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Trade: SAND/USDT/720/VWAP/KCB/1395

Strategy
SAND/USDT/720/VWAP/KCB/1395
Pair
SAND_USDT
Interval
12h
Score
633705
Daily Profit
0.259916
Profit Factor
3.320433
Profitability
80.000000
Streak
258.253170
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-10-08 09:04
Expiration Time
2025-12-03 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1322749.1233 -31764.8738 -1290984.2495 10609.6181 -13087851.8885 13098461.5066
Total P&L (%) -1322.7491 -31.7649 -1290.9842 10.6096 -13087.8519 13098.4615
Avg Daily Profit (%) -0.7032 -0.0169 -0.6863 0.0054 0 0.2599
Buy And Hold Return (%) 651.2961 651.2961 651.2961 651.2961 651.2961 651.2961
Max Trade Drawdown -1535997 -204664 -1405111 -13611349 -13240904 -3574997
Profit Factor 0.2563 0.8735 0.1548 1.0005 0.1887 3.3204
Total Trades 89 44 45 89 44 45
Winning Trades 70 33 37 64 28 36
Losing Trades 19 11 8 25 16 9
Profitability (%) 78.6517 75 82.2222 71.9101 63.6364 80
Ratio Avg Win / Avg Loss 0.0696 0.2912 0.0335 0.3908 0.1078 0.8301
Largest Winning Trade 36507 36507 26711 12058706 998279 12058706
Largest Losing Trade -802938 -73671 -802938 -10062613 -10062613 -2521916
Avg Bars in Trades 40 50 30 40 50 30
Avg Bars in Winners 10 13 8 14 10 17
Avg Bars in Losers 149 160 134 106 119 83
Bars Traded 3574 2202 1372 3574 2202 1372
Profit Streak 89.2532 89.2532 258.2532 89.2532 89.2532 258.2532
Trades During Streak 15 7 11 15 7 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574839 -575945 -575079 -568029 -577418 633705
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3762,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604318400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759903473913,
    "expiration_time": 1764757152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -1322749.123322556,
            -31764.8738357073,
            -1290984.2494868485,
            10609.6181342791,
            -13087851.888486164,
            13098461.506620442
        ],
        [
            -1322.749123,
            -31.764874,
            -1290.984249,
            10.609618,
            -13087.851888,
            13098.461507
        ],
        [
            -0.703216,
            -0.016887,
            -0.686329,
            0.005361,
            0,
            0.259916
        ],
        [
            651.296071,
            651.296071,
            651.296071,
            651.296071,
            651.296071,
            651.296071
        ],
        [
            -1535997,
            -204664,
            -1405111,
            -13611349,
            -13240904,
            -3574997
        ],
        [
            0.256267,
            0.87347,
            0.154828,
            1.000487,
            0.188659,
            3.320433
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            70,
            33,
            37,
            64,
            28,
            36
        ],
        [
            19,
            11,
            8,
            25,
            16,
            9
        ],
        [
            78.651685,
            75,
            82.222222,
            71.910112,
            63.636364,
            80
        ],
        [
            0.069558,
            0.291157,
            0.033476,
            0.390815,
            0.107805,
            0.830108
        ],
        [
            36507,
            36507,
            26711,
            12058706,
            998279,
            12058706
        ],
        [
            -802938,
            -73671,
            -802938,
            -10062613,
            -10062613,
            -2521916
        ],
        [
            40,
            50,
            30,
            40,
            50,
            30
        ],
        [
            10,
            13,
            8,
            14,
            10,
            17
        ],
        [
            149,
            160,
            134,
            106,
            119,
            83
        ],
        [
            3574,
            2202,
            1372,
            3574,
            2202,
            1372
        ],
        [
            89.25317,
            89.25317,
            258.25317,
            89.25317,
            89.25317,
            258.25317
        ],
        [
            15,
            7,
            11,
            15,
            7,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574839,
            -575945,
            -575079,
            -568029,
            -577418,
            633705
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3762,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604318400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759903473913,
    "expiration_time": 1764757152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)