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Trade: SAND/USDT/120/DCL/VWMA/1801

Strategy
SAND/USDT/120/DCL/VWMA/1801
Pair
SAND_USDT
Interval
2h
Score
520353
Daily Profit
0.998688
Profit Factor
4.756994
Profitability
35.555556
Streak
107.481131
Best Strategy
Training Data Length
1880.580000
Evaluation Time
2025-10-08 16:32
Expiration Time
2025-12-15 06:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1763000.7046 1878111.8364 -115111.1318 -44232.1323 255573.7716 -299805.9039
Total P&L (%) 1763.0007 1878.1118 -115.1111 -44.2321 255.5738 -299.8059
Avg Daily Profit (%) 0.9375 0.9987 -0.0612 -0.031 0.0675 0
Buy And Hold Return (%) 391.2939 391.2939 391.2939 391.2939 391.2939 391.2939
Max Trade Drawdown -189711 -183783 -113385 -1235324 -1131548 -387464
Profit Factor 3.5281 4.757 0.417 0.9817 1.1483 0.5675
Total Trades 91 45 46 91 45 46
Winning Trades 32 16 16 32 16 16
Losing Trades 59 29 30 59 29 30
Profitability (%) 35.1648 35.5556 34.7826 35.1648 35.5556 34.7826
Ratio Avg Win / Avg Loss 6.505 8.6221 0.7819 1.81 2.0813 1.0641
Largest Winning Trade 1592045 1592045 15439 903108 903108 153234
Largest Losing Trade -58606 -58606 -51915 -315953 -315953 -223954
Avg Bars in Trades 237 457 21 237 457 21
Avg Bars in Winners 433 841 24 433 841 24
Avg Bars in Losers 130 246 19 130 246 19
Bars Traded 21586 20597 989 21586 20597 989
Profit Streak 105.8145 107.4811 105.8145 105.8145 107.4811 105.8145
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491745 520353 -585783 -582568 -329907 -584116
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22567,
    "evaluation_days": 1880.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599055200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759930369704,
    "expiration_time": 1765774166400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 181,
            "offset": 49
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "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": [
        [
            1763000.7045919523,
            1878111.8363566576,
            -115111.1317647054,
            -44232.1323255892,
            255573.7716201845,
            -299805.9039457743
        ],
        [
            1763.000705,
            1878.111836,
            -115.111132,
            -44.232132,
            255.573772,
            -299.805904
        ],
        [
            0.937477,
            0.998688,
            -0.06121,
            -0.031048,
            0.067479,
            0
        ],
        [
            391.293875,
            391.293875,
            391.293875,
            391.293875,
            391.293875,
            391.293875
        ],
        [
            -189711,
            -183783,
            -113385,
            -1235324,
            -1131548,
            -387464
        ],
        [
            3.528139,
            4.756994,
            0.417023,
            0.981698,
            1.148282,
            0.567546
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            35.164835,
            35.555556,
            34.782609,
            35.164835,
            35.555556,
            34.782609
        ],
        [
            6.505005,
            8.622052,
            0.781917,
            1.810006,
            2.08126,
            1.064149
        ],
        [
            1592045,
            1592045,
            15439,
            903108,
            903108,
            153234
        ],
        [
            -58606,
            -58606,
            -51915,
            -315953,
            -315953,
            -223954
        ],
        [
            237,
            457,
            21,
            237,
            457,
            21
        ],
        [
            433,
            841,
            24,
            433,
            841,
            24
        ],
        [
            130,
            246,
            19,
            130,
            246,
            19
        ],
        [
            21586,
            20597,
            989,
            21586,
            20597,
            989
        ],
        [
            105.814464,
            107.481131,
            105.814464,
            105.814464,
            107.481131,
            105.814464
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491745,
            520353,
            -585783,
            -582568,
            -329907,
            -584116
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22567,
    "evaluation_days": 1880.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599055200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759930369704,
    "expiration_time": 1765774166400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 181,
            "offset": 49
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "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)