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Trade: STORJ/USDT/360/SSF/PWMA/3370

Strategy
STORJ/USDT/360/SSF/PWMA/3370
Pair
STORJ_USDT
Interval
6h
Score
319071
Daily Profit
0.154928
Profit Factor
1.444608
Profitability
61.702128
Streak
19.217973
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 293471.7066 261961.7394 31509.9672 -78251.5623 6642.7239 -84894.2862
Total P&L (%) 293.4717 261.9617 31.51 -78.2516 6.6427 -84.8943
Avg Daily Profit (%) 0.1549 0.1383 0.0166 -0.0805 0.0034 -0.0997
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215447 -59504 -230534 -148158 -19391 -141155
Profit Factor 1.4446 2.1706 1.0722 0.6235 1.1446 0.4757
Total Trades 94 47 47 94 47 47
Winning Trades 58 27 31 58 26 32
Losing Trades 36 20 16 36 21 15
Profitability (%) 61.7021 57.4468 65.9574 61.7021 55.3191 68.0851
Ratio Avg Win / Avg Loss 0.8967 1.6078 0.5534 0.387 0.9245 0.223
Largest Winning Trade 114280 114280 40499 24452 14604 24452
Largest Losing Trade -126741 -45874 -126741 -141155 -19391 -141155
Avg Bars in Trades 78 84 72 78 84 72
Avg Bars in Winners 56 52 59 57 52 61
Avg Bars in Losers 113 126 97 111 122 94
Bars Traded 7339 3950 3389 7339 3950 3389
Profit Streak 19.218 0 39.468 19.218 0 39.468
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319071 -3239 -313652 -578451 -416445 -577805
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": 1599760800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759727632899,
    "expiration_time": 1764618696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 86,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 172,
            "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": [
        [
            293471.7065850475,
            261961.7393982433,
            31509.9671868043,
            -78251.5623242994,
            6642.7238682469,
            -84894.2861925463
        ],
        [
            293.471707,
            261.961739,
            31.509967,
            -78.251562,
            6.642724,
            -84.894286
        ],
        [
            0.154928,
            0.138293,
            0.016635,
            -0.080508,
            0.003395,
            -0.099731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215447,
            -59504,
            -230534,
            -148158,
            -19391,
            -141155
        ],
        [
            1.444608,
            2.170565,
            1.072225,
            0.623543,
            1.144577,
            0.475694
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            58,
            27,
            31,
            58,
            26,
            32
        ],
        [
            36,
            20,
            16,
            36,
            21,
            15
        ],
        [
            61.702128,
            57.446809,
            65.957447,
            61.702128,
            55.319149,
            68.085106
        ],
        [
            0.896653,
            1.607826,
            0.553406,
            0.387027,
            0.924466,
            0.222982
        ],
        [
            114280,
            114280,
            40499,
            24452,
            14604,
            24452
        ],
        [
            -126741,
            -45874,
            -126741,
            -141155,
            -19391,
            -141155
        ],
        [
            78,
            84,
            72,
            78,
            84,
            72
        ],
        [
            56,
            52,
            59,
            57,
            52,
            61
        ],
        [
            113,
            126,
            97,
            111,
            122,
            94
        ],
        [
            7339,
            3950,
            3389,
            7339,
            3950,
            3389
        ],
        [
            19.217973,
            0,
            39.467973,
            19.217973,
            0,
            39.467973
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319071,
            -3239,
            -313652,
            -578451,
            -416445,
            -577805
        ]
    ]
}
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": 1599760800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759727632899,
    "expiration_time": 1764618696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 86,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 172,
            "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)