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Trade: STORJ/USDT/120/DCM/WMA/8532

Strategy
STORJ/USDT/120/DCM/WMA/8532
Pair
STORJ_USDT
Interval
2h
Score
301907
Daily Profit
0.206141
Profit Factor
1.234359
Profitability
45.153664
Streak
5.641316
Best Strategy
Training Data Length
1899.920000
Evaluation Time
2025-10-12 16:23
Expiration Time
2025-12-19 23:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391650.5065 356764.3724 34886.1341 47431.3174 90057.9726 -42626.6552
Total P&L (%) 391.6505 356.7644 34.8861 47.4313 90.058 -42.6267
Avg Daily Profit (%) 0.2061 0.1878 0.0184 0.0204 0.0338 -0.0292
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132966 -61790 -194514 -416558 -155819 -377433
Profit Factor 1.2344 1.4775 1.0378 1.0199 1.0808 0.9664
Total Trades 423 211 212 423 211 212
Winning Trades 191 93 98 191 93 98
Losing Trades 232 118 114 232 118 114
Profitability (%) 45.1537 44.0758 46.2264 45.1537 44.0758 46.2264
Ratio Avg Win / Avg Loss 1.4993 1.8747 1.2072 1.2389 1.3714 1.1241
Largest Winning Trade 54236 54236 47807 125065 125065 120204
Largest Losing Trade -57088 -31597 -57088 -111471 -68512 -111471
Avg Bars in Trades 53 45 61 53 45 61
Avg Bars in Winners 66 55 76 66 55 76
Avg Bars in Losers 42 37 48 42 37 48
Bars Traded 22641 9600 13041 22641 9600 13041
Profit Streak 5.6413 0 11.2246 5.6413 0 11.2247
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301907 289497 -350275 -364710 -281091 -579387
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22799,
    "evaluation_days": 1899.92,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596801600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760275409731,
    "expiration_time": 1766179900800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "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": [
        [
            391650.5064692099,
            356764.3723585716,
            34886.1341106385,
            47431.3173738911,
            90057.972589933,
            -42626.6552160419
        ],
        [
            391.650506,
            356.764372,
            34.886134,
            47.431317,
            90.057973,
            -42.626655
        ],
        [
            0.206141,
            0.187779,
            0.018362,
            0.020434,
            0.033805,
            -0.029239
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132966,
            -61790,
            -194514,
            -416558,
            -155819,
            -377433
        ],
        [
            1.234359,
            1.477534,
            1.037753,
            1.019918,
            1.08084,
            0.966366
        ],
        [
            423,
            211,
            212,
            423,
            211,
            212
        ],
        [
            191,
            93,
            98,
            191,
            93,
            98
        ],
        [
            232,
            118,
            114,
            232,
            118,
            114
        ],
        [
            45.153664,
            44.075829,
            46.226415,
            45.153664,
            44.075829,
            46.226415
        ],
        [
            1.499326,
            1.874721,
            1.207182,
            1.238853,
            1.371389,
            1.12414
        ],
        [
            54236,
            54236,
            47807,
            125065,
            125065,
            120204
        ],
        [
            -57088,
            -31597,
            -57088,
            -111471,
            -68512,
            -111471
        ],
        [
            53,
            45,
            61,
            53,
            45,
            61
        ],
        [
            66,
            55,
            76,
            66,
            55,
            76
        ],
        [
            42,
            37,
            48,
            42,
            37,
            48
        ],
        [
            22641,
            9600,
            13041,
            22641,
            9600,
            13041
        ],
        [
            5.641316,
            0,
            11.224649,
            5.641316,
            0,
            11.22465
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301907,
            289497,
            -350275,
            -364710,
            -281091,
            -579387
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22799,
    "evaluation_days": 1899.92,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596801600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760275409731,
    "expiration_time": 1766179900800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "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)