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Trade: SAND/USDT/360/VWMA/MIDPRICE/4853

Strategy
SAND/USDT/360/VWMA/MIDPRICE/4853
Pair
SAND_USDT
Interval
6h
Score
593784
Daily Profit
1.036413
Profit Factor
6.404106
Profitability
40.000000
Streak
126.818338
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 1944785.5891 1941460.2626 3325.3265 468975.3724 1743387.2562 -1274411.8838
Total P&L (%) 1944.7856 1941.4603 3.3253 468.9754 1743.3873 -1274.4119
Avg Daily Profit (%) 1.0382 1.0364 0.0018 0.0929 0.1557 0
Buy And Hold Return (%) 470.6985 470.6985 470.6985 470.6985 470.6985 470.6985
Max Trade Drawdown -186781 -119120 -159260 -2171765 -799547 -2172408
Profit Factor 3.6718 6.4041 1.009 1.0766 1.5916 0.599
Total Trades 81 40 41 81 40 41
Winning Trades 40 16 24 40 16 24
Losing Trades 41 24 17 41 24 17
Profitability (%) 49.3827 40 58.5366 49.3827 40 58.5366
Ratio Avg Win / Avg Loss 3.7636 9.6062 0.7147 1.1035 2.3875 0.4243
Largest Winning Trade 1603875 1603875 38167 1566244 1566244 581111
Largest Losing Trade -63593 -51790 -63593 -809288 -799547 -809288
Avg Bars in Trades 86 117 56 86 117 56
Avg Bars in Winners 106 151 75 106 151 75
Avg Bars in Losers 68 95 29 68 95 29
Bars Traded 7034 4715 2319 7034 4715 2319
Profit Streak 126.8183 126.8183 143.5683 126.8183 126.8183 143.5683
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 105197 593784 -566384 -386235 174842 -578674
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": 1602676800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239504375,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 245,
            "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": [
        [
            1944785.5891473952,
            1941460.262613994,
            3325.3265334006,
            468975.3723598984,
            1743387.2561810692,
            -1274411.8838211705
        ],
        [
            1944.785589,
            1941.460263,
            3.325327,
            468.975372,
            1743.387256,
            -1274.411884
        ],
        [
            1.038188,
            1.036413,
            0.001775,
            0.092859,
            0.15569,
            0
        ],
        [
            470.698467,
            470.698467,
            470.698467,
            470.698467,
            470.698467,
            470.698467
        ],
        [
            -186781,
            -119120,
            -159260,
            -2171765,
            -799547,
            -2172408
        ],
        [
            3.671825,
            6.404106,
            1.009021,
            1.076573,
            1.591636,
            0.598967
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            40,
            16,
            24,
            40,
            16,
            24
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            49.382716,
            40,
            58.536585,
            49.382716,
            40,
            58.536585
        ],
        [
            3.763621,
            9.606158,
            0.714723,
            1.103487,
            2.387454,
            0.424268
        ],
        [
            1603875,
            1603875,
            38167,
            1566244,
            1566244,
            581111
        ],
        [
            -63593,
            -51790,
            -63593,
            -809288,
            -799547,
            -809288
        ],
        [
            86,
            117,
            56,
            86,
            117,
            56
        ],
        [
            106,
            151,
            75,
            106,
            151,
            75
        ],
        [
            68,
            95,
            29,
            68,
            95,
            29
        ],
        [
            7034,
            4715,
            2319,
            7034,
            4715,
            2319
        ],
        [
            126.818338,
            126.818338,
            143.568338,
            126.818338,
            126.818338,
            143.568338
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            105197,
            593784,
            -566384,
            -386235,
            174842,
            -578674
        ]
    ]
}
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": 1602676800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239504375,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 245,
            "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)