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Trade: SAND/USDT/120/KCL/VWMA/6679

Strategy
SAND/USDT/120/KCL/VWMA/6679
Pair
SAND_USDT
Interval
2h
Score
612277
Daily Profit
0.901408
Profit Factor
3.678443
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
1878.170000
Evaluation Time
2025-10-06 05:29
Expiration Time
2025-12-12 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1692997.2619 1608351.5864 84645.6755 4553643.659 1053774.1042 3499869.5548
Total P&L (%) 1692.9973 1608.3516 84.6457 4553.6437 1053.7741 3499.8696
Avg Daily Profit (%) 0.9014 0.8563 0.0451 0.2047 0.1303 0.191
Buy And Hold Return (%) 310.1105 310.1105 310.1105 310.1105 310.1105 310.1105
Max Trade Drawdown -76899 -111790 -66734 -2324670 -3779537 -1820292
Profit Factor 3.6784 5.3254 1.3253 1.3105 1.1134 1.6513
Total Trades 123 61 62 123 61 62
Winning Trades 54 16 38 54 16 38
Losing Trades 69 45 24 69 45 24
Profitability (%) 43.9024 26.2295 61.2903 43.9024 26.2295 61.2903
Ratio Avg Win / Avg Loss 4.7002 14.9776 0.837 1.6746 3.1315 1.0429
Largest Winning Trade 950513 950513 48912 2596200 2596200 1395076
Largest Losing Trade -30831 -30831 -29916 -872738 -872738 -670457
Avg Bars in Trades 180 219 142 180 219 142
Avg Bars in Winners 257 440 179 257 440 179
Avg Bars in Losers 120 141 82 120 141 82
Bars Traded 22217 13396 8821 22217 13396 8821
Profit Streak 0 35.7703 0 0 35.7703 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 612277 -165771 -452638 262514 -301871 -142739
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598803200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717753525,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "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": [
        [
            1692997.2618500395,
            1608351.5863527525,
            84645.6754972864,
            4553643.658993878,
            1053774.104150352,
            3499869.5548435254
        ],
        [
            1692.997262,
            1608.351586,
            84.645675,
            4553.643659,
            1053.774104,
            3499.869555
        ],
        [
            0.901408,
            0.85634,
            0.045068,
            0.204676,
            0.130298,
            0.190979
        ],
        [
            310.110454,
            310.110454,
            310.110454,
            310.110454,
            310.110454,
            310.110454
        ],
        [
            -76899,
            -111790,
            -66734,
            -2324670,
            -3779537,
            -1820292
        ],
        [
            3.678443,
            5.325352,
            1.325261,
            1.310538,
            1.113429,
            1.651313
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            54,
            16,
            38,
            54,
            16,
            38
        ],
        [
            69,
            45,
            24,
            69,
            45,
            24
        ],
        [
            43.902439,
            26.229508,
            61.290323,
            43.902439,
            26.229508,
            61.290323
        ],
        [
            4.700233,
            14.977552,
            0.837007,
            1.674577,
            3.13152,
            1.042934
        ],
        [
            950513,
            950513,
            48912,
            2596200,
            2596200,
            1395076
        ],
        [
            -30831,
            -30831,
            -29916,
            -872738,
            -872738,
            -670457
        ],
        [
            180,
            219,
            142,
            180,
            219,
            142
        ],
        [
            257,
            440,
            179,
            257,
            440,
            179
        ],
        [
            120,
            141,
            82,
            120,
            141,
            82
        ],
        [
            22217,
            13396,
            8821,
            22217,
            13396,
            8821
        ],
        [
            0,
            35.770295,
            0,
            0,
            35.770295,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            612277,
            -165771,
            -452638,
            262514,
            -301871,
            -142739
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598803200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717753525,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "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)