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Trade: SAND/USDT/60/VWMA/VWMA/9876

Strategy
SAND/USDT/60/VWMA/VWMA/9876
Pair
SAND_USDT
Interval
1h
Score
361874
Daily Profit
0.268621
Profit Factor
1.536285
Profitability
44.134078
Streak
21.933525
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 23:24
Expiration Time
2025-12-13 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279814.2027 182582.7761 97231.4266 278870.3994 160507.0877 118363.3117
Total P&L (%) 279.8142 182.5828 97.2314 278.8704 160.5071 118.3633
Avg Daily Profit (%) 0.2686 0.1753 0.0933 0.128 0.092 0.075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69879 -75712 -59577 -323699 -331359 -277954
Profit Factor 1.5363 1.6713 1.3892 1.142 1.1571 1.1257
Total Trades 179 90 89 179 90 89
Winning Trades 79 34 45 79 34 45
Losing Trades 100 56 44 100 56 44
Profitability (%) 44.1341 37.7778 50.5618 44.1341 37.7778 50.5618
Ratio Avg Win / Avg Loss 1.9447 2.7528 1.3584 1.4456 1.9058 1.1006
Largest Winning Trade 159378 159378 32496 382189 382189 96932
Largest Losing Trade -19583 -19583 -19012 -118253 -106197 -118253
Avg Bars in Trades 137 134 139 137 134 139
Avg Bars in Winners 189 184 192 189 184 192
Avg Bars in Losers 96 103 86 96 103 86
Bars Traded 24562 12111 12452 24562 12111 12452
Profit Streak 21.9335 23.1002 0 21.9335 23.1002 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361874 217996 -67964 -87316 -121358 -175347
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669176000000,
    "first_datapoint_time": 1669867200000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759177456595,
    "expiration_time": 1765656000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 152,
            "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": [
        [
            279814.2027011398,
            182582.7760555323,
            97231.4266456074,
            278870.3994458664,
            160507.0877100705,
            118363.3117357958
        ],
        [
            279.814203,
            182.582776,
            97.231427,
            278.870399,
            160.507088,
            118.363312
        ],
        [
            0.268621,
            0.175279,
            0.093342,
            0.127956,
            0.091958,
            0.075003
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69879,
            -75712,
            -59577,
            -323699,
            -331359,
            -277954
        ],
        [
            1.536285,
            1.671334,
            1.389247,
            1.142003,
            1.157067,
            1.12566
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            79,
            34,
            45,
            79,
            34,
            45
        ],
        [
            100,
            56,
            44,
            100,
            56,
            44
        ],
        [
            44.134078,
            37.777778,
            50.561798,
            44.134078,
            37.777778,
            50.561798
        ],
        [
            1.944665,
            2.752785,
            1.358375,
            1.445573,
            1.905758,
            1.100645
        ],
        [
            159378,
            159378,
            32496,
            382189,
            382189,
            96932
        ],
        [
            -19583,
            -19583,
            -19012,
            -118253,
            -106197,
            -118253
        ],
        [
            137,
            134,
            139,
            137,
            134,
            139
        ],
        [
            189,
            184,
            192,
            189,
            184,
            192
        ],
        [
            96,
            103,
            86,
            96,
            103,
            86
        ],
        [
            24562,
            12111,
            12452,
            24562,
            12111,
            12452
        ],
        [
            21.933525,
            23.100192,
            0,
            21.933525,
            23.100192,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361874,
            217996,
            -67964,
            -87316,
            -121358,
            -175347
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669176000000,
    "first_datapoint_time": 1669867200000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759177456595,
    "expiration_time": 1765656000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 152,
            "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)