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Trade: STORJ/USDT/240/VWMA/HILO/6705

Strategy
STORJ/USDT/240/VWMA/HILO/6705
Pair
STORJ_USDT
Interval
4h
Score
329646
Daily Profit
0.193794
Profit Factor
1.324119
Profitability
48.096886
Streak
15.033738
Best Strategy
Training Data Length
1893.670000
Evaluation Time
2025-10-05 19:48
Expiration Time
2025-12-01 13:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366981.2937 312884.6155 54096.6782 60928.407 453206.465 -392278.058
Total P&L (%) 366.9813 312.8846 54.0967 60.9284 453.2065 -392.2781
Avg Daily Profit (%) 0.1938 0.1652 0.0286 0.0251 0.0904 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120391 -78752 -86649 -837701 -277855 -762791
Profit Factor 1.3241 1.6501 1.0831 1.0192 1.4009 0.8079
Total Trades 289 144 145 289 144 145
Winning Trades 139 60 79 139 60 79
Losing Trades 150 84 66 150 84 66
Profitability (%) 48.0969 41.6667 54.4828 48.0969 41.6667 54.4828
Ratio Avg Win / Avg Loss 1.4289 2.3102 0.9049 1.0999 1.9612 0.6749
Largest Winning Trade 100593 100593 50654 269158 269158 177580
Largest Losing Trade -65696 -19569 -65696 -607832 -59718 -607832
Avg Bars in Trades 38 26 50 38 26 50
Avg Bars in Winners 51 37 62 51 37 62
Avg Bars in Losers 27 18 37 27 18 37
Bars Traded 11206 3824 7382 11206 3824 7382
Profit Streak 15.0337 0 23.8671 15.0337 0 23.8671
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329646 263274 -285118 -357951 -73635 -579335
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11362,
    "evaluation_days": 1893.67,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597680000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759682915004,
    "expiration_time": 1764588384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            366981.2937079215,
            312884.6154601605,
            54096.6782477613,
            60928.4070338514,
            453206.4650238312,
            -392278.0579899791
        ],
        [
            366.981294,
            312.884615,
            54.096678,
            60.928407,
            453.206465,
            -392.278058
        ],
        [
            0.193794,
            0.165227,
            0.028567,
            0.025128,
            0.090371,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120391,
            -78752,
            -86649,
            -837701,
            -277855,
            -762791
        ],
        [
            1.324119,
            1.650134,
            1.0831,
            1.019205,
            1.400867,
            0.807888
        ],
        [
            289,
            144,
            145,
            289,
            144,
            145
        ],
        [
            139,
            60,
            79,
            139,
            60,
            79
        ],
        [
            150,
            84,
            66,
            150,
            84,
            66
        ],
        [
            48.096886,
            41.666667,
            54.482759,
            48.096886,
            41.666667,
            54.482759
        ],
        [
            1.428905,
            2.310187,
            0.904868,
            1.099862,
            1.961214,
            0.674945
        ],
        [
            100593,
            100593,
            50654,
            269158,
            269158,
            177580
        ],
        [
            -65696,
            -19569,
            -65696,
            -607832,
            -59718,
            -607832
        ],
        [
            38,
            26,
            50,
            38,
            26,
            50
        ],
        [
            51,
            37,
            62,
            51,
            37,
            62
        ],
        [
            27,
            18,
            37,
            27,
            18,
            37
        ],
        [
            11206,
            3824,
            7382,
            11206,
            3824,
            7382
        ],
        [
            15.033738,
            0,
            23.867072,
            15.033738,
            0,
            23.867072
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329646,
            263274,
            -285118,
            -357951,
            -73635,
            -579335
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11362,
    "evaluation_days": 1893.67,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597680000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759682915004,
    "expiration_time": 1764588384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)