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Trade: SAND/USDT/720/VWAP/KCB/7685

Strategy
SAND/USDT/720/VWAP/KCB/7685
Pair
SAND_USDT
Interval
12h
Score
619744
Daily Profit
0.213423
Profit Factor
3.354849
Profitability
80.000000
Streak
79.731171
Best Strategy
Training Data Length
1885.500000
Evaluation Time
2025-10-12 20:32
Expiration Time
2025-12-08 03:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1237598.3671 -17694.244 -1219904.123 690827.2715 -4778146.1896 5468973.4611
Total P&L (%) -1237.5984 -17.6942 -1219.9041 690.8273 -4778.1462 5468.9735
Avg Daily Profit (%) -0.6564 -0.0094 -0.647 0.1097 0 0.2134
Buy And Hold Return (%) 356.7479 356.7479 356.7479 356.7479 356.7479 356.7479
Max Trade Drawdown -1330633 -131089 -1308343 -6415021 -6402684 -1419615
Profit Factor 0.2302 0.9131 0.1312 1.0692 0.3758 3.3548
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 0.0631 0.2739 0.0328 0.3386 0.1476 0.8387
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 2171 1328 3499 2171 1328
Profit Streak 79.7312 91.7312 79.7312 79.7312 91.7312 79.7312
Trades During Streak 12 6 6 12 6 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -606412 -575780 -575352 -225380 -576445 619744
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760290373146,
    "expiration_time": 1765157616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 227,
            "offset": 0,
            "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": [
        [
            -1237598.3670704255,
            -17694.2440389978,
            -1219904.1230314279,
            690827.2714623564,
            -4778146.1896121595,
            5468973.461074515
        ],
        [
            -1237.598367,
            -17.694244,
            -1219.904123,
            690.827271,
            -4778.14619,
            5468.973461
        ],
        [
            -0.656377,
            -0.009384,
            -0.646992,
            0.109734,
            0,
            0.213423
        ],
        [
            356.747882,
            356.747882,
            356.747882,
            356.747882,
            356.747882,
            356.747882
        ],
        [
            -1330633,
            -131089,
            -1308343,
            -6415021,
            -6402684,
            -1419615
        ],
        [
            0.230157,
            0.913052,
            0.131181,
            1.069242,
            0.375782,
            3.354849
        ],
        [
            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
        ],
        [
            0.063108,
            0.273916,
            0.032795,
            0.338593,
            0.147629,
            0.838712
        ],
        [
            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,
            2171,
            1328,
            3499,
            2171,
            1328
        ],
        [
            79.731171,
            91.731171,
            79.731171,
            79.731171,
            91.731171,
            79.731171
        ],
        [
            12,
            6,
            6,
            12,
            6,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -606412,
            -575780,
            -575352,
            -225380,
            -576445,
            619744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760290373146,
    "expiration_time": 1765157616000,
    "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": 227,
            "offset": 0,
            "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)