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Trade: SAND/USDT/360/VWAP/KCL/8018

Strategy
SAND/USDT/360/VWAP/KCL/8018
Pair
SAND_USDT
Interval
6h
Score
583434
Daily Profit
0.229359
Profit Factor
3.308989
Profitability
52.747253
Streak
83.318251
Best Strategy
Training Data Length
1873.250000
Evaluation Time
2025-09-30 16:38
Expiration Time
2025-11-25 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1860622.9499 -88042.0852 -1772580.8646 322151.9571 7207959.2678 -6885807.3107
Total P&L (%) -1860.623 -88.0421 -1772.5809 322.152 7207.9593 -6885.8073
Avg Daily Profit (%) -0.9933 -0.047 -0.9463 0.0769 0.2294 0
Buy And Hold Return (%) 587.3603 587.3603 587.3603 587.3603 587.3603 587.3603
Max Trade Drawdown -2027162 -176069 -1885856 -7443773 -664736 -8761626
Profit Factor 0.2653 0.7771 0.1707 1.0202 3.309 0.463
Total Trades 183 91 92 183 91 92
Winning Trades 146 67 79 84 48 36
Losing Trades 37 24 13 99 43 56
Profitability (%) 79.7814 73.6264 85.8696 45.9016 52.7473 39.1304
Ratio Avg Win / Avg Loss 0.0672 0.2784 0.0281 1.2024 2.9643 0.7203
Largest Winning Trade 16579 16579 15074 2902305 2902305 2294093
Largest Losing Trade -1146239 -55760 -1146239 -6080130 -333210 -6080130
Avg Bars in Trades 39 39 39 39 39 39
Avg Bars in Winners 13 9 16 55 57 51
Avg Bars in Losers 145 125 184 27 20 32
Bars Traded 7298 3632 3665 7298 3632 3665
Profit Streak 41.5683 83.3183 41.5683 41.5683 83.3183 41.5683
Trades During Streak 12 7 6 12 7 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574230 -576202 -574780 -453243 583434 -583745
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600754400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239496885,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -1860622.9498550696,
            -88042.0852245927,
            -1772580.8646304777,
            322151.9571194849,
            7207959.267815794,
            -6885807.310696312
        ],
        [
            -1860.62295,
            -88.042085,
            -1772.580865,
            322.151957,
            7207.959268,
            -6885.807311
        ],
        [
            -0.993259,
            -0.047,
            -0.94626,
            0.076912,
            0.229359,
            0
        ],
        [
            587.360253,
            587.360253,
            587.360253,
            587.360253,
            587.360253,
            587.360253
        ],
        [
            -2027162,
            -176069,
            -1885856,
            -7443773,
            -664736,
            -8761626
        ],
        [
            0.265301,
            0.777149,
            0.170693,
            1.020204,
            3.308989,
            0.463027
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            146,
            67,
            79,
            84,
            48,
            36
        ],
        [
            37,
            24,
            13,
            99,
            43,
            56
        ],
        [
            79.781421,
            73.626374,
            85.869565,
            45.901639,
            52.747253,
            39.130435
        ],
        [
            0.067234,
            0.278382,
            0.028089,
            1.202383,
            2.964303,
            0.720265
        ],
        [
            16579,
            16579,
            15074,
            2902305,
            2902305,
            2294093
        ],
        [
            -1146239,
            -55760,
            -1146239,
            -6080130,
            -333210,
            -6080130
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            13,
            9,
            16,
            55,
            57,
            51
        ],
        [
            145,
            125,
            184,
            27,
            20,
            32
        ],
        [
            7298,
            3632,
            3665,
            7298,
            3632,
            3665
        ],
        [
            41.568251,
            83.318251,
            41.568251,
            41.568251,
            83.318251,
            41.568251
        ],
        [
            12,
            7,
            6,
            12,
            7,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574230,
            -576202,
            -574780,
            -453243,
            583434,
            -583745
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600754400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239496885,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)