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Trade: STORJ/USDT/120/VWMA/KCU/8515

Strategy
STORJ/USDT/120/VWMA/KCU/8515
Pair
STORJ_USDT
Interval
2h
Score
526660
Daily Profit
0.436594
Profit Factor
2.234005
Profitability
50.537634
Streak
0.000000
Best Strategy
Training Data Length
1886.330000
Evaluation Time
2025-09-29 02:08
Expiration Time
2025-12-05 21:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 823560.1743 673566.2001 149993.9742 1048334.07 795140.0316 253194.0383
Total P&L (%) 823.5602 673.5662 149.994 1048.3341 795.14 253.194
Avg Daily Profit (%) 0.4366 0.3571 0.0795 0.1295 0.1163 0.0669
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146363 -146407 -65677 -1217463 -886789 -814669
Profit Factor 2.234 2.5176 1.6709 1.2358 1.2808 1.1569
Total Trades 93 46 47 93 46 47
Winning Trades 47 20 27 47 20 27
Losing Trades 46 26 20 46 26 20
Profitability (%) 50.5376 43.4783 57.4468 50.5376 43.4783 57.4468
Ratio Avg Win / Avg Loss 2.1865 3.2729 1.2377 1.2095 1.6651 0.8569
Largest Winning Trade 417649 417649 40802 1094212 1094212 241324
Largest Losing Trade -60069 -51431 -60069 -814669 -478418 -814669
Avg Bars in Trades 233 403 67 233 403 67
Avg Bars in Winners 238 438 90 238 438 90
Avg Bars in Losers 227 376 35 227 376 35
Bars Traded 21708 18552 3156 21708 18552 3156
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 526660 421803 -83684 -19736 -38758 -152177
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22636,
    "evaluation_days": 1886.33,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597672800000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759100895315,
    "expiration_time": 1764964051200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            823560.1742990052,
            673566.2001189804,
            149993.9741800249,
            1048334.0699771729,
            795140.0316413386,
            253194.0383358343
        ],
        [
            823.560174,
            673.5662,
            149.993974,
            1048.33407,
            795.140032,
            253.194038
        ],
        [
            0.436594,
            0.357078,
            0.079516,
            0.129483,
            0.116262,
            0.066917
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146363,
            -146407,
            -65677,
            -1217463,
            -886789,
            -814669
        ],
        [
            2.234005,
            2.517613,
            1.670948,
            1.235811,
            1.280811,
            1.156867
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            50.537634,
            43.478261,
            57.446809,
            50.537634,
            43.478261,
            57.446809
        ],
        [
            2.186473,
            3.272898,
            1.237739,
            1.209518,
            1.665055,
            0.856939
        ],
        [
            417649,
            417649,
            40802,
            1094212,
            1094212,
            241324
        ],
        [
            -60069,
            -51431,
            -60069,
            -814669,
            -478418,
            -814669
        ],
        [
            233,
            403,
            67,
            233,
            403,
            67
        ],
        [
            238,
            438,
            90,
            238,
            438,
            90
        ],
        [
            227,
            376,
            35,
            227,
            376,
            35
        ],
        [
            21708,
            18552,
            3156,
            21708,
            18552,
            3156
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526660,
            421803,
            -83684,
            -19736,
            -38758,
            -152177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22636,
    "evaluation_days": 1886.33,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597672800000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759100895315,
    "expiration_time": 1764964051200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)