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Trade: SAND/USDT/480/VWAP/ALMA/4205

Strategy
SAND/USDT/480/VWAP/ALMA/4205
Pair
SAND_USDT
Interval
8h
Score
643711
Daily Profit
0.357756
Profit Factor
3.403985
Profitability
74.193548
Streak
0.000000
Best Strategy
Training Data Length
1869.330000
Evaluation Time
2025-09-26 17:30
Expiration Time
2025-11-21 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1620353.3113 56495.9303 -1676849.2417 3423928.0831 -75766976.7485 79190904.8316
Total P&L (%) -1620.3533 56.4959 -1676.8492 3423.9281 -75766.9767 79190.9048
Avg Daily Profit (%) -0.8668 0.0302 -0.897 0.1907 0 0.3578
Buy And Hold Return (%) 626.0496 626.0496 626.0496 626.0496 626.0496 626.0496
Max Trade Drawdown -1904091 -150805 -1804744 -77717979 -78994361 -17378873
Profit Factor 0.2509 1.2632 0.1394 1.0282 0.1455 3.404
Total Trades 62 31 31 62 31 31
Winning Trades 49 25 24 45 22 23
Losing Trades 13 6 7 17 9 8
Profitability (%) 79.0323 80.6452 77.4194 72.5806 70.9677 74.1935
Ratio Avg Win / Avg Loss 0.0666 0.3032 0.0406 0.3884 0.0595 1.184
Largest Winning Trade 42641 42641 33262 90290179 4372608 90290179
Largest Losing Trade -1009681 -67428 -1009681 -53350276 -53350276 -15853896
Avg Bars in Trades 86 99 72 86 99 72
Avg Bars in Winners 24 22 26 34 17 50
Avg Bars in Losers 319 421 232 224 302 136
Bars Traded 5357 3096 2261 5357 3096 2261
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 -735514 -316182 -577263 -339859 -578099 643711

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5608,
    "evaluation_days": 1869.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1604131200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758897051074,
    "expiration_time": 1763718912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 235,
            "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": [
        [
            -1620353.3113473016,
            56495.9303044115,
            -1676849.2416517134,
            3423928.0831115465,
            -75766976.74852109,
            79190904.83163264
        ],
        [
            -1620.353311,
            56.49593,
            -1676.849242,
            3423.928083,
            -75766.976749,
            79190.904832
        ],
        [
            -0.86681,
            0.030223,
            -0.897032,
            0.19074,
            0,
            0.357756
        ],
        [
            626.049576,
            626.049576,
            626.049576,
            626.049576,
            626.049576,
            626.049576
        ],
        [
            -1904091,
            -150805,
            -1804744,
            -77717979,
            -78994361,
            -17378873
        ],
        [
            0.250887,
            1.263212,
            0.139367,
            1.028154,
            0.145542,
            3.403985
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            49,
            25,
            24,
            45,
            22,
            23
        ],
        [
            13,
            6,
            7,
            17,
            9,
            8
        ],
        [
            79.032258,
            80.645161,
            77.419355,
            72.580645,
            70.967742,
            74.193548
        ],
        [
            0.066562,
            0.303171,
            0.040649,
            0.388414,
            0.05954,
            1.183995
        ],
        [
            42641,
            42641,
            33262,
            90290179,
            4372608,
            90290179
        ],
        [
            -1009681,
            -67428,
            -1009681,
            -53350276,
            -53350276,
            -15853896
        ],
        [
            86,
            99,
            72,
            86,
            99,
            72
        ],
        [
            24,
            22,
            26,
            34,
            17,
            50
        ],
        [
            319,
            421,
            232,
            224,
            302,
            136
        ],
        [
            5357,
            3096,
            2261,
            5357,
            3096,
            2261
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -735514,
            -316182,
            -577263,
            -339859,
            -578099,
            643711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5608,
    "evaluation_days": 1869.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1604131200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758897051074,
    "expiration_time": 1763718912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 235,
            "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)