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Trade: STORJ/USDT/120/SSF/WMA/2105

Strategy
STORJ/USDT/120/SSF/WMA/2105
Pair
STORJ_USDT
Interval
2h
Score
339802
Daily Profit
0.333403
Profit Factor
1.623424
Profitability
38.613861
Streak
19.414800
Best Strategy
Training Data Length
1893.420000
Evaluation Time
2025-10-06 04:57
Expiration Time
2025-12-13 05:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 631271.1953 537732.9981 93538.1973 824064.2219 545293.523 278770.699
Total P&L (%) 631.2712 537.733 93.5382 824.0642 545.2935 278.7707
Avg Daily Profit (%) 0.3334 0.284 0.0494 0.1175 0.0985 0.0704
Buy And Hold Return (%) 25.12 25.12 25.12 25.12 25.12 25.12
Max Trade Drawdown -131930 -101176 -96622 -3373934 -2075308 -1852132
Profit Factor 1.6234 2.0911 1.18 1.0744 1.0984 1.0503
Total Trades 202 101 101 202 101 101
Winning Trades 78 34 44 78 34 44
Losing Trades 124 67 57 124 67 57
Profitability (%) 38.6139 33.6634 43.5644 38.6139 33.6634 43.5644
Ratio Avg Win / Avg Loss 2.5808 4.1208 1.5286 1.708 2.1646 1.3606
Largest Winning Trade 312216 312216 50002 1385827 1385827 901918
Largest Losing Trade -28811 -28811 -28525 -694464 -694464 -429187
Avg Bars in Trades 111 109 113 111 109 113
Avg Bars in Winners 188 196 181 188 196 181
Avg Bars in Losers 63 65 60 63 65 60
Bars Traded 22534 11061 11473 22534 11061 11473
Profit Streak 19.4148 0 26.9148 19.4148 0 26.9148
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339802 219373 -153111 -176137 -178809 -266424
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22721,
    "evaluation_days": 1893.42,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596506400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715838749,
    "expiration_time": 1765598083200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 60,
            "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": [
        [
            631271.1953235944,
            537732.9980715353,
            93538.1972520595,
            824064.2219267297,
            545293.5229701803,
            278770.6989565481
        ],
        [
            631.271195,
            537.732998,
            93.538197,
            824.064222,
            545.293523,
            278.770699
        ],
        [
            0.333403,
            0.284001,
            0.049402,
            0.117508,
            0.098523,
            0.070361
        ],
        [
            25.12,
            25.12,
            25.12,
            25.12,
            25.12,
            25.12
        ],
        [
            -131930,
            -101176,
            -96622,
            -3373934,
            -2075308,
            -1852132
        ],
        [
            1.623424,
            2.091148,
            1.17996,
            1.074367,
            1.098428,
            1.05031
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            78,
            34,
            44,
            78,
            34,
            44
        ],
        [
            124,
            67,
            57,
            124,
            67,
            57
        ],
        [
            38.613861,
            33.663366,
            43.564356,
            38.613861,
            33.663366,
            43.564356
        ],
        [
            2.580828,
            4.120792,
            1.528584,
            1.707968,
            2.16455,
            1.360629
        ],
        [
            312216,
            312216,
            50002,
            1385827,
            1385827,
            901918
        ],
        [
            -28811,
            -28811,
            -28525,
            -694464,
            -694464,
            -429187
        ],
        [
            111,
            109,
            113,
            111,
            109,
            113
        ],
        [
            188,
            196,
            181,
            188,
            196,
            181
        ],
        [
            63,
            65,
            60,
            63,
            65,
            60
        ],
        [
            22534,
            11061,
            11473,
            22534,
            11061,
            11473
        ],
        [
            19.4148,
            0,
            26.9148,
            19.4148,
            0,
            26.9148
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339802,
            219373,
            -153111,
            -176137,
            -178809,
            -266424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22721,
    "evaluation_days": 1893.42,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596506400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715838749,
    "expiration_time": 1765598083200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 60,
            "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)