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Trade: SAND/USDT/720/VWAP/RMA/5587

Strategy
SAND/USDT/720/VWAP/RMA/5587
Pair
SAND_USDT
Interval
12h
Score
642245
Daily Profit
0.257127
Profit Factor
3.321787
Profitability
82.608696
Streak
264.405693
Best Strategy
Training Data Length
1887.000000
Evaluation Time
2025-10-14 12:44
Expiration Time
2025-12-09 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1329431.8109 -43001.8184 -1286429.9925 6550.2877 -12613517.2045 12620067.4922
Total P&L (%) -1329.4318 -43.0018 -1286.43 6.5503 -12613.5172 12620.0675
Avg Daily Profit (%) -0.7045 -0.0228 -0.6817 0.0034 0 0.2571
Buy And Hold Return (%) 416.511 416.511 416.511 416.511 416.511 416.511
Max Trade Drawdown -1534342 -204664 -1403456 -13111818 -12754968 -3444510
Profit Factor 0.2546 0.8339 0.1562 1.0003 0.1888 3.3218
Total Trades 91 45 46 91 45 46
Winning Trades 72 33 39 66 28 38
Losing Trades 19 12 7 25 17 8
Profitability (%) 79.1209 73.3333 84.7826 72.5275 62.2222 82.6087
Ratio Avg Win / Avg Loss 0.0672 0.3032 0.028 0.3789 0.1147 0.6993
Largest Winning Trade 32957 32957 18704 11616156 961642 11616156
Largest Losing Trade -801283 -73671 -801283 -9693319 -9693319 -2430076
Avg Bars in Trades 40 50 30 40 50 30
Avg Bars in Winners 10 13 8 14 10 17
Avg Bars in Losers 151 152 149 107 115 89
Bars Traded 3650 2257 1393 3650 2257 1393
Profit Streak 95.4057 95.4057 264.4057 95.4057 95.4057 264.4057
Trades During Streak 15 7 11 15 7 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574778 -576164 -574825 -570807 -577605 642245
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3774,
    "evaluation_days": 1887,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600862400000,
    "last_datapoint_time": 1760400000000,
    "evaluation_time": 1760435051848,
    "expiration_time": 1765291104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 81,
            "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": [
        [
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            -43001.8183829938,
            -1286429.9925417465,
            6550.2877220411,
            -12613517.204516377,
            12620067.492238428
        ],
        [
            -1329.431811,
            -43.001818,
            -1286.429993,
            6.550288,
            -12613.517205,
            12620.067492
        ],
        [
            -0.704521,
            -0.022788,
            -0.681733,
            0.003362,
            0,
            0.257127
        ],
        [
            416.511035,
            416.511035,
            416.511035,
            416.511035,
            416.511035,
            416.511035
        ],
        [
            -1534342,
            -204664,
            -1403456,
            -13111818,
            -12754968,
            -3444510
        ],
        [
            0.254551,
            0.833877,
            0.156186,
            1.000312,
            0.188839,
            3.321787
        ],
        [
            91,
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            46,
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            46
        ],
        [
            72,
            33,
            39,
            66,
            28,
            38
        ],
        [
            19,
            12,
            7,
            25,
            17,
            8
        ],
        [
            79.120879,
            73.333333,
            84.782609,
            72.527473,
            62.222222,
            82.608696
        ],
        [
            0.067173,
            0.303228,
            0.028033,
            0.378906,
            0.114652,
            0.699324
        ],
        [
            32957,
            32957,
            18704,
            11616156,
            961642,
            11616156
        ],
        [
            -801283,
            -73671,
            -801283,
            -9693319,
            -9693319,
            -2430076
        ],
        [
            40,
            50,
            30,
            40,
            50,
            30
        ],
        [
            10,
            13,
            8,
            14,
            10,
            17
        ],
        [
            151,
            152,
            149,
            107,
            115,
            89
        ],
        [
            3650,
            2257,
            1393,
            3650,
            2257,
            1393
        ],
        [
            95.405693,
            95.405693,
            264.405693,
            95.405693,
            95.405693,
            264.405693
        ],
        [
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574778,
            -576164,
            -574825,
            -570807,
            -577605,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3774,
    "evaluation_days": 1887,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600862400000,
    "last_datapoint_time": 1760400000000,
    "evaluation_time": 1760435051848,
    "expiration_time": 1765291104000,
    "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": 81,
            "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)