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Trade: SAND/USDT/240/PWMA/VWMA/1992

Strategy
SAND/USDT/240/PWMA/VWMA/1992
Pair
SAND_USDT
Interval
4h
Score
548794
Daily Profit
1.155981
Profit Factor
3.913048
Profitability
41.592920
Streak
0.000000
Best Strategy
Training Data Length
1874.670000
Evaluation Time
2025-10-02 06:17
Expiration Time
2025-11-27 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2167082.4817 2131391.564 35690.9176 1536944.9046 3993502.5078 -2456557.6031
Total P&L (%) 2167.0825 2131.3916 35.6909 1536.9449 3993.5025 -2456.5576
Avg Daily Profit (%) 1.156 1.1369 0.019 0.1492 0.1982 0
Buy And Hold Return (%) 547.482 547.482 547.482 547.482 547.482 547.482
Max Trade Drawdown -202785 -194085 -77195 -11847395 -8756990 -5046550
Profit Factor 3.913 5.8394 1.1176 1.0685 1.2995 0.7297
Total Trades 113 57 56 113 57 56
Winning Trades 47 23 24 47 23 24
Losing Trades 66 34 32 66 34 32
Profitability (%) 41.5929 40.3509 42.8571 41.5929 40.3509 42.8571
Ratio Avg Win / Avg Loss 5.4949 8.6322 1.4901 1.5005 1.921 0.973
Largest Winning Trade 1600501 1600501 50225 10769432 10769432 1420306
Largest Losing Trade -39215 -38635 -39215 -4116260 -2505363 -4116260
Avg Bars in Trades 97 96 97 97 96 97
Avg Bars in Winners 133 140 126 133 140 126
Avg Bars in Losers 71 67 76 71 67 76
Bars Traded 10991 5505 5486 10991 5505 5486
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 548794 -164256 -607201 -143696 -174593 -763611
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11248,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759375033699,
    "expiration_time": 1764222336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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": [
        [
            2167082.48168053,
            2131391.564042281,
            35690.917638248,
            1536944.904637657,
            3993502.507762839,
            -2456557.60312518
        ],
        [
            2167.082482,
            2131.391564,
            35.690918,
            1536.944905,
            3993.502508,
            -2456.557603
        ],
        [
            1.155981,
            1.136942,
            0.019039,
            0.149226,
            0.198204,
            0
        ],
        [
            547.482014,
            547.482014,
            547.482014,
            547.482014,
            547.482014,
            547.482014
        ],
        [
            -202785,
            -194085,
            -77195,
            -11847395,
            -8756990,
            -5046550
        ],
        [
            3.913048,
            5.839418,
            1.117598,
            1.068539,
            1.299481,
            0.729741
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            41.59292,
            40.350877,
            42.857143,
            41.59292,
            40.350877,
            42.857143
        ],
        [
            5.494918,
            8.632183,
            1.490131,
            1.500502,
            1.920972,
            0.972988
        ],
        [
            1600501,
            1600501,
            50225,
            10769432,
            10769432,
            1420306
        ],
        [
            -39215,
            -38635,
            -39215,
            -4116260,
            -2505363,
            -4116260
        ],
        [
            97,
            96,
            97,
            97,
            96,
            97
        ],
        [
            133,
            140,
            126,
            133,
            140,
            126
        ],
        [
            71,
            67,
            76,
            71,
            67,
            76
        ],
        [
            10991,
            5505,
            5486,
            10991,
            5505,
            5486
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            548794,
            -164256,
            -607201,
            -143696,
            -174593,
            -763611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11248,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759375033699,
    "expiration_time": 1764222336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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)