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Trade: SAND/USDT/360/VWAP/EMA/9648

Strategy
SAND/USDT/360/VWAP/EMA/9648
Pair
SAND_USDT
Interval
6h
Score
532454
Daily Profit
0.185834
Profit Factor
3.481489
Profitability
49.450549
Streak
29.835391
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-05 23:02
Expiration Time
2025-12-01 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1985590.8502 -169996.4445 -1815594.4058 -65732.4682 3170927.0123 -3236659.4805
Total P&L (%) -1985.5909 -169.9964 -1815.5944 -65.7325 3170.927 -3236.6595
Avg Daily Profit (%) -1.057 -0.0905 -0.9665 -0.057 0.1858 0
Buy And Hold Return (%) 536.54 536.54 536.54 536.54 536.54 536.54
Max Trade Drawdown -2120683 -255671 -1894593 -3659379 -509432 -3627445
Profit Factor 0.2251 0.6217 0.1407 0.9912 3.4815 0.4745
Total Trades 182 91 91 182 91 91
Winning Trades 136 63 73 84 45 39
Losing Trades 46 28 18 98 46 52
Profitability (%) 74.7253 69.2308 80.2198 46.1538 49.4505 42.8571
Ratio Avg Win / Avg Loss 0.0761 0.2763 0.0347 1.1564 3.5589 0.6327
Largest Winning Trade 25451 25451 16313 2035467 1765175 2035467
Largest Losing Trade -1146611 -60580 -1146611 -2701751 -374250 -2701751
Avg Bars in Trades 40 47 33 40 47 33
Avg Bars in Winners 13 11 15 53 68 35
Avg Bars in Losers 118 126 105 28 26 31
Bars Traded 7304 4293 3011 7304 4293 3011
Profit Streak 29.8354 29.8354 67.8354 29.8354 29.8354 67.8354
Trades During Streak 6 3 7 6 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575048 -576852 -575315 -578082 532454 -582280
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759694577824,
    "expiration_time": 1764556272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 129,
            "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": [
        [
            -1985590.8502474518,
            -169996.444491696,
            -1815594.4057557564,
            -65732.4682055895,
            3170927.012268435,
            -3236659.480474026
        ],
        [
            -1985.59085,
            -169.996444,
            -1815.594406,
            -65.732468,
            3170.927012,
            -3236.65948
        ],
        [
            -1.057009,
            -0.090496,
            -0.966513,
            -0.056996,
            0.185834,
            0
        ],
        [
            536.539998,
            536.539998,
            536.539998,
            536.539998,
            536.539998,
            536.539998
        ],
        [
            -2120683,
            -255671,
            -1894593,
            -3659379,
            -509432,
            -3627445
        ],
        [
            0.225071,
            0.621691,
            0.140721,
            0.991161,
            3.481489,
            0.474489
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            136,
            63,
            73,
            84,
            45,
            39
        ],
        [
            46,
            28,
            18,
            98,
            46,
            52
        ],
        [
            74.725275,
            69.230769,
            80.21978,
            46.153846,
            49.450549,
            42.857143
        ],
        [
            0.076127,
            0.276307,
            0.034698,
            1.156355,
            3.558855,
            0.632652
        ],
        [
            25451,
            25451,
            16313,
            2035467,
            1765175,
            2035467
        ],
        [
            -1146611,
            -60580,
            -1146611,
            -2701751,
            -374250,
            -2701751
        ],
        [
            40,
            47,
            33,
            40,
            47,
            33
        ],
        [
            13,
            11,
            15,
            53,
            68,
            35
        ],
        [
            118,
            126,
            105,
            28,
            26,
            31
        ],
        [
            7304,
            4293,
            3011,
            7304,
            4293,
            3011
        ],
        [
            29.835391,
            29.835391,
            67.835391,
            29.835391,
            29.835391,
            67.835391
        ],
        [
            6,
            3,
            7,
            6,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575048,
            -576852,
            -575315,
            -578082,
            532454,
            -582280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759694577824,
    "expiration_time": 1764556272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 129,
            "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)