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Trade: SAND/USDT/360/VWAP/BBL/6985

Strategy
SAND/USDT/360/VWAP/BBL/6985
Pair
SAND_USDT
Interval
6h
Score
521127
Daily Profit
0.297586
Profit Factor
2.741505
Profitability
52.830189
Streak
0.000000
Best Strategy
Training Data Length
1884.750000
Evaluation Time
2025-10-12 07:23
Expiration Time
2025-12-07 15:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2152732.7171 -95899.2965 -2056833.4206 5328218.6145 26954103.0015 -21625884.387
Total P&L (%) -2152.7327 -95.8993 -2056.8334 5328.2186 26954.103 -21625.8844
Avg Daily Profit (%) -1.1422 -0.0509 -1.0913 0.2121 0.2976 0
Buy And Hold Return (%) 211.746 211.746 211.746 211.746 211.746 211.746
Max Trade Drawdown -2316217 -164846 -2186817 -37903951 -2906866 -47343603
Profit Factor 0.2729 0.6914 0.2239 1.0588 2.7415 0.7123
Total Trades 212 106 106 212 106 106
Winning Trades 140 58 82 94 56 38
Losing Trades 72 48 24 118 50 68
Profitability (%) 66.0377 54.717 77.3585 44.3396 52.8302 35.8491
Ratio Avg Win / Avg Loss 0.1404 0.5722 0.0655 1.3291 2.4478 1.2746
Largest Winning Trade 29154 11707 29154 15126841 8062269 15126841
Largest Losing Trade -1319273 -24584 -1319273 -20837113 -2344107 -20837113
Avg Bars in Trades 35 8 61 35 8 61
Avg Bars in Winners 20 4 31 37 11 74
Avg Bars in Losers 64 13 165 33 5 54
Bars Traded 7443 901 6542 7443 901 6542
Profit Streak 15.1833 0 47.1833 15.1833 0 47.1833
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577004 -580160 -576236 -148232 521127 -583897
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598961600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243034603,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 179,
            "offset": 0,
            "std": 1.6068
        }
    }
}
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": [
        [
            -2152732.717058546,
            -95899.2964705054,
            -2056833.4205880407,
            5328218.614536768,
            26954103.00151686,
            -21625884.38698011
        ],
        [
            -2152.732717,
            -95.899296,
            -2056.833421,
            5328.218615,
            26954.103002,
            -21625.884387
        ],
        [
            -1.142185,
            -0.050882,
            -1.091303,
            0.212147,
            0.297586,
            0
        ],
        [
            211.746032,
            211.746032,
            211.746032,
            211.746032,
            211.746032,
            211.746032
        ],
        [
            -2316217,
            -164846,
            -2186817,
            -37903951,
            -2906866,
            -47343603
        ],
        [
            0.272939,
            0.691356,
            0.223883,
            1.058782,
            2.741505,
            0.71229
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            140,
            58,
            82,
            94,
            56,
            38
        ],
        [
            72,
            48,
            24,
            118,
            50,
            68
        ],
        [
            66.037736,
            54.716981,
            77.358491,
            44.339623,
            52.830189,
            35.849057
        ],
        [
            0.140369,
            0.572157,
            0.065527,
            1.32911,
            2.447773,
            1.274625
        ],
        [
            29154,
            11707,
            29154,
            15126841,
            8062269,
            15126841
        ],
        [
            -1319273,
            -24584,
            -1319273,
            -20837113,
            -2344107,
            -20837113
        ],
        [
            35,
            8,
            61,
            35,
            8,
            61
        ],
        [
            20,
            4,
            31,
            37,
            11,
            74
        ],
        [
            64,
            13,
            165,
            33,
            5,
            54
        ],
        [
            7443,
            901,
            6542,
            7443,
            901,
            6542
        ],
        [
            15.183271,
            0,
            47.183271,
            15.183271,
            0,
            47.183271
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577004,
            -580160,
            -576236,
            -148232,
            521127,
            -583897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598961600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243034603,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 179,
            "offset": 0,
            "std": 1.6068
        }
    }
}

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)