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Trade: SAND/USDT/480/VWAP/DEMA/1436

Strategy
SAND/USDT/480/VWAP/DEMA/1436
Pair
SAND_USDT
Interval
8h
Score
536826
Daily Profit
0.204524
Profit Factor
2.787519
Profitability
50.000000
Streak
96.272724
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-07 09:32
Expiration Time
2025-12-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2208466.4816 -110810.6412 -2097655.8404 -3972.9998 4557778.0461 -4561751.0459
Total P&L (%) -2208.4665 -110.8106 -2097.6558 -3.973 4557.778 -4561.751
Avg Daily Profit (%) -1.1747 -0.0589 -1.1158 -0.0022 0.2045 0
Buy And Hold Return (%) 627.2913 627.2913 627.2913 627.2913 627.2913 627.2913
Max Trade Drawdown -2338438 -238523 -2166144 -4607115 -1063995 -6497673
Profit Factor 0.233 0.7303 0.1503 0.9997 2.7875 0.5201
Total Trades 172 86 86 172 86 86
Winning Trades 128 59 69 76 43 33
Losing Trades 44 27 17 96 43 53
Profitability (%) 74.4186 68.6047 80.2326 44.186 50 38.3721
Ratio Avg Win / Avg Loss 0.0801 0.3342 0.037 1.2627 2.7875 0.8353
Largest Winning Trade 26722 26722 20091 2125149 1795249 2125149
Largest Losing Trade -1490637 -56699 -1490637 -2989573 -783170 -2989573
Avg Bars in Trades 31 29 33 31 29 33
Avg Bars in Winners 13 10 16 43 44 41
Avg Bars in Losers 82 71 99 21 13 28
Bars Traded 5375 2523 2852 5375 2523 2852
Profit Streak 67.2727 96.2727 67.2727 67.2727 96.2727 67.2727
Trades During Streak 13 8 6 13 8 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575008 -576573 -575371 -578768 536826 -584082
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759818763367,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 207,
            "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": [
        [
            -2208466.4815618084,
            -110810.6411599302,
            -2097655.840401878,
            -3972.9997521583,
            4557778.046114537,
            -4561751.045866697
        ],
        [
            -2208.466482,
            -110.810641,
            -2097.65584,
            -3.973,
            4557.778046,
            -4561.751046
        ],
        [
            -1.174716,
            -0.058942,
            -1.115774,
            -0.002156,
            0.204524,
            0
        ],
        [
            627.291274,
            627.291274,
            627.291274,
            627.291274,
            627.291274,
            627.291274
        ],
        [
            -2338438,
            -238523,
            -2166144,
            -4607115,
            -1063995,
            -6497673
        ],
        [
            0.233019,
            0.73025,
            0.150277,
            0.99967,
            2.787519,
            0.520109
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            128,
            59,
            69,
            76,
            43,
            33
        ],
        [
            44,
            27,
            17,
            96,
            43,
            53
        ],
        [
            74.418605,
            68.604651,
            80.232558,
            44.186047,
            50,
            38.372093
        ],
        [
            0.0801,
            0.334182,
            0.037025,
            1.262742,
            2.787519,
            0.835327
        ],
        [
            26722,
            26722,
            20091,
            2125149,
            1795249,
            2125149
        ],
        [
            -1490637,
            -56699,
            -1490637,
            -2989573,
            -783170,
            -2989573
        ],
        [
            31,
            29,
            33,
            31,
            29,
            33
        ],
        [
            13,
            10,
            16,
            43,
            44,
            41
        ],
        [
            82,
            71,
            99,
            21,
            13,
            28
        ],
        [
            5375,
            2523,
            2852,
            5375,
            2523,
            2852
        ],
        [
            67.272724,
            96.272724,
            67.272724,
            67.272724,
            96.272724,
            67.272724
        ],
        [
            13,
            8,
            6,
            13,
            8,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575008,
            -576573,
            -575371,
            -578768,
            536826,
            -584082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759818763367,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 207,
            "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)