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Trade: SAND/USDT/480/VWAP/SSF/1523

Strategy
SAND/USDT/480/VWAP/SSF/1523
Pair
SAND_USDT
Interval
8h
Score
533614
Daily Profit
0.211918
Profit Factor
2.836064
Profitability
51.190476
Streak
91.896358
Best Strategy
Training Data Length
1881.670000
Evaluation Time
2025-10-09 00:30
Expiration Time
2025-12-04 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2141824.5741 -130860.4065 -2010964.1676 94703.4928 5269787.5424 -5175084.0497
Total P&L (%) -2141.8246 -130.8604 -2010.9642 94.7035 5269.7875 -5175.0841
Avg Daily Profit (%) -1.1383 -0.0695 -1.0687 0.0354 0.2119 0
Buy And Hold Return (%) 303.5346 303.5346 303.5346 303.5346 303.5346 303.5346
Max Trade Drawdown -2223848 -225769 -2060028 -5417277 -851498 -6706434
Profit Factor 0.235 0.6992 0.1496 1.0077 2.8361 0.4535
Total Trades 169 84 85 169 84 85
Winning Trades 120 57 63 74 43 31
Losing Trades 49 27 22 95 41 54
Profitability (%) 71.0059 67.8571 74.1176 43.787 51.1905 36.4706
Ratio Avg Win / Avg Loss 0.096 0.3312 0.0522 1.2936 2.7042 0.79
Largest Winning Trade 25235 25235 18924 2130306 2130306 1253445
Largest Losing Trade -1308332 -55411 -1308332 -4093340 -851498 -4093340
Avg Bars in Trades 32 36 28 32 36 28
Avg Bars in Winners 12 12 12 44 52 34
Avg Bars in Losers 80 84 74 22 18 25
Bars Traded 5478 3026 2452 5478 3026 2452
Profit Streak 70.563 91.8964 70.563 70.563 91.8964 70.563
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575520 -577070 -575942 -523328 533614 -584608
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5645,
    "evaluation_days": 1881.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759959045310,
    "expiration_time": 1764816480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -2141824.574146813,
            -130860.4065224222,
            -2010964.1676243905,
            94703.4927882919,
            5269787.542438306,
            -5175084.049650013
        ],
        [
            -2141.824574,
            -130.860407,
            -2010.964168,
            94.703493,
            5269.787542,
            -5175.08405
        ],
        [
            -1.138257,
            -0.069545,
            -1.068712,
            0.035417,
            0.211918,
            0
        ],
        [
            303.53461,
            303.53461,
            303.53461,
            303.53461,
            303.53461,
            303.53461
        ],
        [
            -2223848,
            -225769,
            -2060028,
            -5417277,
            -851498,
            -6706434
        ],
        [
            0.235017,
            0.699248,
            0.149598,
            1.007674,
            2.836064,
            0.453545
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            120,
            57,
            63,
            74,
            43,
            31
        ],
        [
            49,
            27,
            22,
            95,
            41,
            54
        ],
        [
            71.005917,
            67.857143,
            74.117647,
            43.786982,
            51.190476,
            36.470588
        ],
        [
            0.095965,
            0.331223,
            0.05224,
            1.293636,
            2.704154,
            0.790046
        ],
        [
            25235,
            25235,
            18924,
            2130306,
            2130306,
            1253445
        ],
        [
            -1308332,
            -55411,
            -1308332,
            -4093340,
            -851498,
            -4093340
        ],
        [
            32,
            36,
            28,
            32,
            36,
            28
        ],
        [
            12,
            12,
            12,
            44,
            52,
            34
        ],
        [
            80,
            84,
            74,
            22,
            18,
            25
        ],
        [
            5478,
            3026,
            2452,
            5478,
            3026,
            2452
        ],
        [
            70.563024,
            91.896358,
            70.563024,
            70.563024,
            91.896358,
            70.563024
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575520,
            -577070,
            -575942,
            -523328,
            533614,
            -584608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5645,
    "evaluation_days": 1881.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759959045310,
    "expiration_time": 1764816480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    }
}

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)