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Trade: SAND/USDT/720/VWAP/KCB/7817

Strategy
SAND/USDT/720/VWAP/KCB/7817
Pair
SAND_USDT
Interval
12h
Score
613800
Daily Profit
0.860070
Profit Factor
3.402984
Profitability
50.694444
Streak
0.000000
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-29 01:30
Expiration Time
2025-11-23 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1609621.933 1484102.1299 125519.8031 -7718095.3805 -1671424.499 -6046670.8815
Total P&L (%) 1609.6219 1484.1021 125.5198 -7718.0954 -1671.4245 -6046.6709
Avg Daily Profit (%) 0.8601 0.793 0.0671 0 0 0
Buy And Hold Return (%) 608.0494 608.0494 608.0494 608.0494 608.0494 608.0494
Max Trade Drawdown -157053 -79416 -118926 -10027864 -4253103 -7197300
Profit Factor 3.403 5.0435 1.4145 0.758 0.9077 0.5613
Total Trades 144 72 72 144 72 72
Winning Trades 73 35 38 67 37 30
Losing Trades 71 37 34 77 35 42
Profitability (%) 50.6944 48.6111 52.7778 46.5278 51.3889 41.6667
Ratio Avg Win / Avg Loss 3.3098 5.3317 1.2656 0.8712 0.8587 0.7858
Largest Winning Trade 716390 716390 52698 1758289 1572509 1758289
Largest Losing Trade -112504 -37460 -112504 -4253103 -4253103 -2897973
Avg Bars in Trades 24 29 19 24 29 19
Avg Bars in Winners 31 35 27 18 25 9
Avg Bars in Losers 17 24 10 29 34 25
Bars Traded 3534 2156 1378 3534 2156 1378
Profit Streak 0 0 0 7.938 13.938 7.938
Trades During Streak 0 0 0 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 613800 -62737 -346917 -580336 -658702 -662523
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605441600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759098639614,
    "expiration_time": 1763911728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 74
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            1609621.9330105712,
            1484102.1298885054,
            125519.8031220653,
            -7718095.380519004,
            -1671424.4990260953,
            -6046670.881492908
        ],
        [
            1609.621933,
            1484.10213,
            125.519803,
            -7718.095381,
            -1671.424499,
            -6046.670881
        ],
        [
            0.86007,
            0.793001,
            0.067069,
            0,
            0,
            0
        ],
        [
            608.049404,
            608.049404,
            608.049404,
            608.049404,
            608.049404,
            608.049404
        ],
        [
            -157053,
            -79416,
            -118926,
            -10027864,
            -4253103,
            -7197300
        ],
        [
            3.402984,
            5.043519,
            1.414516,
            0.758043,
            0.907733,
            0.56131
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            73,
            35,
            38,
            67,
            37,
            30
        ],
        [
            71,
            37,
            34,
            77,
            35,
            42
        ],
        [
            50.694444,
            48.611111,
            52.777778,
            46.527778,
            51.388889,
            41.666667
        ],
        [
            3.309752,
            5.33172,
            1.26562,
            0.871184,
            0.858667,
            0.785834
        ],
        [
            716390,
            716390,
            52698,
            1758289,
            1572509,
            1758289
        ],
        [
            -112504,
            -37460,
            -112504,
            -4253103,
            -4253103,
            -2897973
        ],
        [
            24,
            29,
            19,
            24,
            29,
            19
        ],
        [
            31,
            35,
            27,
            18,
            25,
            9
        ],
        [
            17,
            24,
            10,
            29,
            34,
            25
        ],
        [
            3534,
            2156,
            1378,
            3534,
            2156,
            1378
        ],
        [
            0,
            0,
            0,
            7.937958,
            13.937958,
            7.937958
        ],
        [
            0,
            0,
            0,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            613800,
            -62737,
            -346917,
            -580336,
            -658702,
            -662523
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605441600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759098639614,
    "expiration_time": 1763911728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 74
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)