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Trade: SAND/USDT/480/VWAP/RMA/9754

Strategy
SAND/USDT/480/VWAP/RMA/9754
Pair
SAND_USDT
Interval
8h
Score
624826
Daily Profit
0.236328
Profit Factor
3.199859
Profitability
81.818182
Streak
255.916691
Best Strategy
Training Data Length
1882.670000
Evaluation Time
2025-10-10 01:00
Expiration Time
2025-12-05 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1131868.9399 -1578.568 -1130290.3718 300696.8975 -8110971.0641 8411667.9617
Total P&L (%) -1131.8689 -1.5786 -1130.2904 300.6969 -8110.9711 8411.668
Avg Daily Profit (%) -0.6012 -0.0008 -0.6004 0.0738 0 0.2363
Buy And Hold Return (%) 476.1768 476.1768 476.1768 476.1768 476.1768 476.1768
Max Trade Drawdown -1333550 -155229 -1249972 -9568572 -9150426 -2429556
Profit Factor 0.274 0.993 0.1516 1.0196 0.295 3.1999
Total Trades 87 43 44 87 43 44
Winning Trades 70 34 36 68 32 36
Losing Trades 17 9 8 19 11 8
Profitability (%) 80.4598 79.0698 81.8182 78.1609 74.4186 81.8182
Ratio Avg Win / Avg Loss 0.0665 0.2629 0.0337 0.2849 0.1014 0.7111
Largest Winning Trade 32802 32802 18924 7844695 652542 7844695
Largest Losing Trade -690614 -81406 -690614 -7945322 -7945322 -2249262
Avg Bars in Trades 62 78 47 62 78 47
Avg Bars in Winners 14 17 11 24 22 25
Avg Bars in Losers 261 310 207 200 240 144
Bars Traded 5439 3369 2070 5439 3369 2070
Profit Streak 90.9167 90.9167 255.9167 90.9167 90.9167 255.9167
Trades During Streak 15 7 12 15 7 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574626 -575428 -575107 -454992 -576031 624826
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1882.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601798400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760047202070,
    "expiration_time": 1764905472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 154,
            "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": [
        [
            -1131868.9398518435,
            -1578.5680288111,
            -1130290.3718230329,
            300696.8975472953,
            -8110971.064107106,
            8411667.9616544
        ],
        [
            -1131.86894,
            -1.578568,
            -1130.290372,
            300.696898,
            -8110.971064,
            8411.667962
        ],
        [
            -0.601204,
            -0.000838,
            -0.600366,
            0.073754,
            0,
            0.236328
        ],
        [
            476.176799,
            476.176799,
            476.176799,
            476.176799,
            476.176799,
            476.176799
        ],
        [
            -1333550,
            -155229,
            -1249972,
            -9568572,
            -9150426,
            -2429556
        ],
        [
            0.273972,
            0.993038,
            0.151601,
            1.019617,
            0.294978,
            3.199859
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            70,
            34,
            36,
            68,
            32,
            36
        ],
        [
            17,
            9,
            8,
            19,
            11,
            8
        ],
        [
            80.45977,
            79.069767,
            81.818182,
            78.16092,
            74.418605,
            81.818182
        ],
        [
            0.066536,
            0.262863,
            0.033689,
            0.284893,
            0.101399,
            0.71108
        ],
        [
            32802,
            32802,
            18924,
            7844695,
            652542,
            7844695
        ],
        [
            -690614,
            -81406,
            -690614,
            -7945322,
            -7945322,
            -2249262
        ],
        [
            62,
            78,
            47,
            62,
            78,
            47
        ],
        [
            14,
            17,
            11,
            24,
            22,
            25
        ],
        [
            261,
            310,
            207,
            200,
            240,
            144
        ],
        [
            5439,
            3369,
            2070,
            5439,
            3369,
            2070
        ],
        [
            90.91669,
            90.91669,
            255.91669,
            90.91669,
            90.916691,
            255.916691
        ],
        [
            15,
            7,
            12,
            15,
            7,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574626,
            -575428,
            -575107,
            -454992,
            -576031,
            624826
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1882.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601798400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760047202070,
    "expiration_time": 1764905472000,
    "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": 154,
            "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)