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Trade: SAND/USDT/120/SWMA/VWMA/9544

Strategy
SAND/USDT/120/SWMA/VWMA/9544
Pair
SAND_USDT
Interval
2h
Score
530321
Daily Profit
1.185163
Profit Factor
4.460399
Profitability
35.000000
Streak
0.000000
Best Strategy
Training Data Length
1885.080000
Evaluation Time
2025-10-13 04:38
Expiration Time
2025-12-19 22:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2234127.6157 2084833.0691 149294.5466 7810651.409 -1951982.6077 9762634.0167
Total P&L (%) 2234.1276 2084.8331 149.2945 7810.6514 -1951.9826 9762.634
Avg Daily Profit (%) 1.1852 1.106 0.0792 0.2321 0 0.2439
Buy And Hold Return (%) 366.37 366.37 366.37 366.37 366.37 366.37
Max Trade Drawdown -112011 -96278 -40967 -11180536 -10507190 -3566723
Profit Factor 4.4604 6.1133 1.6276 1.1528 0.9405 1.5323
Total Trades 100 50 50 100 50 50
Winning Trades 35 14 21 35 14 21
Losing Trades 65 36 29 65 36 29
Profitability (%) 35 28 42 35 28 42
Ratio Avg Win / Avg Loss 8.2836 15.7199 2.2476 2.1408 2.4184 2.116
Largest Winning Trade 1444686 1444686 56381 8147897 8147897 5440594
Largest Losing Trade -40063 -40063 -20183 -5287830 -5287830 -3523473
Avg Bars in Trades 222 224 221 222 224 221
Avg Bars in Winners 359 366 355 359 366 355
Avg Bars in Losers 149 169 124 149 169 124
Bars Traded 22290 11214 11076 22290 11214 11076
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530321 -175838 -433071 -48639 -774925 -172139
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22621,
    "evaluation_days": 1885.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760319511616,
    "expiration_time": 1766176963200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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": [
        [
            2234127.615672075,
            2084833.069061975,
            149294.5466101002,
            7810651.409006814,
            -1951982.6076662978,
            9762634.016673109
        ],
        [
            2234.127616,
            2084.833069,
            149.294547,
            7810.651409,
            -1951.982608,
            9762.634017
        ],
        [
            1.185163,
            1.105965,
            0.079198,
            0.232132,
            0,
            0.243859
        ],
        [
            366.370015,
            366.370015,
            366.370015,
            366.370015,
            366.370015,
            366.370015
        ],
        [
            -112011,
            -96278,
            -40967,
            -11180536,
            -10507190,
            -3566723
        ],
        [
            4.460399,
            6.113309,
            1.627551,
            1.152756,
            0.940472,
            1.532297
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            65,
            36,
            29,
            65,
            36,
            29
        ],
        [
            35,
            28,
            42,
            35,
            28,
            42
        ],
        [
            8.283598,
            15.719937,
            2.24757,
            2.140832,
            2.418357,
            2.116029
        ],
        [
            1444686,
            1444686,
            56381,
            8147897,
            8147897,
            5440594
        ],
        [
            -40063,
            -40063,
            -20183,
            -5287830,
            -5287830,
            -3523473
        ],
        [
            222,
            224,
            221,
            222,
            224,
            221
        ],
        [
            359,
            366,
            355,
            359,
            366,
            355
        ],
        [
            149,
            169,
            124,
            149,
            169,
            124
        ],
        [
            22290,
            11214,
            11076,
            22290,
            11214,
            11076
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530321,
            -175838,
            -433071,
            -48639,
            -774925,
            -172139
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22621,
    "evaluation_days": 1885.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760319511616,
    "expiration_time": 1766176963200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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)