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Trade: STORJ/USDT/120/VWAP/JMA/9218

Strategy
STORJ/USDT/120/VWAP/JMA/9218
Pair
STORJ_USDT
Interval
2h
Score
362313
Daily Profit
0.161763
Profit Factor
1.223774
Profitability
67.790262
Streak
0.000000
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-09-27 01:16
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 207221.2972 304438.7906 -97217.4934 -93756.7558 70174.4903 -163931.2461
Total P&L (%) 207.2213 304.4388 -97.2175 -93.7568 70.1745 -163.9312
Avg Daily Profit (%) 0.1101 0.1618 -0.0517 -0.1473 0.0283 0
Buy And Hold Return (%) 24.8294 24.8294 24.8294 24.8294 24.8294 24.8294
Max Trade Drawdown -224037 -141081 -224596 -204119 -162666 -180381
Profit Factor 1.0706 1.2238 0.9382 0.9369 1.1056 0.8002
Total Trades 1068 534 534 1068 534 534
Winning Trades 703 362 341 703 362 341
Losing Trades 365 172 193 365 172 193
Profitability (%) 65.824 67.7903 63.8577 65.824 67.7903 63.8577
Ratio Avg Win / Avg Loss 0.5559 0.5815 0.531 0.4864 0.5253 0.4529
Largest Winning Trade 31963 31963 27234 27423 19891 27423
Largest Losing Trade -68628 -36578 -68628 -78271 -51163 -78271
Avg Bars in Trades 21 19 22 21 19 22
Avg Bars in Winners 13 12 15 13 12 15
Avg Bars in Losers 35 35 35 35 35 35
Bars Traded 22498 10538 11960 22498 10538 11960
Profit Streak 0 0 12.4278 0 0 12.4278
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -182329 362313 -575852 -572605 -259597 -575852
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22584,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596571200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758924962280,
    "expiration_time": 1764576172800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 69,
            "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": [
        [
            207221.2971778848,
            304438.7905985302,
            -97217.4934206448,
            -93756.7557549116,
            70174.4903478284,
            -163931.2461027397
        ],
        [
            207.221297,
            304.438791,
            -97.217493,
            -93.756756,
            70.17449,
            -163.931246
        ],
        [
            0.110107,
            0.161763,
            -0.051656,
            -0.14727,
            0.028253,
            0
        ],
        [
            24.829396,
            24.829396,
            24.829396,
            24.829396,
            24.829396,
            24.829396
        ],
        [
            -224037,
            -141081,
            -224596,
            -204119,
            -162666,
            -180381
        ],
        [
            1.070627,
            1.223774,
            0.938218,
            0.936854,
            1.105617,
            0.800164
        ],
        [
            1068,
            534,
            534,
            1068,
            534,
            534
        ],
        [
            703,
            362,
            341,
            703,
            362,
            341
        ],
        [
            365,
            172,
            193,
            365,
            172,
            193
        ],
        [
            65.82397,
            67.790262,
            63.857678,
            65.82397,
            67.790262,
            63.857678
        ],
        [
            0.555873,
            0.581462,
            0.531015,
            0.486418,
            0.525321,
            0.452879
        ],
        [
            31963,
            31963,
            27234,
            27423,
            19891,
            27423
        ],
        [
            -68628,
            -36578,
            -68628,
            -78271,
            -51163,
            -78271
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            13,
            12,
            15,
            13,
            12,
            15
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            22498,
            10538,
            11960,
            22498,
            10538,
            11960
        ],
        [
            0,
            0,
            12.427804,
            0,
            0,
            12.427804
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -182329,
            362313,
            -575852,
            -572605,
            -259597,
            -575852
        ]
    ]
}
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": 1596571200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758924962280,
    "expiration_time": 1764576172800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 69,
            "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)