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Trade: SAND/USDT/240/VWAP/RMA/4062

Strategy
SAND/USDT/240/VWAP/RMA/4062
Pair
SAND_USDT
Interval
4h
Score
328300
Daily Profit
0.181502
Profit Factor
1.577572
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
1874.670000
Evaluation Time
2025-10-02 06:17
Expiration Time
2025-11-27 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1292338.9764 -104504.3286 -1187834.6478 -37860.5919 2894853.4134 -2932714.0053
Total P&L (%) -1292.339 -104.5043 -1187.8346 -37.8606 2894.8534 -2932.714
Avg Daily Profit (%) -0.6894 -0.0557 -0.6336 -0.0254 0.1815 0
Buy And Hold Return (%) 457.0119 457.0119 457.0119 457.0119 457.0119 457.0119
Max Trade Drawdown -1537271 -281911 -1311821 -7399924 -2451650 -6162350
Profit Factor 0.3955 0.8111 0.2503 0.9975 1.5776 0.7038
Total Trades 241 120 121 241 120 121
Winning Trades 178 84 94 112 57 55
Losing Trades 63 36 27 129 63 66
Profitability (%) 73.8589 70 77.686 46.473 47.5 45.4545
Ratio Avg Win / Avg Loss 0.14 0.3476 0.0719 1.1489 1.7436 0.8445
Largest Winning Trade 30797 30797 18815 4182891 1708613 4182891
Largest Losing Trade -550569 -55145 -550569 -2971573 -1568303 -2971573
Avg Bars in Trades 46 53 38 46 53 38
Avg Bars in Winners 16 14 17 56 70 42
Avg Bars in Losers 131 145 111 37 38 35
Bars Traded 11122 6449 4673 11122 6449 4673
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576424 -578420 -577144 -579221 328300 -582778
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11248,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598299200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759375034035,
    "expiration_time": 1764222336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 63,
            "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": [
        [
            -1292338.9764383626,
            -104504.328608342,
            -1187834.6478300202,
            -37860.5919200554,
            2894853.413372419,
            -2932714.0052924766
        ],
        [
            -1292.338976,
            -104.504329,
            -1187.834648,
            -37.860592,
            2894.853413,
            -2932.714005
        ],
        [
            -0.689369,
            -0.055745,
            -0.633623,
            -0.025377,
            0.181502,
            0
        ],
        [
            457.011925,
            457.011925,
            457.011925,
            457.011925,
            457.011925,
            457.011925
        ],
        [
            -1537271,
            -281911,
            -1311821,
            -7399924,
            -2451650,
            -6162350
        ],
        [
            0.395453,
            0.811135,
            0.250279,
            0.997461,
            1.577572,
            0.703775
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            178,
            84,
            94,
            112,
            57,
            55
        ],
        [
            63,
            36,
            27,
            129,
            63,
            66
        ],
        [
            73.858921,
            70,
            77.68595,
            46.473029,
            47.5,
            45.454545
        ],
        [
            0.139964,
            0.347629,
            0.071889,
            1.148861,
            1.743632,
            0.844531
        ],
        [
            30797,
            30797,
            18815,
            4182891,
            1708613,
            4182891
        ],
        [
            -550569,
            -55145,
            -550569,
            -2971573,
            -1568303,
            -2971573
        ],
        [
            46,
            53,
            38,
            46,
            53,
            38
        ],
        [
            16,
            14,
            17,
            56,
            70,
            42
        ],
        [
            131,
            145,
            111,
            37,
            38,
            35
        ],
        [
            11122,
            6449,
            4673,
            11122,
            6449,
            4673
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -576424,
            -578420,
            -577144,
            -579221,
            328300,
            -582778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11248,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598299200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759375034035,
    "expiration_time": 1764222336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 63,
            "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)