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Trade: SAND/USDT/240/VWMA/TEMA/7520

Strategy
SAND/USDT/240/VWMA/TEMA/7520
Pair
SAND_USDT
Interval
4h
Score
441167
Daily Profit
0.894853
Profit Factor
3.858588
Profitability
36.559140
Streak
0.000000
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 1670843.5962 1582843.0242 88000.5719 4312102.3238 1351734.0273 2960368.2965
Total P&L (%) 1670.8436 1582.843 88.0006 4312.1023 1351.734 2960.3683
Avg Daily Profit (%) 0.8949 0.8477 0.0471 0.203 0.1434 0.1834
Buy And Hold Return (%) 529.4456 529.4456 529.4456 529.4456 529.4456 529.4456
Max Trade Drawdown -102945 -92308 -119034 -2541006 -2388005 -1067213
Profit Factor 3.8586 6.3229 1.3065 1.3915 1.2035 1.6776
Total Trades 93 47 46 93 47 46
Winning Trades 34 13 21 34 13 21
Losing Trades 59 34 25 59 34 25
Profitability (%) 36.5591 27.6596 45.6522 36.5591 27.6596 45.6522
Ratio Avg Win / Avg Loss 6.6958 16.5367 1.5553 2.4147 3.1475 1.9971
Largest Winning Trade 1032134 1032134 57966 2420322 2420322 1997873
Largest Losing Trade -34765 -23813 -34765 -549362 -486372 -549362
Avg Bars in Trades 116 91 142 116 91 142
Avg Bars in Winners 243 216 260 243 216 260
Avg Bars in Losers 43 43 43 43 43 43
Bars Traded 10851 4295 6556 10851 4295 6556
Profit Streak 0 0 43.0497 0 0 43.0497
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441167 21724 -295574 174202 -22123 326513

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": 1600804800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820292255,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 49,
            "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": [
        [
            1670843.5961814455,
            1582843.024240955,
            88000.5719404899,
            4312102.323816083,
            1351734.0272822054,
            2960368.2965338775
        ],
        [
            1670.843596,
            1582.843024,
            88.000572,
            4312.102324,
            1351.734027,
            2960.368297
        ],
        [
            0.894853,
            0.847723,
            0.04713,
            0.203023,
            0.143386,
            0.183393
        ],
        [
            529.445559,
            529.445559,
            529.445559,
            529.445559,
            529.445559,
            529.445559
        ],
        [
            -102945,
            -92308,
            -119034,
            -2541006,
            -2388005,
            -1067213
        ],
        [
            3.858588,
            6.322873,
            1.30648,
            1.391538,
            1.20345,
            1.677554
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            34,
            13,
            21,
            34,
            13,
            21
        ],
        [
            59,
            34,
            25,
            59,
            34,
            25
        ],
        [
            36.55914,
            27.659574,
            45.652174,
            36.55914,
            27.659574,
            45.652174
        ],
        [
            6.695785,
            16.536744,
            1.555333,
            2.414727,
            3.147486,
            1.997088
        ],
        [
            1032134,
            1032134,
            57966,
            2420322,
            2420322,
            1997873
        ],
        [
            -34765,
            -23813,
            -34765,
            -549362,
            -486372,
            -549362
        ],
        [
            116,
            91,
            142,
            116,
            91,
            142
        ],
        [
            243,
            216,
            260,
            243,
            216,
            260
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            10851,
            4295,
            6556,
            10851,
            4295,
            6556
        ],
        [
            0,
            0,
            43.049679,
            0,
            0,
            43.049679
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441167,
            21724,
            -295574,
            174202,
            -22123,
            326513
        ]
    ]
}
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": 1600804800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820292255,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 49,
            "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)