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Trade: SAND/USDT/480/VWAP/T3/6970

Strategy
SAND/USDT/480/VWAP/T3/6970
Pair
SAND_USDT
Interval
8h
Score
703259
Daily Profit
0.363539
Profit Factor
3.640436
Profitability
72.727273
Streak
248.868546
Best Strategy
Training Data Length
1882.330000
Evaluation Time
2025-10-09 15:50
Expiration Time
2025-12-04 21:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -854035.5587 125391.0422 -979426.6008 8544497.4696 -83930187.3509 92474684.8205
Total P&L (%) -854.0356 125.391 -979.4266 8544.4975 -83930.1874 92474.6848
Avg Daily Profit (%) -0.4537 0.0666 -0.5203 0.2372 0 0.3635
Buy And Hold Return (%) 434.4888 434.4888 434.4888 434.4888 434.4888 434.4888
Max Trade Drawdown -1120678 -158602 -1110794 -106648656 -91591434 -15057222
Profit Factor 0.3977 1.6937 0.2084 1.0605 0.2101 3.6404
Total Trades 65 32 33 65 32 33
Winning Trades 55 28 27 47 23 24
Losing Trades 10 4 6 18 9 9
Profitability (%) 84.6154 87.5 81.8182 72.3077 71.875 72.7273
Ratio Avg Win / Avg Loss 0.0723 0.242 0.0463 0.4061 0.0822 1.3652
Largest Winning Trade 42672 42672 26610 115663763 15703603 115663763
Largest Losing Trade -584431 -79208 -584431 -76778263 -76778263 -14096486
Avg Bars in Trades 81 102 62 81 102 62
Avg Bars in Winners 16 19 13 26 16 36
Avg Bars in Losers 443 682 283 225 320 131
Bars Traded 5325 3265 2060 5325 3265 2060
Profit Streak 88.2019 88.2019 248.8685 88.2019 88.2019 248.8685
Trades During Streak 17 8 9 17 8 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -710701 -263167 -575245 -278678 -576395 703259
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5647,
    "evaluation_days": 1882.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760014242365,
    "expiration_time": 1764875808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 177,
            "offset": 0,
            "a": 0.05581
        }
    }
}
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": [
        [
            -854035.5586700725,
            125391.0421567716,
            -979426.6008268441,
            8544497.469596501,
            -83930187.35093439,
            92474684.82053088
        ],
        [
            -854.035559,
            125.391042,
            -979.426601,
            8544.49747,
            -83930.187351,
            92474.684821
        ],
        [
            -0.453712,
            0.066615,
            -0.520327,
            0.237195,
            0,
            0.363539
        ],
        [
            434.488763,
            434.488763,
            434.488763,
            434.488763,
            434.488763,
            434.488763
        ],
        [
            -1120678,
            -158602,
            -1110794,
            -106648656,
            -91591434,
            -15057222
        ],
        [
            0.3977,
            1.693746,
            0.208361,
            1.060481,
            0.210087,
            3.640436
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            55,
            28,
            27,
            47,
            23,
            24
        ],
        [
            10,
            4,
            6,
            18,
            9,
            9
        ],
        [
            84.615385,
            87.5,
            81.818182,
            72.307692,
            71.875,
            72.727273
        ],
        [
            0.072309,
            0.241964,
            0.046302,
            0.406142,
            0.082208,
            1.365163
        ],
        [
            42672,
            42672,
            26610,
            115663763,
            15703603,
            115663763
        ],
        [
            -584431,
            -79208,
            -584431,
            -76778263,
            -76778263,
            -14096486
        ],
        [
            81,
            102,
            62,
            81,
            102,
            62
        ],
        [
            16,
            19,
            13,
            26,
            16,
            36
        ],
        [
            443,
            682,
            283,
            225,
            320,
            131
        ],
        [
            5325,
            3265,
            2060,
            5325,
            3265,
            2060
        ],
        [
            88.201879,
            88.201879,
            248.868546,
            88.201879,
            88.201879,
            248.868546
        ],
        [
            17,
            8,
            9,
            17,
            8,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -710701,
            -263167,
            -575245,
            -278678,
            -576395,
            703259
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5647,
    "evaluation_days": 1882.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760014242365,
    "expiration_time": 1764875808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 177,
            "offset": 0,
            "a": 0.05581
        }
    }
}

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)