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Trade: SAND/USDT/360/VWMA/ALMA/6765

Strategy
SAND/USDT/360/VWMA/ALMA/6765
Pair
SAND_USDT
Interval
6h
Score
352541
Daily Profit
0.258650
Profit Factor
1.343027
Profitability
52.380952
Streak
44.711445
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-25 14:04
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 -1557264.3452 109288.7581 -1666553.1033 -3620073.4527 -15958783.7483 12338710.2956
Total P&L (%) -1557.2643 109.2888 -1666.5531 -3620.0735 -15958.7837 12338.7103
Avg Daily Profit (%) -0.834 0.0585 -0.8925 0 0 0.2587
Buy And Hold Return (%) 574.6487 574.6487 574.6487 574.6487 574.6487 574.6487
Max Trade Drawdown -1708215 -107092 -1755242 -33218834 -17185619 -23701022
Profit Factor 0.3547 1.3253 0.1978 0.9555 0.6482 1.343
Total Trades 85 43 42 85 43 42
Winning Trades 49 23 26 44 22 22
Losing Trades 36 20 16 41 21 20
Profitability (%) 57.6471 53.4884 61.9048 51.7647 51.1628 52.381
Ratio Avg Win / Avg Loss 0.2606 1.1524 0.1217 0.8903 0.6188 1.2209
Largest Winning Trade 81696 81696 37478 15091306 9957264 15091306
Largest Losing Trade -1210429 -56269 -1210429 -12694504 -12694504 -11626595
Avg Bars in Trades 85 70 99 85 70 99
Avg Bars in Winners 63 53 71 74 68 80
Avg Bars in Losers 114 90 144 96 73 120
Bars Traded 7233 3047 4186 7233 3047 4186
Profit Streak 15.2114 30.2114 0 0 0 44.7114
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578975 -279263 -579191 -580322 -580576 352541

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": 1601661600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798268848,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 146,
            "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": [
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            109288.7581497527,
            -1666553.1033175695,
            -3620073.452696311,
            -15958783.748340435,
            12338710.295644116
        ],
        [
            -1557.264345,
            109.288758,
            -1666.553103,
            -3620.073453,
            -15958.783748,
            12338.710296
        ],
        [
            -0.833988,
            0.058529,
            -0.892517,
            0,
            0,
            0.25865
        ],
        [
            574.648748,
            574.648748,
            574.648748,
            574.648748,
            574.648748,
            574.648748
        ],
        [
            -1708215,
            -107092,
            -1755242,
            -33218834,
            -17185619,
            -23701022
        ],
        [
            0.354741,
            1.325276,
            0.197772,
            0.955493,
            0.648228,
            1.343027
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            49,
            23,
            26,
            44,
            22,
            22
        ],
        [
            36,
            20,
            16,
            41,
            21,
            20
        ],
        [
            57.647059,
            53.488372,
            61.904762,
            51.764706,
            51.162791,
            52.380952
        ],
        [
            0.260626,
            1.152414,
            0.121706,
            0.890346,
            0.618763,
            1.220934
        ],
        [
            81696,
            81696,
            37478,
            15091306,
            9957264,
            15091306
        ],
        [
            -1210429,
            -56269,
            -1210429,
            -12694504,
            -12694504,
            -11626595
        ],
        [
            85,
            70,
            99,
            85,
            70,
            99
        ],
        [
            63,
            53,
            71,
            74,
            68,
            80
        ],
        [
            114,
            90,
            144,
            96,
            73,
            120
        ],
        [
            7233,
            3047,
            4186,
            7233,
            3047,
            4186
        ],
        [
            15.211445,
            30.211445,
            0,
            0,
            0,
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        ],
        [
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            0,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
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        ],
        [
            -578975,
            -279263,
            -579191,
            -580322,
            -580576,
            352541
        ]
    ]
}
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": 1601661600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798268848,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 146,
            "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)