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Trade: SAND/USDT/480/VWAP/RMA/5074

Strategy
SAND/USDT/480/VWAP/RMA/5074
Pair
SAND_USDT
Interval
8h
Score
618565
Daily Profit
0.214614
Profit Factor
2.901982
Profitability
87.234043
Streak
251.527829
Best Strategy
Training Data Length
1878.330000
Evaluation Time
2025-10-05 15:40
Expiration Time
2025-11-30 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1130208.3538 -8355.4236 -1121852.9302 406742.5445 -5101577.3993 5508319.9438
Total P&L (%) -1130.2084 -8.3554 -1121.8529 406.7425 -5101.5774 5508.3199
Avg Daily Profit (%) -0.6017 -0.0044 -0.5973 0.0864 0 0.2146
Buy And Hold Return (%) 517.0036 517.0036 517.0036 517.0036 517.0036 517.0036
Max Trade Drawdown -1302372 -142865 -1234594 -6985728 -6723390 -1849784
Profit Factor 0.2633 0.9598 0.154 1.0373 0.3622 2.902
Total Trades 93 46 47 93 46 47
Winning Trades 75 36 39 75 34 41
Losing Trades 18 10 8 18 12 6
Profitability (%) 80.6452 78.2609 82.9787 80.6452 73.913 87.234
Ratio Avg Win / Avg Loss 0.0632 0.2666 0.0316 0.249 0.1278 0.4247
Largest Winning Trade 21374 21374 18924 4380632 837528 4380632
Largest Losing Trade -690614 -79575 -690614 -5761707 -5761707 -1798980
Avg Bars in Trades 58 73 43 58 73 43
Avg Bars in Winners 13 15 10 23 20 26
Avg Bars in Losers 245 280 202 202 221 162
Bars Traded 5418 3370 2048 5418 3370 2048
Profit Streak 84.1945 84.1945 251.5278 84.1945 84.1945 251.5278
Trades During Streak 19 9 14 19 9 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574528 -575421 -574935 -418212 -575984 618565
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602345600000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759668004416,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 173,
            "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": [
        [
            -1130208.353842588,
            -8355.4236190491,
            -1121852.9302235385,
            406742.5444630233,
            -5101577.399295659,
            5508319.943758681
        ],
        [
            -1130.208354,
            -8.355424,
            -1121.85293,
            406.742544,
            -5101.577399,
            5508.319944
        ],
        [
            -0.601709,
            -0.004448,
            -0.597261,
            0.086435,
            0,
            0.214614
        ],
        [
            517.003624,
            517.003624,
            517.003624,
            517.003624,
            517.003624,
            517.003624
        ],
        [
            -1302372,
            -142865,
            -1234594,
            -6985728,
            -6723390,
            -1849784
        ],
        [
            0.263251,
            0.959834,
            0.153973,
            1.037335,
            0.362179,
            2.901982
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            75,
            36,
            39,
            75,
            34,
            41
        ],
        [
            18,
            10,
            8,
            18,
            12,
            6
        ],
        [
            80.645161,
            78.26087,
            82.978723,
            80.645161,
            73.913043,
            87.234043
        ],
        [
            0.06318,
            0.266621,
            0.031584,
            0.24896,
            0.127828,
            0.42468
        ],
        [
            21374,
            21374,
            18924,
            4380632,
            837528,
            4380632
        ],
        [
            -690614,
            -79575,
            -690614,
            -5761707,
            -5761707,
            -1798980
        ],
        [
            58,
            73,
            43,
            58,
            73,
            43
        ],
        [
            13,
            15,
            10,
            23,
            20,
            26
        ],
        [
            245,
            280,
            202,
            202,
            221,
            162
        ],
        [
            5418,
            3370,
            2048,
            5418,
            3370,
            2048
        ],
        [
            84.194495,
            84.194495,
            251.527829,
            84.194496,
            84.194496,
            251.527829
        ],
        [
            19,
            9,
            14,
            19,
            9,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574528,
            -575421,
            -574935,
            -418212,
            -575984,
            618565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602345600000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759668004416,
    "expiration_time": 1764519840000,
    "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": 173,
            "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)