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Trade: SAND/USDT/360/T3/VWAP/1561

Strategy
SAND/USDT/360/T3/VWAP/1561
Pair
SAND_USDT
Interval
6h
Score
346198
Daily Profit
1.242383
Profit Factor
5.037839
Profitability
29.323308
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-27 07:37
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2319839.2087 2134388.5027 185450.7061 42655823.3972 16012072.7149 26643750.6822
Total P&L (%) 2319.8392 2134.3885 185.4507 42655.8234 16012.0727 26643.7507
Avg Daily Profit (%) 1.2424 1.1431 0.0993 0.325 0.2725 0.2998
Buy And Hold Return (%) 465.5237 465.5237 465.5237 465.5237 465.5237 465.5237
Max Trade Drawdown -102941 -69724 -92809 -43957355 -21308332 -22649023
Profit Factor 5.0378 7.6701 1.7286 1.3656 1.2519 1.5017
Total Trades 133 67 66 133 67 66
Winning Trades 39 14 25 39 14 25
Losing Trades 94 53 41 94 53 41
Profitability (%) 29.3233 20.8955 37.8788 29.3233 20.8955 37.8788
Ratio Avg Win / Avg Loss 12.1425 29.0369 2.8349 3.2915 4.7395 2.4628
Largest Winning Trade 1330278 1330278 67443 33315165 33315165 31356966
Largest Losing Trade -30326 -26255 -30326 -17686925 -17686925 -9887693
Avg Bars in Trades 54 51 57 54 51 57
Avg Bars in Winners 133 148 125 133 148 125
Avg Bars in Losers 21 26 16 21 26 16
Bars Traded 7252 3458 3794 7252 3458 3794
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 346198 -144573 -352055 10584 -155304 -117854
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758947836133,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 107,
            "offset": 0,
            "a": 0.76583
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            2319839.2087258296,
            2134388.5026540663,
            185450.706071763,
            42655823.3971521,
            16012072.714919724,
            26643750.682232402
        ],
        [
            2319.839209,
            2134.388503,
            185.450706,
            42655.823397,
            16012.072715,
            26643.750682
        ],
        [
            1.242383,
            1.143065,
            0.099318,
            0.324966,
            0.272544,
            0.299759
        ],
        [
            465.523739,
            465.523739,
            465.523739,
            465.523739,
            465.523739,
            465.523739
        ],
        [
            -102941,
            -69724,
            -92809,
            -43957355,
            -21308332,
            -22649023
        ],
        [
            5.037839,
            7.67012,
            1.728594,
            1.365629,
            1.251936,
            1.501688
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            39,
            14,
            25,
            39,
            14,
            25
        ],
        [
            94,
            53,
            41,
            94,
            53,
            41
        ],
        [
            29.323308,
            20.895522,
            37.878788,
            29.323308,
            20.895522,
            37.878788
        ],
        [
            12.142483,
            29.036882,
            2.834894,
            3.291516,
            4.739473,
            2.462769
        ],
        [
            1330278,
            1330278,
            67443,
            33315165,
            33315165,
            31356966
        ],
        [
            -30326,
            -26255,
            -30326,
            -17686925,
            -17686925,
            -9887693
        ],
        [
            54,
            51,
            57,
            54,
            51,
            57
        ],
        [
            133,
            148,
            125,
            133,
            148,
            125
        ],
        [
            21,
            26,
            16,
            21,
            26,
            16
        ],
        [
            7252,
            3458,
            3794,
            7252,
            3458,
            3794
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346198,
            -144573,
            -352055,
            10584,
            -155304,
            -117854
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758947836133,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 107,
            "offset": 0,
            "a": 0.76583
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)