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Trade: STORJ/USDT/480/HILO/VWAP/2647

Strategy
STORJ/USDT/480/HILO/VWAP/2647
Pair
STORJ_USDT
Interval
8h
Score
303359
Daily Profit
0.293394
Profit Factor
1.428398
Profitability
37.082067
Streak
11.251274
Best Strategy
Training Data Length
1888.670000
Evaluation Time
2025-09-30 17:01
Expiration Time
2025-11-26 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 554124.3502 440788.1104 113336.2397 809183.2162 674315.1154 134868.1007
Total P&L (%) 554.1244 440.7881 113.3362 809.1832 674.3151 134.8681
Avg Daily Profit (%) 0.2934 0.2334 0.06 0.1169 0.1084 0.0452
Buy And Hold Return (%) 14.539 14.539 14.539 14.539 14.539 14.539
Max Trade Drawdown -102504 -79605 -109918 -1932229 -1326086 -1150080
Profit Factor 1.4284 1.6793 1.1758 1.0692 1.1141 1.0233
Total Trades 329 164 165 329 164 165
Winning Trades 122 47 75 122 47 75
Losing Trades 207 117 90 207 117 90
Profitability (%) 37.0821 28.6585 45.4545 37.0821 28.6585 45.4545
Ratio Avg Win / Avg Loss 2.4236 4.1804 1.411 1.8141 2.7734 1.2279
Largest Winning Trade 102998 102998 36051 906484 906484 510022
Largest Losing Trade -55703 -23289 -55703 -478739 -293001 -478739
Avg Bars in Trades 17 18 15 17 18 15
Avg Bars in Winners 30 40 24 30 40 24
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 5598 2968 2630 5598 2968 2630
Profit Streak 11.2513 0 11.9179 11.2513 0 11.9179
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303359 -2021 -140468 -182198 -154809 -327983
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5666,
    "evaluation_days": 1888.67,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596643200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759240910076,
    "expiration_time": 1764114624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            554124.3501613697,
            440788.1104299639,
            113336.2397314053,
            809183.2161692831,
            674315.1154238336,
            134868.1007454516
        ],
        [
            554.12435,
            440.78811,
            113.33624,
            809.183216,
            674.315115,
            134.868101
        ],
        [
            0.293394,
            0.233385,
            0.060008,
            0.116943,
            0.108432,
            0.045219
        ],
        [
            14.539007,
            14.539007,
            14.539007,
            14.539007,
            14.539007,
            14.539007
        ],
        [
            -102504,
            -79605,
            -109918,
            -1932229,
            -1326086,
            -1150080
        ],
        [
            1.428398,
            1.679289,
            1.175828,
            1.069157,
            1.114117,
            1.023286
        ],
        [
            329,
            164,
            165,
            329,
            164,
            165
        ],
        [
            122,
            47,
            75,
            122,
            47,
            75
        ],
        [
            207,
            117,
            90,
            207,
            117,
            90
        ],
        [
            37.082067,
            28.658537,
            45.454545,
            37.082067,
            28.658537,
            45.454545
        ],
        [
            2.423593,
            4.180358,
            1.410994,
            1.814061,
            2.77344,
            1.227944
        ],
        [
            102998,
            102998,
            36051,
            906484,
            906484,
            510022
        ],
        [
            -55703,
            -23289,
            -55703,
            -478739,
            -293001,
            -478739
        ],
        [
            17,
            18,
            15,
            17,
            18,
            15
        ],
        [
            30,
            40,
            24,
            30,
            40,
            24
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            5598,
            2968,
            2630,
            5598,
            2968,
            2630
        ],
        [
            11.251274,
            0,
            11.917941,
            11.251274,
            0,
            11.917941
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303359,
            -2021,
            -140468,
            -182198,
            -154809,
            -327983
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5666,
    "evaluation_days": 1888.67,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596643200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759240910076,
    "expiration_time": 1764114624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)