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Trade: SAND/USDT/360/VWAP/KCB/4125

Strategy
SAND/USDT/360/VWAP/KCB/4125
Pair
SAND_USDT
Interval
6h
Score
557803
Daily Profit
0.163479
Profit Factor
3.677826
Profitability
51.685393
Streak
36.137465
Best Strategy
Training Data Length
1884.750000
Evaluation Time
2025-10-12 06:17
Expiration Time
2025-12-07 15:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1969395.7667 -167798.6089 -1801597.1578 -91732.947 2072902.2058 -2164635.1527
Total P&L (%) -1969.3958 -167.7986 -1801.5972 -91.7329 2072.9022 -2164.6352
Avg Daily Profit (%) -1.0449 -0.089 -0.9559 -0.1322 0.1635 0
Buy And Hold Return (%) 328.7403 328.7403 328.7403 328.7403 328.7403 328.7403
Max Trade Drawdown -2132193 -264848 -1893759 -4368407 -608138 -3760269
Profit Factor 0.2214 0.6198 0.1372 0.9827 3.6778 0.5225
Total Trades 179 89 90 179 89 90
Winning Trades 136 62 74 88 46 42
Losing Trades 43 27 16 91 43 48
Profitability (%) 75.9777 69.6629 82.2222 49.162 51.6854 46.6667
Ratio Avg Win / Avg Loss 0.07 0.2699 0.0297 1.0162 3.438 0.5971
Largest Winning Trade 25451 25451 16313 2126012 2072842 2126012
Largest Losing Trade -1146611 -60580 -1146611 -3225233 -446764 -3225233
Avg Bars in Trades 40 48 33 40 48 33
Avg Bars in Winners 14 13 15 52 65 37
Avg Bars in Losers 124 128 116 30 29 30
Bars Traded 7313 4299 3015 7313 4299 3015
Profit Streak 36.1375 36.1375 74.1375 36.1375 36.1375 74.1375
Trades During Streak 9 4 9 9 4 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574813 -576763 -575083 -576839 557803 -580762
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600408800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239077014,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -1969395.7667244626,
            -167798.6088929515,
            -1801597.1578315115,
            -91732.9469532754,
            2072902.2057870221,
            -2164635.152740298
        ],
        [
            -1969.395767,
            -167.798609,
            -1801.597158,
            -91.732947,
            2072.902206,
            -2164.635153
        ],
        [
            -1.044911,
            -0.08903,
            -0.955881,
            -0.132179,
            0.163479,
            0
        ],
        [
            328.740324,
            328.740324,
            328.740324,
            328.740324,
            328.740324,
            328.740324
        ],
        [
            -2132193,
            -264848,
            -1893759,
            -4368407,
            -608138,
            -3760269
        ],
        [
            0.221403,
            0.619763,
            0.137215,
            0.982715,
            3.677826,
            0.522473
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            136,
            62,
            74,
            88,
            46,
            42
        ],
        [
            43,
            27,
            16,
            91,
            43,
            48
        ],
        [
            75.977654,
            69.662921,
            82.222222,
            49.162011,
            51.685393,
            46.666667
        ],
        [
            0.070003,
            0.269897,
            0.029668,
            1.016217,
            3.437968,
            0.597113
        ],
        [
            25451,
            25451,
            16313,
            2126012,
            2072842,
            2126012
        ],
        [
            -1146611,
            -60580,
            -1146611,
            -3225233,
            -446764,
            -3225233
        ],
        [
            40,
            48,
            33,
            40,
            48,
            33
        ],
        [
            14,
            13,
            15,
            52,
            65,
            37
        ],
        [
            124,
            128,
            116,
            30,
            29,
            30
        ],
        [
            7313,
            4299,
            3015,
            7313,
            4299,
            3015
        ],
        [
            36.137465,
            36.137465,
            74.137465,
            36.137465,
            36.137465,
            74.137465
        ],
        [
            9,
            4,
            9,
            9,
            4,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574813,
            -576763,
            -575083,
            -576839,
            557803,
            -580762
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600408800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239077014,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)