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Trade: SAND/USDT/720/HILO/VWMA/5710

Strategy
SAND/USDT/720/HILO/VWMA/5710
Pair
SAND_USDT
Interval
12h
Score
400028
Daily Profit
0.194904
Profit Factor
1.584308
Profitability
48.484848
Streak
5.803833
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 22:17
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 937567.6913 828023.4278 109544.2635 5518274.8968 1823232.4881 3695042.4087
Total P&L (%) 937.5677 828.0234 109.5443 5518.2749 1823.2325 3695.0424
Avg Daily Profit (%) 0.502 0.4434 0.0587 0.216 0.1584 0.1949
Buy And Hold Return (%) 475.1844 475.1844 475.1844 475.1844 475.1844 475.1844
Max Trade Drawdown -139849 -104677 -164017 -2087659 -2774758 -1173774
Profit Factor 1.8901 2.5842 1.2064 1.396 1.2395 1.5843
Total Trades 265 133 132 265 133 132
Winning Trades 112 48 64 112 48 64
Losing Trades 153 85 68 153 85 68
Profitability (%) 42.2642 36.0902 48.4848 42.2642 36.0902 48.4848
Ratio Avg Win / Avg Loss 2.582 4.5761 1.2818 1.907 2.195 1.6833
Largest Winning Trade 211202 211202 49148 3162014 3162014 1543531
Largest Losing Trade -35097 -35097 -33904 -671728 -671728 -620298
Avg Bars in Trades 13 14 13 13 14 13
Avg Bars in Winners 21 24 19 21 24 19
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 3705 1970 1735 3705 1970 1735
Profit Streak 0 0 5.8038 0 0 5.8038
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 208607 39857 -280676 310011 29080 400028

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": 1598356800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827851146,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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": [
        [
            937567.6912844129,
            828023.4277556633,
            109544.2635287498,
            5518274.896808823,
            1823232.4880833349,
            3695042.4087254936
        ],
        [
            937.567691,
            828.023428,
            109.544264,
            5518.274897,
            1823.232488,
            3695.042409
        ],
        [
            0.502044,
            0.443386,
            0.058658,
            0.215955,
            0.158444,
            0.194904
        ],
        [
            475.184367,
            475.184367,
            475.184367,
            475.184367,
            475.184367,
            475.184367
        ],
        [
            -139849,
            -104677,
            -164017,
            -2087659,
            -2774758,
            -1173774
        ],
        [
            1.890075,
            2.584174,
            1.206425,
            1.395994,
            1.239538,
            1.584308
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            112,
            48,
            64,
            112,
            48,
            64
        ],
        [
            153,
            85,
            68,
            153,
            85,
            68
        ],
        [
            42.264151,
            36.090226,
            48.484848,
            42.264151,
            36.090226,
            48.484848
        ],
        [
            2.581978,
            4.576142,
            1.281827,
            1.907027,
            2.195015,
            1.683327
        ],
        [
            211202,
            211202,
            49148,
            3162014,
            3162014,
            1543531
        ],
        [
            -35097,
            -35097,
            -33904,
            -671728,
            -671728,
            -620298
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            21,
            24,
            19,
            21,
            24,
            19
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            3705,
            1970,
            1735,
            3705,
            1970,
            1735
        ],
        [
            0,
            0,
            5.803833,
            0,
            0,
            5.803833
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            208607,
            39857,
            -280676,
            310011,
            29080,
            400028
        ]
    ]
}
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": 1598356800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827851146,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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)