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Trade: SAND/USDT/120/VWMA/RMA/8054

Strategy
SAND/USDT/120/VWMA/RMA/8054
Pair
SAND_USDT
Interval
2h
Score
580126
Daily Profit
0.317502
Profit Factor
3.716262
Profitability
51.063830
Streak
0.000000
Best Strategy
Training Data Length
1873.170000
Evaluation Time
2025-10-01 06:33
Expiration Time
2025-12-07 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1970268.6218 -50282.4211 -1919986.2006 -493503.8964 37814673.8592 -38308177.7556
Total P&L (%) -1970.2686 -50.2824 -1919.9862 -493.5039 37814.6739 -38308.1778
Avg Daily Profit (%) -1.0518 -0.0268 -1.025 0 0.3175 0
Buy And Hold Return (%) 423.7016 423.7016 423.7016 423.7016 423.7016 423.7016
Max Trade Drawdown -2193383 -172192 -2039017 -47299704 -4397180 -55470443
Profit Factor 0.2608 0.8407 0.1828 0.9946 3.7163 0.5054
Total Trades 95 47 48 95 47 48
Winning Trades 61 29 32 41 24 17
Losing Trades 34 18 16 54 23 31
Profitability (%) 64.2105 61.7021 66.6667 43.1579 51.0638 35.4167
Ratio Avg Win / Avg Loss 0.1453 0.5218 0.0914 1.31 3.5614 0.9215
Largest Winning Trade 48243 30888 48243 21202002 21202002 12092526
Largest Losing Trade -1364854 -61998 -1364854 -36692685 -4322302 -36692685
Avg Bars in Trades 233 253 214 233 253 214
Avg Bars in Winners 143 141 145 327 355 286
Avg Bars in Losers 396 434 354 163 146 175
Bars Traded 22220 11902 10318 22220 11902 10318
Profit Streak 38.0649 83.8149 38.0649 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577416 -577814 -577983 -581518 580126 -586360
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22478,
    "evaluation_days": 1873.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598306400000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759289605853,
    "expiration_time": 1765110297600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 126,
            "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": [
        [
            -1970268.621769776,
            -50282.4211471157,
            -1919986.2006226606,
            -493503.8963582939,
            37814673.8592188,
            -38308177.7555771
        ],
        [
            -1970.268622,
            -50.282421,
            -1919.986201,
            -493.503896,
            37814.673859,
            -38308.177756
        ],
        [
            -1.051837,
            -0.026843,
            -1.024993,
            0,
            0.317502,
            0
        ],
        [
            423.701587,
            423.701587,
            423.701587,
            423.701587,
            423.701587,
            423.701587
        ],
        [
            -2193383,
            -172192,
            -2039017,
            -47299704,
            -4397180,
            -55470443
        ],
        [
            0.260772,
            0.840747,
            0.182833,
            0.994599,
            3.716262,
            0.505364
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            61,
            29,
            32,
            41,
            24,
            17
        ],
        [
            34,
            18,
            16,
            54,
            23,
            31
        ],
        [
            64.210526,
            61.702128,
            66.666667,
            43.157895,
            51.06383,
            35.416667
        ],
        [
            0.145348,
            0.521843,
            0.091417,
            1.309959,
            3.561418,
            0.921546
        ],
        [
            48243,
            30888,
            48243,
            21202002,
            21202002,
            12092526
        ],
        [
            -1364854,
            -61998,
            -1364854,
            -36692685,
            -4322302,
            -36692685
        ],
        [
            233,
            253,
            214,
            233,
            253,
            214
        ],
        [
            143,
            141,
            145,
            327,
            355,
            286
        ],
        [
            396,
            434,
            354,
            163,
            146,
            175
        ],
        [
            22220,
            11902,
            10318,
            22220,
            11902,
            10318
        ],
        [
            38.064882,
            83.814882,
            38.064882,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577416,
            -577814,
            -577983,
            -581518,
            580126,
            -586360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22478,
    "evaluation_days": 1873.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598306400000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759289605853,
    "expiration_time": 1765110297600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 126,
            "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)