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Trade: STORJ/USDT/360/FWMA/KCL/1170

Strategy
STORJ/USDT/360/FWMA/KCL/1170
Pair
STORJ_USDT
Interval
6h
Score
507344
Daily Profit
0.267429
Profit Factor
2.612241
Profitability
46.153846
Streak
128.218003
Best Strategy
Training Data Length
1894.250000
Evaluation Time
2025-10-06 08:13
Expiration Time
2025-12-01 21:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82480.7461 174363.3626 -91882.6164 15643464.1654 3836147.1351 11807317.0303
Total P&L (%) 82.4807 174.3634 -91.8826 15643.4642 3836.1471 11807.317
Avg Daily Profit (%) 0.0435 0.092 -0.0485 0.2674 0.1941 0.2526
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -308958 -29802 -308958 -4158094 -1095658 -3062435
Profit Factor 1.1178 2.6755 0.8458 2.6122 2.0632 2.9373
Total Trades 143 72 71 143 72 71
Winning Trades 118 56 62 66 35 31
Losing Trades 25 16 9 77 37 40
Profitability (%) 82.5175 77.7778 87.3239 46.1538 48.6111 43.662
Ratio Avg Win / Avg Loss 0.2368 0.7644 0.1228 3.0476 2.1811 3.79
Largest Winning Trade 24169 18218 24169 5731036 819628 5731036
Largest Losing Trade -308958 -29242 -308958 -1836420 -728858 -1836420
Avg Bars in Trades 50 24 76 50 24 76
Avg Bars in Winners 27 13 39 54 26 86
Avg Bars in Losers 160 63 331 46 22 68
Bars Traded 7197 1772 5425 7197 1772 5425
Profit Streak 128.218 178.968 128.218 128.218 178.968 128.218
Trades During Streak 11 6 5 11 6 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -220941 -141611 -661439 507344 -66372 -73907
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7577,
    "evaluation_days": 1894.25,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1599674400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759727635451,
    "expiration_time": 1764618696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 168,
            "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": [
        [
            82480.7461133941,
            174363.3625572201,
            -91882.6164438259,
            15643464.165387424,
            3836147.1350874435,
            11807317.030299982
        ],
        [
            82.480746,
            174.363363,
            -91.882616,
            15643.464165,
            3836.147135,
            11807.31703
        ],
        [
            0.043543,
            0.092049,
            -0.048506,
            0.267429,
            0.194079,
            0.252647
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -308958,
            -29802,
            -308958,
            -4158094,
            -1095658,
            -3062435
        ],
        [
            1.117816,
            2.675536,
            0.845839,
            2.612241,
            2.063201,
            2.937272
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            118,
            56,
            62,
            66,
            35,
            31
        ],
        [
            25,
            16,
            9,
            77,
            37,
            40
        ],
        [
            82.517483,
            77.777778,
            87.323944,
            46.153846,
            48.611111,
            43.661972
        ],
        [
            0.236825,
            0.764439,
            0.122783,
            3.047615,
            2.181098,
            3.790028
        ],
        [
            24169,
            18218,
            24169,
            5731036,
            819628,
            5731036
        ],
        [
            -308958,
            -29242,
            -308958,
            -1836420,
            -728858,
            -1836420
        ],
        [
            50,
            24,
            76,
            50,
            24,
            76
        ],
        [
            27,
            13,
            39,
            54,
            26,
            86
        ],
        [
            160,
            63,
            331,
            46,
            22,
            68
        ],
        [
            7197,
            1772,
            5425,
            7197,
            1772,
            5425
        ],
        [
            128.218003,
            178.968003,
            128.218003,
            128.218003,
            178.968003,
            128.218003
        ],
        [
            11,
            6,
            5,
            11,
            6,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -220941,
            -141611,
            -661439,
            507344,
            -66372,
            -73907
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7577,
    "evaluation_days": 1894.25,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1599674400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759727635451,
    "expiration_time": 1764618696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 168,
            "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)