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Trade: SAND/USDT/240/KCL/VWMA/4753

Strategy
SAND/USDT/240/KCL/VWMA/4753
Pair
SAND_USDT
Interval
4h
Score
579692
Daily Profit
1.062941
Profit Factor
7.995191
Profitability
40.000000
Streak
104.117241
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-10-04 13:48
Expiration Time
2025-11-29 17:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2019156.2832 1995139.882 24016.4012 1473274.1556 1103554.3537 369719.8019
Total P&L (%) 2019.1563 1995.1399 24.0164 1473.2742 1103.5544 369.7198
Avg Daily Profit (%) 1.0757 1.0629 0.0128 0.1469 0.1326 0.0825
Buy And Hold Return (%) 532.0475 532.0475 532.0475 532.0475 532.0475 532.0475
Max Trade Drawdown -135730 -163974 -52958 -7167850 -7410109 -2482172
Profit Factor 5.4158 7.9952 1.1396 1.101 1.1154 1.0735
Total Trades 61 30 31 61 30 31
Winning Trades 26 12 14 26 12 14
Losing Trades 35 18 17 35 18 17
Profitability (%) 42.623 40 45.1613 42.623 40 45.1613
Ratio Avg Win / Avg Loss 7.2905 11.9928 1.3838 1.4821 1.6731 1.3035
Largest Winning Trade 1236551 1236551 53556 7708319 7708319 2100479
Largest Losing Trade -32830 -32830 -26728 -2226905 -2217297 -2226905
Avg Bars in Trades 177 236 120 177 236 120
Avg Bars in Winners 314 468 182 314 468 182
Avg Bars in Losers 75 81 68 75 81 68
Bars Traded 10808 7085 3723 10808 7085 3723
Profit Streak 0 104.1172 0 0 104.1172 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 -150045 579692 -410415 -278432 -117766 -390287
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11262,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759574929622,
    "expiration_time": 1764429984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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": [
        [
            2019156.2832254819,
            1995139.8820166986,
            24016.401208782,
            1473274.1556323697,
            1103554.353703242,
            369719.8019291299
        ],
        [
            2019.156283,
            1995.139882,
            24.016401,
            1473.274156,
            1103.554354,
            369.719802
        ],
        [
            1.075736,
            1.062941,
            0.012795,
            0.146924,
            0.132633,
            0.082451
        ],
        [
            532.047545,
            532.047545,
            532.047545,
            532.047545,
            532.047545,
            532.047545
        ],
        [
            -135730,
            -163974,
            -52958,
            -7167850,
            -7410109,
            -2482172
        ],
        [
            5.415819,
            7.995191,
            1.139598,
            1.100953,
            1.115423,
            1.073464
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            42.622951,
            40,
            45.16129,
            42.622951,
            40,
            45.16129
        ],
        [
            7.290525,
            11.992787,
            1.383798,
            1.482052,
            1.673134,
            1.303492
        ],
        [
            1236551,
            1236551,
            53556,
            7708319,
            7708319,
            2100479
        ],
        [
            -32830,
            -32830,
            -26728,
            -2226905,
            -2217297,
            -2226905
        ],
        [
            177,
            236,
            120,
            177,
            236,
            120
        ],
        [
            314,
            468,
            182,
            314,
            468,
            182
        ],
        [
            75,
            81,
            68,
            75,
            81,
            68
        ],
        [
            10808,
            7085,
            3723,
            10808,
            7085,
            3723
        ],
        [
            0,
            104.117241,
            0,
            0,
            104.117241,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150045,
            579692,
            -410415,
            -278432,
            -117766,
            -390287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11262,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759574929622,
    "expiration_time": 1764429984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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)