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Trade: STORJ/USDT/120/KCL/MIDPOINT/8453

Strategy
STORJ/USDT/120/KCL/MIDPOINT/8453
Pair
STORJ_USDT
Interval
2h
Score
309338
Daily Profit
0.215803
Profit Factor
1.364823
Profitability
44.978166
Streak
0.000000
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-09-26 06:44
Expiration Time
2025-12-01 10:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406140.5471 400897.8389 5242.7082 -47862.1914 -19417.2924 -28444.8991
Total P&L (%) 406.1405 400.8978 5.2427 -47.8622 -19.4173 -28.4449
Avg Daily Profit (%) 0.2158 0.213 0.0028 -0.0346 -0.0115 -0.0178
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150348 -112038 -79695 -354655 -296691 -104771
Profit Factor 1.3648 1.5471 1.0138 0.9597 0.9769 0.9179
Total Trades 229 114 115 229 114 115
Winning Trades 103 49 54 103 49 54
Losing Trades 126 65 61 126 65 61
Profitability (%) 44.9782 42.9825 46.9565 44.9782 42.9825 46.9565
Ratio Avg Win / Avg Loss 1.6696 2.0523 1.1452 1.174 1.2959 1.0369
Largest Winning Trade 258940 258940 22809 251994 251994 38557
Largest Losing Trade -54167 -54167 -26668 -182657 -182657 -68488
Avg Bars in Trades 95 154 36 95 154 36
Avg Bars in Winners 104 171 42 104 171 42
Avg Bars in Losers 87 141 31 87 141 31
Bars Traded 21795 17596 4199 21795 17596 4199
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309338 268458 -561670 -579865 -582091 -580543

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22584,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597485600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858253228,
    "expiration_time": 1764576172800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 196,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 191,
            "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": [
        [
            406140.5471019221,
            400897.8388535102,
            5242.7082484118,
            -47862.1914428233,
            -19417.2923769944,
            -28444.8990658288
        ],
        [
            406.140547,
            400.897839,
            5.242708,
            -47.862191,
            -19.417292,
            -28.444899
        ],
        [
            0.215803,
            0.213017,
            0.002786,
            -0.0346,
            -0.01147,
            -0.017783
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150348,
            -112038,
            -79695,
            -354655,
            -296691,
            -104771
        ],
        [
            1.364823,
            1.547085,
            1.01378,
            0.959713,
            0.976924,
            0.917933
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            103,
            49,
            54,
            103,
            49,
            54
        ],
        [
            126,
            65,
            61,
            126,
            65,
            61
        ],
        [
            44.978166,
            42.982456,
            46.956522,
            44.978166,
            42.982456,
            46.956522
        ],
        [
            1.669589,
            2.052255,
            1.145196,
            1.174018,
            1.295919,
            1.036924
        ],
        [
            258940,
            258940,
            22809,
            251994,
            251994,
            38557
        ],
        [
            -54167,
            -54167,
            -26668,
            -182657,
            -182657,
            -68488
        ],
        [
            95,
            154,
            36,
            95,
            154,
            36
        ],
        [
            104,
            171,
            42,
            104,
            171,
            42
        ],
        [
            87,
            141,
            31,
            87,
            141,
            31
        ],
        [
            21795,
            17596,
            4199,
            21795,
            17596,
            4199
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309338,
            268458,
            -561670,
            -579865,
            -582091,
            -580543
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22584,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597485600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858253228,
    "expiration_time": 1764576172800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 196,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 191,
            "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)