← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SAND/USDT/720/VWAP/KCB/6673

Strategy
SAND/USDT/720/VWAP/KCB/6673
Pair
SAND_USDT
Interval
12h
Score
619892
Daily Profit
0.214683
Profit Factor
3.339881
Profitability
80.000000
Streak
70.786291
Best Strategy
Training Data Length
1876.500000
Evaluation Time
2025-10-03 21:52
Expiration Time
2025-11-28 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1234792.3621 -16277.2126 -1218515.1496 713117.6956 -4780523.6766 5493641.3722
Total P&L (%) -1234.7924 -16.2772 -1218.5152 713.1177 -4780.5237 5493.6414
Avg Daily Profit (%) -0.658 -0.0087 -0.6494 0.1117 0 0.2147
Buy And Hold Return (%) 569.9803 569.9803 569.9803 569.9803 569.9803 569.9803
Max Trade Drawdown -1327827 -129672 -1308343 -6401621 -6408574 -1419615
Profit Factor 0.2319 0.92 0.1322 1.071 0.3793 3.3399
Total Trades 79 39 40 79 39 40
Winning Trades 62 30 32 60 28 32
Losing Trades 17 9 8 19 11 8
Profitability (%) 78.481 76.9231 80 75.9494 71.7949 80
Ratio Avg Win / Avg Loss 0.0636 0.276 0.033 0.3391 0.149 0.835
Largest Winning Trade 20197 20197 14634 3794965 767556 3794965
Largest Losing Trade -794422 -79499 -794422 -5477840 -5477840 -1170595
Avg Bars in Trades 44 55 33 44 55 33
Avg Bars in Winners 8 8 8 16 12 19
Avg Bars in Losers 174 212 131 132 165 86
Bars Traded 3499 2173 1326 3499 2173 1326
Profit Streak 70.7863 82.7863 70.7863 70.7863 82.7863 70.7863
Trades During Streak 12 6 6 12 6 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -606403 -575765 -575330 -301140 -576429 619892
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3753,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607212800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759517535521,
    "expiration_time": 1764356688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 228,
            "offset": 43,
            "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": [
        [
            -1234792.3621095358,
            -16277.2125538579,
            -1218515.1495556782,
            713117.6956269034,
            -4780523.6765829,
            5493641.372209806
        ],
        [
            -1234.792362,
            -16.277213,
            -1218.51515,
            713.117696,
            -4780.523677,
            5493.641372
        ],
        [
            -0.65803,
            -0.008674,
            -0.649355,
            0.111744,
            0,
            0.214683
        ],
        [
            569.980349,
            569.980349,
            569.980349,
            569.980349,
            569.980349,
            569.980349
        ],
        [
            -1327827,
            -129672,
            -1308343,
            -6401621,
            -6408574,
            -1419615
        ],
        [
            0.231902,
            0.920015,
            0.13217,
            1.070959,
            0.37931,
            3.339881
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            62,
            30,
            32,
            60,
            28,
            32
        ],
        [
            17,
            9,
            8,
            19,
            11,
            8
        ],
        [
            78.481013,
            76.923077,
            80,
            75.949367,
            71.794872,
            80
        ],
        [
            0.063586,
            0.276005,
            0.033043,
            0.339137,
            0.149015,
            0.83497
        ],
        [
            20197,
            20197,
            14634,
            3794965,
            767556,
            3794965
        ],
        [
            -794422,
            -79499,
            -794422,
            -5477840,
            -5477840,
            -1170595
        ],
        [
            44,
            55,
            33,
            44,
            55,
            33
        ],
        [
            8,
            8,
            8,
            16,
            12,
            19
        ],
        [
            174,
            212,
            131,
            132,
            165,
            86
        ],
        [
            3499,
            2173,
            1326,
            3499,
            2173,
            1326
        ],
        [
            70.786291,
            82.786291,
            70.786291,
            70.786291,
            82.786291,
            70.786291
        ],
        [
            12,
            6,
            6,
            12,
            6,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -606403,
            -575765,
            -575330,
            -301140,
            -576429,
            619892
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3753,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607212800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759517535521,
    "expiration_time": 1764356688000,
    "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": 228,
            "offset": 43,
            "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)