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Trade: STORJ/USDT/360/VWMA/PSAR/5809

Strategy
STORJ/USDT/360/VWMA/PSAR/5809
Pair
STORJ_USDT
Interval
6h
Score
309493
Daily Profit
0.160212
Profit Factor
1.360484
Profitability
51.041667
Streak
0.000000
Best Strategy
Training Data Length
1895.000000
Evaluation Time
2025-10-07 01:22
Expiration Time
2025-12-02 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227049.9982 303601.0609 -76551.0627 -102140.7615 39616.1752 -141756.9367
Total P&L (%) 227.05 303.6011 -76.5511 -102.1408 39.6162 -141.7569
Avg Daily Profit (%) 0.1198 0.1602 -0.0404 0 0.0176 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192543 -107391 -181099 -93195 -43349 -116024
Profit Factor 1.1316 1.3605 0.9134 0.604 1.5115 0.2145
Total Trades 385 192 193 385 192 193
Winning Trades 203 98 105 175 96 79
Losing Trades 182 94 88 210 96 114
Profitability (%) 52.7273 51.0417 54.4041 45.4545 50 40.9326
Ratio Avg Win / Avg Loss 1.0145 1.305 0.7655 0.7248 1.5115 0.3095
Largest Winning Trade 139457 139457 41555 39187 39187 4755
Largest Losing Trade -103314 -40584 -103314 -69518 -26715 -69518
Avg Bars in Trades 19 15 23 19 15 23
Avg Bars in Winners 21 14 27 17 16 17
Avg Bars in Losers 17 16 18 21 15 26
Bars Traded 7475 3007 4468 7475 3007 4468
Profit Streak 0 0 0 17.4325 30.9325 17.4325
Trades During Streak 0 0 0 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -106215 309493 -579474 -579188 -167364 -582725
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7580,
    "evaluation_days": 1895,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1597600800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759789367035,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            227049.9981867823,
            303601.0608981457,
            -76551.0627113638,
            -102140.7615057208,
            39616.1752252635,
            -141756.9367309844
        ],
        [
            227.049998,
            303.601061,
            -76.551063,
            -102.140762,
            39.616175,
            -141.756937
        ],
        [
            0.119815,
            0.160212,
            -0.040396,
            0,
            0.017612,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192543,
            -107391,
            -181099,
            -93195,
            -43349,
            -116024
        ],
        [
            1.131564,
            1.360484,
            0.913362,
            0.603971,
            1.511483,
            0.214462
        ],
        [
            385,
            192,
            193,
            385,
            192,
            193
        ],
        [
            203,
            98,
            105,
            175,
            96,
            79
        ],
        [
            182,
            94,
            88,
            210,
            96,
            114
        ],
        [
            52.727273,
            51.041667,
            54.404145,
            45.454545,
            50,
            40.932642
        ],
        [
            1.014505,
            1.304954,
            0.765485,
            0.724765,
            1.511483,
            0.309477
        ],
        [
            139457,
            139457,
            41555,
            39187,
            39187,
            4755
        ],
        [
            -103314,
            -40584,
            -103314,
            -69518,
            -26715,
            -69518
        ],
        [
            19,
            15,
            23,
            19,
            15,
            23
        ],
        [
            21,
            14,
            27,
            17,
            16,
            17
        ],
        [
            17,
            16,
            18,
            21,
            15,
            26
        ],
        [
            7475,
            3007,
            4468,
            7475,
            3007,
            4468
        ],
        [
            0,
            0,
            0,
            17.432489,
            30.932489,
            17.432489
        ],
        [
            0,
            0,
            0,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106215,
            309493,
            -579474,
            -579188,
            -167364,
            -582725
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7580,
    "evaluation_days": 1895,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1597600800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759789367035,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)