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Trade: SAND/USDT/480/VWMA/MIDPOINT/2766

Strategy
SAND/USDT/480/VWMA/MIDPOINT/2766
Pair
SAND_USDT
Interval
8h
Score
408170
Daily Profit
0.703679
Profit Factor
5.775332
Profitability
37.500000
Streak
96.445165
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 1277059.1602 1315176.5476 -38117.3874 145974.5759 333938.6707 -187964.0949
Total P&L (%) 1277.0592 1315.1765 -38.1174 145.9746 333.9387 -187.9641
Avg Daily Profit (%) 0.6833 0.7037 -0.0204 0.0482 0.0786 0
Buy And Hold Return (%) 577.2888 577.2888 577.2888 577.2888 577.2888 577.2888
Max Trade Drawdown -231800 -69386 -201555 -613024 -206359 -470686
Profit Factor 2.8179 5.7753 0.9107 1.0861 1.446 0.8016
Total Trades 65 32 33 65 32 33
Winning Trades 27 12 15 27 12 15
Losing Trades 38 20 18 38 20 18
Profitability (%) 41.5385 37.5 45.4545 41.5385 37.5 45.4545
Ratio Avg Win / Avg Loss 3.966 9.6256 1.0929 1.5285 2.4101 0.9619
Largest Winning Trade 1000864 1000864 52092 417583 417583 179633
Largest Losing Trade -61173 -31261 -61173 -260546 -181316 -260546
Avg Bars in Trades 81 96 66 81 96 66
Avg Bars in Winners 120 140 104 120 140 104
Avg Bars in Losers 54 70 35 54 70 35
Bars Traded 5304 3096 2208 5304 3096 2208
Profit Streak 83.4452 96.4452 83.4452 83.4452 96.4452 83.4452
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -126533 408170 -580345 -557714 -256082 -582012

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603180800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854462254,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 202,
            "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": [
        [
            1277059.1601817585,
            1315176.5475530236,
            -38117.3873712649,
            145974.5758713572,
            333938.6707252399,
            -187964.0948538828
        ],
        [
            1277.05916,
            1315.176548,
            -38.117387,
            145.974576,
            333.938671,
            -187.964095
        ],
        [
            0.683285,
            0.703679,
            -0.020395,
            0.048169,
            0.078561,
            0
        ],
        [
            577.288769,
            577.288769,
            577.288769,
            577.288769,
            577.288769,
            577.288769
        ],
        [
            -231800,
            -69386,
            -201555,
            -613024,
            -206359,
            -470686
        ],
        [
            2.817943,
            5.775332,
            0.910746,
            1.086061,
            1.446048,
            0.801623
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            41.538462,
            37.5,
            45.454545,
            41.538462,
            37.5,
            45.454545
        ],
        [
            3.965993,
            9.625554,
            1.092895,
            1.528531,
            2.41008,
            0.961947
        ],
        [
            1000864,
            1000864,
            52092,
            417583,
            417583,
            179633
        ],
        [
            -61173,
            -31261,
            -61173,
            -260546,
            -181316,
            -260546
        ],
        [
            81,
            96,
            66,
            81,
            96,
            66
        ],
        [
            120,
            140,
            104,
            120,
            140,
            104
        ],
        [
            54,
            70,
            35,
            54,
            70,
            35
        ],
        [
            5304,
            3096,
            2208,
            5304,
            3096,
            2208
        ],
        [
            83.445165,
            96.445165,
            83.445165,
            83.445165,
            96.445165,
            83.445165
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126533,
            408170,
            -580345,
            -557714,
            -256082,
            -582012
        ]
    ]
}
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": 1603180800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854462254,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 202,
            "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)