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Trade: SAND/USDT/720/VWAP/T3/3676

Strategy
SAND/USDT/720/VWAP/T3/3676
Pair
SAND_USDT
Interval
12h
Score
713927
Daily Profit
0.292641
Profit Factor
4.031141
Profitability
68.965517
Streak
250.000237
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 15:00
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1470916.2222 -43080.8222 -1427835.4 765898.8103 -23305878.0808 24071776.8911
Total P&L (%) -1470.9162 -43.0808 -1427.8354 765.8988 -23305.8781 24071.7769
Avg Daily Profit (%) -0.7832 -0.0229 -0.7603 0.115 0 0.2926
Buy And Hold Return (%) 639.3468 639.3468 639.3468 639.3468 639.3468 639.3468
Max Trade Drawdown -1647688 -178457 -1536413 -22287806 -23576680 -4394168
Profit Factor 0.2066 0.7985 0.1294 1.0228 0.0923 4.0311
Total Trades 57 28 29 57 28 29
Winning Trades 43 21 22 37 17 20
Losing Trades 14 7 7 20 11 9
Profitability (%) 75.4386 75 75.8621 64.9123 60.7143 68.9655
Ratio Avg Win / Avg Loss 0.0673 0.2662 0.0412 0.5529 0.0598 1.814
Largest Winning Trade 30022 30022 28090 27192084 1246393 27192084
Largest Losing Trade -929141 -59689 -929141 -13500447 -13500447 -2832589
Avg Bars in Trades 61 73 51 61 73 51
Avg Bars in Winners 18 14 22 27 10 42
Avg Bars in Losers 194 247 141 124 169 70
Bars Traded 3528 2044 1484 3528 2044 1484
Profit Streak 148.5002 148.5002 250.0002 148.5002 148.5002 250.0002
Trades During Streak 19 9 10 19 9 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -755245 -597057 -575966 -516209 -598909 713927
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759665620486,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 78,
            "offset": 66,
            "a": 0.44287
        }
    }
}
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": [
        [
            -1470916.2222393318,
            -43080.8222081267,
            -1427835.4000312048,
            765898.8103091241,
            -23305878.080793228,
            24071776.89110234
        ],
        [
            -1470.916222,
            -43.080822,
            -1427.8354,
            765.89881,
            -23305.878081,
            24071.776891
        ],
        [
            -0.783235,
            -0.02294,
            -0.760296,
            0.115007,
            0,
            0.292641
        ],
        [
            639.346756,
            639.346756,
            639.346756,
            639.346756,
            639.346756,
            639.346756
        ],
        [
            -1647688,
            -178457,
            -1536413,
            -22287806,
            -23576680,
            -4394168
        ],
        [
            0.206598,
            0.798543,
            0.129417,
            1.022782,
            0.092342,
            4.031141
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            43,
            21,
            22,
            37,
            17,
            20
        ],
        [
            14,
            7,
            7,
            20,
            11,
            9
        ],
        [
            75.438596,
            75,
            75.862069,
            64.912281,
            60.714286,
            68.965517
        ],
        [
            0.067265,
            0.266181,
            0.041178,
            0.552855,
            0.059751,
            1.814013
        ],
        [
            30022,
            30022,
            28090,
            27192084,
            1246393,
            27192084
        ],
        [
            -929141,
            -59689,
            -929141,
            -13500447,
            -13500447,
            -2832589
        ],
        [
            61,
            73,
            51,
            61,
            73,
            51
        ],
        [
            18,
            14,
            22,
            27,
            10,
            42
        ],
        [
            194,
            247,
            141,
            124,
            169,
            70
        ],
        [
            3528,
            2044,
            1484,
            3528,
            2044,
            1484
        ],
        [
            148.500237,
            148.500237,
            250.000237,
            148.500237,
            148.500237,
            250.000237
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -755245,
            -597057,
            -575966,
            -516209,
            -598909,
            713927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759665620486,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 78,
            "offset": 66,
            "a": 0.44287
        }
    }
}

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)