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Trade: SAND/USDT/720/BBM/VWMA/5963

Strategy
SAND/USDT/720/BBM/VWMA/5963
Pair
SAND_USDT
Interval
12h
Score
496236
Daily Profit
0.944631
Profit Factor
4.521470
Profitability
35.555556
Streak
117.499403
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 14:59
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1595035.3757 1764098.6845 -169063.3088 -76776.4413 92960.1682 -169736.6095
Total P&L (%) 1595.0354 1764.0987 -169.0633 -76.7764 92.9602 -169.7366
Avg Daily Profit (%) 0.8541 0.9446 -0.0905 -0.0781 0.0352 0
Buy And Hold Return (%) 458.5451 458.5451 458.5451 458.5451 458.5451 458.5451
Max Trade Drawdown -229482 -207032 -183713 -522267 -384559 -289023
Profit Factor 2.7825 4.5215 0.5708 0.9415 1.1088 0.63
Total Trades 91 45 46 91 45 46
Winning Trades 31 16 15 31 16 15
Losing Trades 60 29 31 60 29 31
Profitability (%) 34.0659 35.5556 32.6087 34.0659 35.5556 32.6087
Ratio Avg Win / Avg Loss 5.3855 8.1952 1.1796 1.8223 2.0097 1.302
Largest Winning Trade 1527334 1527334 54779 430801 430801 89085
Largest Losing Trade -54611 -54611 -45361 -294842 -294842 -107028
Avg Bars in Trades 40 42 38 40 42 38
Avg Bars in Winners 62 67 57 62 67 57
Avg Bars in Losers 28 28 28 28 28 28
Bars Traded 3647 1896 1751 3647 1896 1751
Profit Streak 0 117.4994 0 0 117.4994 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355811 496236 -585801 -583954 -415944 -585801

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599609600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801548436,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 232,
            "offset": 0,
            "std": 3.44719
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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": [
        [
            1595035.3757278407,
            1764098.6844976707,
            -169063.3087698304,
            -76776.4413230612,
            92960.1681583082,
            -169736.6094813693
        ],
        [
            1595.035376,
            1764.098684,
            -169.063309,
            -76.776441,
            92.960168,
            -169.736609
        ],
        [
            0.854102,
            0.944631,
            -0.090529,
            -0.078149,
            0.035204,
            0
        ],
        [
            458.545072,
            458.545072,
            458.545072,
            458.545072,
            458.545072,
            458.545072
        ],
        [
            -229482,
            -207032,
            -183713,
            -522267,
            -384559,
            -289023
        ],
        [
            2.782503,
            4.52147,
            0.570768,
            0.941523,
            1.108827,
            0.629985
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            34.065934,
            35.555556,
            32.608696,
            34.065934,
            35.555556,
            32.608696
        ],
        [
            5.38549,
            8.195165,
            1.179586,
            1.822302,
            2.009749,
            1.301969
        ],
        [
            1527334,
            1527334,
            54779,
            430801,
            430801,
            89085
        ],
        [
            -54611,
            -54611,
            -45361,
            -294842,
            -294842,
            -107028
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            62,
            67,
            57,
            62,
            67,
            57
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            3647,
            1896,
            1751,
            3647,
            1896,
            1751
        ],
        [
            0,
            117.499403,
            0,
            0,
            117.499403,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355811,
            496236,
            -585801,
            -583954,
            -415944,
            -585801
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599609600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801548436,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 232,
            "offset": 0,
            "std": 3.44719
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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)