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Trade: SAND/USDT/240/VWMA/RMA/3723

Strategy
SAND/USDT/240/VWMA/RMA/3723
Pair
SAND_USDT
Interval
4h
Score
513318
Daily Profit
0.292385
Profit Factor
3.035000
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-27 03:58
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1987870.6187 -63598.7715 -1924271.8472 -510246.3492 23207355.3054 -23717601.6546
Total P&L (%) -1987.8706 -63.5988 -1924.2718 -510.2463 23207.3553 -23717.6017
Avg Daily Profit (%) -1.0646 -0.0341 -1.0306 0 0.2924 0
Buy And Hold Return (%) 444.2003 444.2003 444.2003 444.2003 444.2003 444.2003
Max Trade Drawdown -2094021 -162250 -1983653 -35237904 -4937007 -39117847
Profit Factor 0.2363 0.7967 0.1597 0.9914 3.035 0.5038
Total Trades 89 45 44 89 45 44
Winning Trades 53 24 29 38 22 16
Losing Trades 36 21 15 51 23 28
Profitability (%) 59.5506 53.3333 65.9091 42.6966 48.8889 36.3636
Ratio Avg Win / Avg Loss 0.1605 0.6971 0.0826 1.3305 3.173 0.8816
Largest Winning Trade 37487 34826 37487 20659504 20659504 10076941
Largest Losing Trade -1302598 -64663 -1302598 -17617878 -4937007 -17617878
Avg Bars in Trades 123 128 117 123 128 117
Avg Bars in Winners 75 83 69 176 180 170
Avg Bars in Losers 193 180 210 83 78 87
Bars Traded 10964 5783 5181 10964 5783 5181
Profit Streak 32.5407 32.5407 33.874 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578305 -579739 -578115 -581713 513318 -586022
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598299200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934717240,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 63,
            "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": [
        [
            -1987870.6187381367,
            -63598.7715285908,
            -1924271.847209546,
            -510246.3491839508,
            23207355.30542672,
            -23717601.654610675
        ],
        [
            -1987.870619,
            -63.598772,
            -1924.271847,
            -510.246349,
            23207.355305,
            -23717.601655
        ],
        [
            -1.064644,
            -0.034062,
            -1.030582,
            0,
            0.292385,
            0
        ],
        [
            444.200256,
            444.200256,
            444.200256,
            444.200256,
            444.200256,
            444.200256
        ],
        [
            -2094021,
            -162250,
            -1983653,
            -35237904,
            -4937007,
            -39117847
        ],
        [
            0.236272,
            0.796679,
            0.159726,
            0.991381,
            3.035,
            0.503767
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            53,
            24,
            29,
            38,
            22,
            16
        ],
        [
            36,
            21,
            15,
            51,
            23,
            28
        ],
        [
            59.550562,
            53.333333,
            65.909091,
            42.696629,
            48.888889,
            36.363636
        ],
        [
            0.160487,
            0.697094,
            0.082617,
            1.330538,
            3.172954,
            0.881592
        ],
        [
            37487,
            34826,
            37487,
            20659504,
            20659504,
            10076941
        ],
        [
            -1302598,
            -64663,
            -1302598,
            -17617878,
            -4937007,
            -17617878
        ],
        [
            123,
            128,
            117,
            123,
            128,
            117
        ],
        [
            75,
            83,
            69,
            176,
            180,
            170
        ],
        [
            193,
            180,
            210,
            83,
            78,
            87
        ],
        [
            10964,
            5783,
            5181,
            10964,
            5783,
            5181
        ],
        [
            32.540709,
            32.540709,
            33.874042,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578305,
            -579739,
            -578115,
            -581713,
            513318,
            -586022
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598299200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934717240,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 63,
            "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)