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Trade: SAND/USDT/480/VWAP/SMA/2103

Strategy
SAND/USDT/480/VWAP/SMA/2103
Pair
SAND_USDT
Interval
8h
Score
592982
Daily Profit
0.245771
Profit Factor
3.026230
Profitability
78.125000
Streak
71.995461
Best Strategy
Training Data Length
1876.670000
Evaluation Time
2025-10-04 02:53
Expiration Time
2025-11-29 01:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1010185.7306 27852.0211 -1038037.7517 2487932.0185 -7426848.5623 9914780.5809
Total P&L (%) -1010.1857 27.852 -1038.0378 2487.932 -7426.8486 9914.7806
Avg Daily Profit (%) -0.5383 0.0148 -0.5531 0.1735 0 0.2458
Buy And Hold Return (%) 899.5155 899.5155 899.5155 899.5155 899.5155 899.5155
Max Trade Drawdown -1194954 -149699 -1160068 -8680089 -8423401 -1950394
Profit Factor 0.295 1.1398 0.1587 1.1592 0.3083 3.0262
Total Trades 63 31 32 63 31 32
Winning Trades 47 22 25 45 20 25
Losing Trades 16 9 7 18 11 7
Profitability (%) 74.6032 70.9677 78.125 71.4286 64.5161 78.125
Ratio Avg Win / Avg Loss 0.1004 0.4663 0.0444 0.4637 0.1696 0.8473
Largest Winning Trade 79092 79092 22952 11725746 977628 11725746
Largest Losing Trade -770659 -63409 -770659 -5310475 -5310475 -1574743
Avg Bars in Trades 84 96 71 84 96 71
Avg Bars in Winners 20 18 21 28 10 43
Avg Bars in Losers 271 288 250 221 253 171
Bars Traded 5293 2999 2294 5293 2999 2294
Profit Streak 53.9955 53.9955 71.9955 53.9955 53.9955 71.9955
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -726990 -403096 -575738 -189241 -577530 592982
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1604476800000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535607803,
    "expiration_time": 1764371520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 48,
            "offset": 199
        }
    }
}
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": [
        [
            -1010185.7306360848,
            27852.0210749663,
            -1038037.7517110512,
            2487932.0185286156,
            -7426848.562341139,
            9914780.580869751
        ],
        [
            -1010.185731,
            27.852021,
            -1038.037752,
            2487.932019,
            -7426.848562,
            9914.780581
        ],
        [
            -0.538286,
            0.014841,
            -0.553127,
            0.173513,
            0,
            0.245771
        ],
        [
            899.51547,
            899.51547,
            899.51547,
            899.51547,
            899.51547,
            899.51547
        ],
        [
            -1194954,
            -149699,
            -1160068,
            -8680089,
            -8423401,
            -1950394
        ],
        [
            0.295041,
            1.139827,
            0.158654,
            1.159168,
            0.308335,
            3.02623
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            47,
            22,
            25,
            45,
            20,
            25
        ],
        [
            16,
            9,
            7,
            18,
            11,
            7
        ],
        [
            74.603175,
            70.967742,
            78.125,
            71.428571,
            64.516129,
            78.125
        ],
        [
            0.10044,
            0.466293,
            0.044423,
            0.463667,
            0.169584,
            0.847344
        ],
        [
            79092,
            79092,
            22952,
            11725746,
            977628,
            11725746
        ],
        [
            -770659,
            -63409,
            -770659,
            -5310475,
            -5310475,
            -1574743
        ],
        [
            84,
            96,
            71,
            84,
            96,
            71
        ],
        [
            20,
            18,
            21,
            28,
            10,
            43
        ],
        [
            271,
            288,
            250,
            221,
            253,
            171
        ],
        [
            5293,
            2999,
            2294,
            5293,
            2999,
            2294
        ],
        [
            53.995461,
            53.995461,
            71.995461,
            53.995461,
            53.995461,
            71.995461
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -726990,
            -403096,
            -575738,
            -189241,
            -577530,
            592982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1604476800000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535607803,
    "expiration_time": 1764371520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 48,
            "offset": 199
        }
    }
}

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)