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Trade: SAND/USDT/120/SSF/VWMA/4951

Strategy
SAND/USDT/120/SSF/VWMA/4951
Pair
SAND_USDT
Interval
2h
Score
514670
Daily Profit
0.689597
Profit Factor
2.158795
Profitability
43.209877
Streak
39.603612
Best Strategy
Training Data Length
1878.170000
Evaluation Time
2025-10-06 05:29
Expiration Time
2025-12-12 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1295180.3293 1165314.0375 129866.2918 6554883.8662 -8670419.1235 15225302.9897
Total P&L (%) 1295.1803 1165.314 129.8663 6554.8839 -8670.4191 15225.303
Avg Daily Profit (%) 0.6896 0.6205 0.0691 0.2238 0 0.2683
Buy And Hold Return (%) 319.2673 319.2673 319.2673 319.2673 319.2673 319.2673
Max Trade Drawdown -169575 -122182 -61656 -25578205 -20033013 -11388441
Profit Factor 2.1588 2.7562 1.2859 1.0507 0.8945 1.324
Total Trades 243 121 122 243 121 122
Winning Trades 105 46 59 105 46 59
Losing Trades 138 75 63 138 75 63
Profitability (%) 43.2099 38.0165 48.3607 43.2099 38.0165 48.3607
Ratio Avg Win / Avg Loss 2.8373 4.4938 1.3731 1.381 1.4584 1.4138
Largest Winning Trade 455307 455307 35671 17769173 17769173 5199845
Largest Losing Trade -46741 -46741 -28144 -8756624 -8756624 -4663919
Avg Bars in Trades 91 118 64 91 118 64
Avg Bars in Winners 121 170 82 121 170 82
Avg Bars in Losers 68 87 46 68 87 46
Bars Traded 22203 14385 7818 22203 14385 7818
Profit Streak 39.6036 40.8536 39.6036 39.6036 40.8536 39.6036
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 514670 376270 -266272 -156327 -583016 323000
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598695200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717752094,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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": [
        [
            1295180.3292599744,
            1165314.037476024,
            129866.2917839521,
            6554883.8662380325,
            -8670419.123486198,
            15225302.989724234
        ],
        [
            1295.180329,
            1165.314037,
            129.866292,
            6554.883866,
            -8670.419123,
            15225.30299
        ],
        [
            0.689597,
            0.620452,
            0.069145,
            0.223762,
            0,
            0.268284
        ],
        [
            319.2673,
            319.2673,
            319.2673,
            319.2673,
            319.2673,
            319.2673
        ],
        [
            -169575,
            -122182,
            -61656,
            -25578205,
            -20033013,
            -11388441
        ],
        [
            2.158795,
            2.756221,
            1.285948,
            1.050745,
            0.894505,
            1.324037
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            105,
            46,
            59,
            105,
            46,
            59
        ],
        [
            138,
            75,
            63,
            138,
            75,
            63
        ],
        [
            43.209877,
            38.016529,
            48.360656,
            43.209877,
            38.016529,
            48.360656
        ],
        [
            2.837274,
            4.493838,
            1.373131,
            1.380979,
            1.458431,
            1.413802
        ],
        [
            455307,
            455307,
            35671,
            17769173,
            17769173,
            5199845
        ],
        [
            -46741,
            -46741,
            -28144,
            -8756624,
            -8756624,
            -4663919
        ],
        [
            91,
            118,
            64,
            91,
            118,
            64
        ],
        [
            121,
            170,
            82,
            121,
            170,
            82
        ],
        [
            68,
            87,
            46,
            68,
            87,
            46
        ],
        [
            22203,
            14385,
            7818,
            22203,
            14385,
            7818
        ],
        [
            39.603612,
            40.853612,
            39.603612,
            39.603612,
            40.853612,
            39.603612
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514670,
            376270,
            -266272,
            -156327,
            -583016,
            323000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598695200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717752094,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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)