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Trade: SAND/USDT/480/VWAP/RMA/1369

Strategy
SAND/USDT/480/VWAP/RMA/1369
Pair
SAND_USDT
Interval
8h
Score
625668
Daily Profit
0.209367
Profit Factor
3.155437
Profitability
85.365854
Streak
255.888667
Best Strategy
Training Data Length
1882.670000
Evaluation Time
2025-10-10 00:19
Expiration Time
2025-12-05 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1189541.3978 -36430.2723 -1153111.1254 175982.252 -4853382.5802 5029364.8322
Total P&L (%) -1189.5414 -36.4303 -1153.1111 175.9823 -4853.3826 5029.3648
Avg Daily Profit (%) -0.6318 -0.0194 -0.6125 0.0539 0 0.2094
Buy And Hold Return (%) 456.4967 456.4967 456.4967 456.4967 456.4967 456.4967
Max Trade Drawdown -1352480 -160400 -1261470 -6349142 -6083114 -1699553
Profit Factor 0.2244 0.8275 0.1282 1.0187 0.3155 3.1554
Total Trades 81 40 41 81 40 41
Winning Trades 63 30 33 63 28 35
Losing Trades 18 10 8 18 12 6
Profitability (%) 77.7778 75 80.4878 77.7778 70 85.3659
Ratio Avg Win / Avg Loss 0.0641 0.2758 0.0311 0.2911 0.1352 0.5409
Largest Winning Trade 21374 21374 18924 4331926 782199 4331926
Largest Losing Trade -690614 -79623 -690614 -5169279 -5169279 -1691560
Avg Bars in Trades 65 82 49 65 82 49
Avg Bars in Winners 12 11 13 25 17 30
Avg Bars in Losers 251 293 198 208 233 158
Bars Traded 5325 3296 2028 5325 3296 2028
Profit Streak 88.5553 88.5553 255.8887 88.5553 88.5553 255.8887
Trades During Streak 17 8 13 17 8 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -591438 -575930 -575242 -498981 -576578 625668
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1882.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760044780842,
    "expiration_time": 1764905472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 181,
            "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": [
        [
            -1189541.3977512312,
            -36430.2723253118,
            -1153111.1254259187,
            175982.2520038026,
            -4853382.580232445,
            5029364.832236252
        ],
        [
            -1189.541398,
            -36.430272,
            -1153.111125,
            175.982252,
            -4853.38258,
            5029.364832
        ],
        [
            -0.631837,
            -0.01935,
            -0.612487,
            0.053936,
            0,
            0.209367
        ],
        [
            456.496697,
            456.496697,
            456.496697,
            456.496697,
            456.496697,
            456.496697
        ],
        [
            -1352480,
            -160400,
            -1261470,
            -6349142,
            -6083114,
            -1699553
        ],
        [
            0.224443,
            0.827468,
            0.128174,
            1.018675,
            0.315481,
            3.155437
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            63,
            30,
            33,
            63,
            28,
            35
        ],
        [
            18,
            10,
            8,
            18,
            12,
            6
        ],
        [
            77.777778,
            75,
            80.487805,
            77.777778,
            70,
            85.365854
        ],
        [
            0.064127,
            0.275823,
            0.031073,
            0.29105,
            0.135206,
            0.540932
        ],
        [
            21374,
            21374,
            18924,
            4331926,
            782199,
            4331926
        ],
        [
            -690614,
            -79623,
            -690614,
            -5169279,
            -5169279,
            -1691560
        ],
        [
            65,
            82,
            49,
            65,
            82,
            49
        ],
        [
            12,
            11,
            13,
            25,
            17,
            30
        ],
        [
            251,
            293,
            198,
            208,
            233,
            158
        ],
        [
            5325,
            3296,
            2028,
            5325,
            3296,
            2028
        ],
        [
            88.555334,
            88.555334,
            255.888667,
            88.555334,
            88.555334,
            255.888667
        ],
        [
            17,
            8,
            13,
            17,
            8,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -591438,
            -575930,
            -575242,
            -498981,
            -576578,
            625668
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1882.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760044780842,
    "expiration_time": 1764905472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 181,
            "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)