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Trade: SAND/USDT/480/VWAP/RMA/6462

Strategy
SAND/USDT/480/VWAP/RMA/6462
Pair
SAND_USDT
Interval
8h
Score
660167
Daily Profit
0.290222
Profit Factor
3.682194
Profitability
79.591837
Streak
255.778469
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 05:41
Expiration Time
2025-11-21 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1477667.7098 -36940.4752 -1440727.2346 54480.9873 -22352000.8169 22406481.8043
Total P&L (%) -1477.6677 -36.9405 -1440.7272 54.481 -22352.0008 22406.4818
Avg Daily Profit (%) -0.7906 -0.0198 -0.7709 0.0233 0 0.2902
Buy And Hold Return (%) 523.2985 523.2985 523.2985 523.2985 523.2985 523.2985
Max Trade Drawdown -1637067 -202189 -1535598 -21924015 -22453512 -4758601
Profit Factor 0.2438 0.8628 0.145 1.0015 0.1861 3.6822
Total Trades 97 48 49 97 48 49
Winning Trades 73 32 41 67 28 39
Losing Trades 24 16 8 30 20 10
Profitability (%) 75.2577 66.6667 83.6735 69.0722 58.3333 79.5918
Ratio Avg Win / Avg Loss 0.0802 0.4314 0.0283 0.4484 0.1329 0.9442
Largest Winning Trade 43534 43534 31920 19991306 1363013 19991306
Largest Losing Trade -921320 -73649 -921320 -16210488 -16210488 -2329766
Avg Bars in Trades 56 70 42 56 70 42
Avg Bars in Winners 12 14 11 22 20 24
Avg Bars in Losers 188 181 201 130 139 113
Bars Traded 5439 3363 2076 5439 3363 2076
Profit Streak 77.1118 77.1118 255.7785 77.1118 77.1118 255.7785
Trades During Streak 13 6 12 13 6 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575276 -577014 -574889 -543376 -578094 660167

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854459750,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 120,
            "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": [
        [
            -1477667.7097574237,
            -36940.4751516241,
            -1440727.2346058,
            54480.987309384,
            -22352000.816946108,
            22406481.804255508
        ],
        [
            -1477.66771,
            -36.940475,
            -1440.727235,
            54.480987,
            -22352.000817,
            22406.481804
        ],
        [
            -0.790619,
            -0.019765,
            -0.770855,
            0.023272,
            0,
            0.290222
        ],
        [
            523.298467,
            523.298467,
            523.298467,
            523.298467,
            523.298467,
            523.298467
        ],
        [
            -1637067,
            -202189,
            -1535598,
            -21924015,
            -22453512,
            -4758601
        ],
        [
            0.243844,
            0.862754,
            0.144983,
            1.001521,
            0.186081,
            3.682194
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            73,
            32,
            41,
            67,
            28,
            39
        ],
        [
            24,
            16,
            8,
            30,
            20,
            10
        ],
        [
            75.257732,
            66.666667,
            83.673469,
            69.072165,
            58.333333,
            79.591837
        ],
        [
            0.080168,
            0.431377,
            0.028289,
            0.448442,
            0.132915,
            0.944152
        ],
        [
            43534,
            43534,
            31920,
            19991306,
            1363013,
            19991306
        ],
        [
            -921320,
            -73649,
            -921320,
            -16210488,
            -16210488,
            -2329766
        ],
        [
            56,
            70,
            42,
            56,
            70,
            42
        ],
        [
            12,
            14,
            11,
            22,
            20,
            24
        ],
        [
            188,
            181,
            201,
            130,
            139,
            113
        ],
        [
            5439,
            3363,
            2076,
            5439,
            3363,
            2076
        ],
        [
            77.111803,
            77.111803,
            255.778469,
            77.111803,
            77.111803,
            255.778469
        ],
        [
            13,
            6,
            12,
            13,
            6,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575276,
            -577014,
            -574889,
            -543376,
            -578094,
            660167
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854459750,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 120,
            "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)