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Trade: SAND/USDT/720/LINREG/VWMA/2187

Strategy
SAND/USDT/720/LINREG/VWMA/2187
Pair
SAND_USDT
Interval
12h
Score
544500
Daily Profit
0.249737
Profit Factor
3.297515
Profitability
52.777778
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-28 01:16
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 -1141883.3081 27155.1572 -1169038.4653 -272053.4848 -10714749.1053 10442695.6205
Total P&L (%) -1141.8833 27.1552 -1169.0385 -272.0535 -10714.7491 10442.6956
Avg Daily Profit (%) -0.6115 0.0145 -0.626 0 0 0.2497
Buy And Hold Return (%) 675.5618 675.5618 675.5618 675.5618 675.5618 675.5618
Max Trade Drawdown -1264350 -163980 -1254495 -13293482 -12981266 -1954935
Profit Factor 0.3071 1.1033 0.156 0.9871 0.3554 3.2975
Total Trades 71 35 36 71 35 36
Winning Trades 57 28 29 35 16 19
Losing Trades 14 7 7 36 19 17
Profitability (%) 80.2817 80 80.5556 49.2958 45.7143 52.7778
Ratio Avg Win / Avg Loss 0.0754 0.2758 0.0377 1.0154 0.4221 2.9504
Largest Winning Trade 31491 31491 22982 11267625 2526795 11267625
Largest Losing Trade -851554 -70163 -851554 -9206515 -9206515 -1437694
Avg Bars in Trades 49 63 35 49 63 35
Avg Bars in Winners 15 18 12 35 38 33
Avg Bars in Losers 189 246 131 63 85 38
Bars Traded 3526 2235 1291 3526 2235 1291
Profit Streak 60.4281 141.4281 60.4281 0 0 0
Trades During Streak 8 7 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -666246 -442403 -575386 -670662 -582454 544500
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": 1605787200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759011384750,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "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": [
        [
            -1141883.3080522933,
            27155.1572339659,
            -1169038.465286259,
            -272053.4847794364,
            -10714749.105320323,
            10442695.620540882
        ],
        [
            -1141.883308,
            27.155157,
            -1169.038465,
            -272.053485,
            -10714.749105,
            10442.695621
        ],
        [
            -0.61145,
            0.014541,
            -0.625991,
            0,
            0,
            0.249737
        ],
        [
            675.561798,
            675.561798,
            675.561798,
            675.561798,
            675.561798,
            675.561798
        ],
        [
            -1264350,
            -163980,
            -1254495,
            -13293482,
            -12981266,
            -1954935
        ],
        [
            0.30711,
            1.1033,
            0.156004,
            0.987148,
            0.355432,
            3.297515
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            57,
            28,
            29,
            35,
            16,
            19
        ],
        [
            14,
            7,
            7,
            36,
            19,
            17
        ],
        [
            80.28169,
            80,
            80.555556,
            49.295775,
            45.714286,
            52.777778
        ],
        [
            0.07543,
            0.275825,
            0.037656,
            1.015352,
            0.422076,
            2.950408
        ],
        [
            31491,
            31491,
            22982,
            11267625,
            2526795,
            11267625
        ],
        [
            -851554,
            -70163,
            -851554,
            -9206515,
            -9206515,
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        ],
        [
            49,
            63,
            35,
            49,
            63,
            35
        ],
        [
            15,
            18,
            12,
            35,
            38,
            33
        ],
        [
            189,
            246,
            131,
            63,
            85,
            38
        ],
        [
            3526,
            2235,
            1291,
            3526,
            2235,
            1291
        ],
        [
            60.428064,
            141.428064,
            60.428064,
            0,
            0,
            0
        ],
        [
            8,
            7,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
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        ],
        [
            -666246,
            -442403,
            -575386,
            -670662,
            -582454,
            544500
        ]
    ]
}
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": 1605787200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759011384750,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "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)