
            53,
            30,
            23,
            119,
            62,
            57
        ],
        [
            79.693487,
            76.923077,
            82.442748,
            54.40613,
            52.307692,
            56.48855
        ],
        [
            0.095972,
            0.264735,
            0.04824,
            0.825263,
            0.460678,
            1.636977
        ],
        [
            26394,
            26394,
            20096,
            3152947,
            1105873,
            3152947
        ],
        [
            -564956,
            -64157,
            -564956,
            -2707882,
            -2707882,
            -1125675
        ],
        [
            41,
            50,
            32,
            41,
            50,
            32
        ],
        [
            13,
            13,
            13,
            27,
            30,
            24
        ],
        [
            152,
            175,
            121,
            58,
            72,
            43
        ],
        [
            10879,
            6598,
            4281,
            10879,
            6598,
            4281
        ],
        [
            34.364644,
            34.364644,
            63.531311,
            0,
            0,
            0
        ],
        [
            7,
            3,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573964,
            -575775,
            -574968,
            -578841,
            -580688,
            444960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905105268,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "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)