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Trade: SAND/USDT/720/VWAP/WMA/6454

Strategy
SAND/USDT/720/VWAP/WMA/6454
Pair
SAND_USDT
Interval
12h
Score
648624
Daily Profit
0.915055
Profit Factor
3.282053
Profitability
52.531646
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 11:40
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 1708864.4621 1537669.779 171194.6831 -10501011.7706 -2215421.3998 -8285590.3708
Total P&L (%) 1708.8645 1537.6698 171.1947 -10501.0118 -2215.4214 -8285.5904
Avg Daily Profit (%) 0.9151 0.8234 0.0917 0 0 0
Buy And Hold Return (%) 538.4258 538.4258 538.4258 538.4258 538.4258 538.4258
Max Trade Drawdown -145092 -103718 -117973 -13838078 -7179960 -10244378
Profit Factor 3.2821 4.8035 1.4969 0.7954 0.9184 0.6574
Total Trades 158 79 79 158 79 79
Winning Trades 83 39 44 74 40 34
Losing Trades 75 40 35 84 39 45
Profitability (%) 52.5316 49.3671 55.6962 46.8354 50.6329 43.038
Ratio Avg Win / Avg Loss 2.9657 4.9266 1.1907 0.9029 0.8954 0.87
Largest Winning Trade 738536 738536 50271 4460572 3690234 4460572
Largest Losing Trade -112254 -37460 -112254 -4691209 -4691209 -2538869
Avg Bars in Trades 22 25 18 22 25 18
Avg Bars in Winners 29 31 26 13 18 8
Avg Bars in Losers 14 18 9 29 32 27
Bars Traded 3477 1981 1496 3477 1981 1496
Profit Streak 0 0 8.8613 5.8613 12.8613 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 648624 -9328 -260342 -580203 -606294 -610165
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": 1607256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758962415521,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 75
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "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": [
        [
            1708864.462108334,
            1537669.7790297528,
            171194.6830785826,
            -10501011.7706252,
            -2215421.3998314086,
            -8285590.3707937915
        ],
        [
            1708.864462,
            1537.669779,
            171.194683,
            -10501.011771,
            -2215.4214,
            -8285.590371
        ],
        [
            0.915055,
            0.823384,
            0.091671,
            0,
            0,
            0
        ],
        [
            538.425787,
            538.425787,
            538.425787,
            538.425787,
            538.425787,
            538.425787
        ],
        [
            -145092,
            -103718,
            -117973,
            -13838078,
            -7179960,
            -10244378
        ],
        [
            3.282053,
            4.803474,
            1.496868,
            0.79539,
            0.918373,
            0.657357
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            83,
            39,
            44,
            74,
            40,
            34
        ],
        [
            75,
            40,
            35,
            84,
            39,
            45
        ],
        [
            52.531646,
            49.367089,
            55.696203,
            46.835443,
            50.632911,
            43.037975
        ],
        [
            2.965711,
            4.92664,
            1.190691,
            0.902875,
            0.895413,
            0.870031
        ],
        [
            738536,
            738536,
            50271,
            4460572,
            3690234,
            4460572
        ],
        [
            -112254,
            -37460,
            -112254,
            -4691209,
            -4691209,
            -2538869
        ],
        [
            22,
            25,
            18,
            22,
            25,
            18
        ],
        [
            29,
            31,
            26,
            13,
            18,
            8
        ],
        [
            14,
            18,
            9,
            29,
            32,
            27
        ],
        [
            3477,
            1981,
            1496,
            3477,
            1981,
            1496
        ],
        [
            0,
            0,
            8.861291,
            5.861291,
            12.861291,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            648624,
            -9328,
            -260342,
            -580203,
            -606294,
            -610165
        ]
    ]
}
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": 1607256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758962415521,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 75
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "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)