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Trade: SAND/USDT/360/VWAP/KCB/4904

Strategy
SAND/USDT/360/VWAP/KCB/4904
Pair
SAND_USDT
Interval
6h
Score
574045
Daily Profit
0.202924
Profit Factor
3.980423
Profitability
54.761905
Streak
22.517403
Best Strategy
Training Data Length
1871.250000
Evaluation Time
2025-09-28 15:25
Expiration Time
2025-11-23 17:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1778084.7303 -88742.5925 -1689342.1377 -58961.9662 4340609.714 -4399571.6801
Total P&L (%) -1778.0847 -88.7426 -1689.3421 -58.962 4340.6097 -4399.5717
Avg Daily Profit (%) -0.9502 -0.0474 -0.9028 -0.0476 0.2029 0
Buy And Hold Return (%) 447.1538 447.1538 447.1538 447.1538 447.1538 447.1538
Max Trade Drawdown -2002707 -204762 -1826883 -4597706 -547476 -5018631
Profit Factor 0.2544 0.7695 0.1553 0.994 3.9804 0.477
Total Trades 169 84 85 169 84 85
Winning Trades 130 61 69 84 46 38
Losing Trades 39 23 16 85 38 47
Profitability (%) 76.9231 72.619 81.1765 49.7041 54.7619 44.7059
Ratio Avg Win / Avg Loss 0.0763 0.2901 0.036 1.0059 3.2882 0.59
Largest Winning Trade 23566 23566 19063 2993024 1722370 2993024
Largest Losing Trade -1093329 -60464 -1093329 -3721030 -376608 -3721030
Avg Bars in Trades 42 52 33 42 52 33
Avg Bars in Winners 11 11 11 56 72 37
Avg Bars in Losers 146 161 125 29 28 30
Bars Traded 7224 4389 2835 7224 4389 2835
Profit Streak 22.5174 22.5174 60.2674 22.5174 22.5174 60.2674
Trades During Streak 3 1 7 3 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574936 -577349 -575232 -576875 574045 -581572
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7485,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601964000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062303626,
    "expiration_time": 1763911080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -1778084.730259115,
            -88742.5925118978,
            -1689342.1377472172,
            -58961.9661643454,
            4340609.713956582,
            -4399571.6801209245
        ],
        [
            -1778.08473,
            -88.742593,
            -1689.342138,
            -58.961966,
            4340.609714,
            -4399.57168
        ],
        [
            -0.950212,
            -0.047424,
            -0.902788,
            -0.047586,
            0.202924,
            0
        ],
        [
            447.153781,
            447.153781,
            447.153781,
            447.153781,
            447.153781,
            447.153781
        ],
        [
            -2002707,
            -204762,
            -1826883,
            -4597706,
            -547476,
            -5018631
        ],
        [
            0.254426,
            0.769455,
            0.155299,
            0.994025,
            3.980423,
            0.476996
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            130,
            61,
            69,
            84,
            46,
            38
        ],
        [
            39,
            23,
            16,
            85,
            38,
            47
        ],
        [
            76.923077,
            72.619048,
            81.176471,
            49.704142,
            54.761905,
            44.705882
        ],
        [
            0.076328,
            0.290122,
            0.036011,
            1.005859,
            3.288175,
            0.589969
        ],
        [
            23566,
            23566,
            19063,
            2993024,
            1722370,
            2993024
        ],
        [
            -1093329,
            -60464,
            -1093329,
            -3721030,
            -376608,
            -3721030
        ],
        [
            42,
            52,
            33,
            42,
            52,
            33
        ],
        [
            11,
            11,
            11,
            56,
            72,
            37
        ],
        [
            146,
            161,
            125,
            29,
            28,
            30
        ],
        [
            7224,
            4389,
            2835,
            7224,
            4389,
            2835
        ],
        [
            22.517403,
            22.517403,
            60.267403,
            22.517403,
            22.517403,
            60.267403
        ],
        [
            3,
            1,
            7,
            3,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574936,
            -577349,
            -575232,
            -576875,
            574045,
            -581572
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7485,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601964000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062303626,
    "expiration_time": 1763911080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)