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Trade: SAND/USDT/240/VWMA/BBU/4769

Strategy
SAND/USDT/240/VWMA/BBU/4769
Pair
SAND_USDT
Interval
4h
Score
648396
Daily Profit
0.177089
Profit Factor
33.944161
Profitability
67.500000
Streak
86.216364
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-25 20:11
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 506100.2266 630873.1546 -124772.928 -101773.5912 2621101.6298 -2722875.2209
Total P&L (%) 506.1002 630.8732 -124.7729 -101.7736 2621.1016 -2722.8752
Avg Daily Profit (%) 0.2711 0.3379 -0.0668 0 0.1771 0
Buy And Hold Return (%) 506.1205 506.1205 506.1205 506.1205 506.1205 506.1205
Max Trade Drawdown -329322 -255096 -178591 -2565316 -27223 -2884746
Profit Factor 1.6629 2.4567 0.6223 0.966 33.9442 0.0656
Total Trades 80 40 40 80 40 40
Winning Trades 32 14 18 46 27 19
Losing Trades 48 26 22 34 13 21
Profitability (%) 40 35 45 57.5 67.5 47.5
Ratio Avg Win / Avg Loss 2.4944 4.5624 0.7606 0.714 16.3435 0.0726
Largest Winning Trade 230830 230830 38016 1216666 1216666 158455
Largest Losing Trade -100885 -51150 -100885 -2547033 -27066 -2547033
Avg Bars in Trades 134 211 58 134 211 58
Avg Bars in Winners 164 297 60 154 218 62
Avg Bars in Losers 115 164 57 108 195 55
Bars Traded 10793 8440 2353 10793 8440 2353
Profit Streak 0 0 0 86.2164 86.2164 94.883
Trades During Streak 0 0 0 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -181649 -81000 -582694 -601942 648396 -580763

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": 1600531200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820293856,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 1.19754
        }
    }
}
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": [
        [
            506100.2265938402,
            630873.1546022869,
            -124772.9280084469,
            -101773.5911706145,
            2621101.62975356,
            -2722875.220924173
        ],
        [
            506.100227,
            630.873155,
            -124.772928,
            -101.773591,
            2621.10163,
            -2722.875221
        ],
        [
            0.271052,
            0.337877,
            -0.066825,
            0,
            0.177089,
            0
        ],
        [
            506.120478,
            506.120478,
            506.120478,
            506.120478,
            506.120478,
            506.120478
        ],
        [
            -329322,
            -255096,
            -178591,
            -2565316,
            -27223,
            -2884746
        ],
        [
            1.662911,
            2.456661,
            0.622308,
            0.966005,
            33.944161,
            0.065646
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            32,
            14,
            18,
            46,
            27,
            19
        ],
        [
            48,
            26,
            22,
            34,
            13,
            21
        ],
        [
            40,
            35,
            45,
            57.5,
            67.5,
            47.5
        ],
        [
            2.494366,
            4.562371,
            0.760598,
            0.714003,
            16.343485,
            0.072556
        ],
        [
            230830,
            230830,
            38016,
            1216666,
            1216666,
            158455
        ],
        [
            -100885,
            -51150,
            -100885,
            -2547033,
            -27066,
            -2547033
        ],
        [
            134,
            211,
            58,
            134,
            211,
            58
        ],
        [
            164,
            297,
            60,
            154,
            218,
            62
        ],
        [
            115,
            164,
            57,
            108,
            195,
            55
        ],
        [
            10793,
            8440,
            2353,
            10793,
            8440,
            2353
        ],
        [
            0,
            0,
            0,
            86.216364,
            86.216364,
            94.883031
        ],
        [
            0,
            0,
            0,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -181649,
            -81000,
            -582694,
            -601942,
            648396,
            -580763
        ]
    ]
}
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": 1600531200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820293856,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 1.19754
        }
    }
}

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)