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Trade: STORJ/USDT/240/VWMA/VWMA/8119

Strategy
STORJ/USDT/240/VWMA/VWMA/8119
Pair
STORJ_USDT
Interval
4h
Score
590340
Daily Profit
0.227405
Profit Factor
2.956529
Profitability
73.529412
Streak
213.499163
Best Strategy
Training Data Length
1882.500000
Evaluation Time
2025-09-27 22:58
Expiration Time
2025-11-20 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 562681.6985 428090.1792 134591.5193 -422158.5526 -126490.7129 -295667.8397
Total P&L (%) 562.6817 428.0902 134.5915 -422.1586 -126.4907 -295.6678
Avg Daily Profit (%) 0.2989 0.2274 0.0715 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142543 -76516 -203756 -760421 -321580 -561964
Profit Factor 1.99 2.9565 1.385 0.6824 0.7389 0.65
Total Trades 68 34 34 68 34 34
Winning Trades 49 25 24 23 11 12
Losing Trades 19 9 10 45 23 22
Profitability (%) 72.0588 73.5294 70.5882 33.8235 32.3529 35.2941
Ratio Avg Win / Avg Loss 0.7716 1.0644 0.5771 1.3351 1.5449 1.1917
Largest Winning Trade 158034 158034 48799 131245 72264 131245
Largest Losing Trade -108219 -53437 -108219 -416477 -115834 -416477
Avg Bars in Trades 157 168 146 157 168 146
Avg Bars in Winners 119 134 103 213 229 199
Avg Bars in Losers 254 260 249 128 138 117
Bars Traded 10696 5716 4980 10696 5716 4980
Profit Streak 213.4992 213.4992 324.9992 0 0 0
Trades During Streak 5 2 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -99345 590340 -94503 -699179 -584880 -584847
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11295,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1599120000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003127686,
    "expiration_time": 1763594640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "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": [
        [
            562681.6984788694,
            428090.1791763264,
            134591.519302543,
            -422158.5526092472,
            -126490.7129020496,
            -295667.8397071976
        ],
        [
            562.681698,
            428.090179,
            134.591519,
            -422.158553,
            -126.490713,
            -295.66784
        ],
        [
            0.298901,
            0.227405,
            0.071496,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142543,
            -76516,
            -203756,
            -760421,
            -321580,
            -561964
        ],
        [
            1.990012,
            2.956529,
            1.385034,
            0.682395,
            0.738885,
            0.650001
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            49,
            25,
            24,
            23,
            11,
            12
        ],
        [
            19,
            9,
            10,
            45,
            23,
            22
        ],
        [
            72.058824,
            73.529412,
            70.588235,
            33.823529,
            32.352941,
            35.294118
        ],
        [
            0.771637,
            1.064351,
            0.577098,
            1.335121,
            1.544941,
            1.191669
        ],
        [
            158034,
            158034,
            48799,
            131245,
            72264,
            131245
        ],
        [
            -108219,
            -53437,
            -108219,
            -416477,
            -115834,
            -416477
        ],
        [
            157,
            168,
            146,
            157,
            168,
            146
        ],
        [
            119,
            134,
            103,
            213,
            229,
            199
        ],
        [
            254,
            260,
            249,
            128,
            138,
            117
        ],
        [
            10696,
            5716,
            4980,
            10696,
            5716,
            4980
        ],
        [
            213.499163,
            213.499163,
            324.999163,
            0,
            0,
            0
        ],
        [
            5,
            2,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99345,
            590340,
            -94503,
            -699179,
            -584880,
            -584847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11295,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1599120000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003127686,
    "expiration_time": 1763594640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "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)