← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: STORJ/USDT/480/VWAP/HILO/7682

Strategy
STORJ/USDT/480/VWAP/HILO/7682
Pair
STORJ_USDT
Interval
8h
Score
304803
Daily Profit
0.153271
Profit Factor
1.394849
Profitability
46.700508
Streak
0.000000
Best Strategy
Training Data Length
1893.670000
Evaluation Time
2025-10-05 16:41
Expiration Time
2025-12-01 05:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 135092.0053 290245.178 -155153.1727 -95398.0297 103644.6713 -199042.7009
Total P&L (%) 135.092 290.2452 -155.1532 -95.398 103.6447 -199.0427
Avg Daily Profit (%) 0.0713 0.1533 -0.0819 -0.1624 0.0376 0
Buy And Hold Return (%) 20.0506 20.0506 20.0506 20.0506 20.0506 20.0506
Max Trade Drawdown -347987 -164433 -229956 -377184 -154645 -243582
Profit Factor 1.086 1.3948 0.8145 0.9065 1.2575 0.6776
Total Trades 395 197 198 395 197 198
Winning Trades 195 92 103 195 92 103
Losing Trades 200 105 95 200 105 95
Profitability (%) 49.3671 46.7005 52.0202 49.3671 46.7005 52.0202
Ratio Avg Win / Avg Loss 1.1138 1.5919 0.7513 0.9297 1.4351 0.625
Largest Winning Trade 298776 298776 47183 64259 64259 47176
Largest Losing Trade -60149 -29895 -60149 -150356 -57043 -150356
Avg Bars in Trades 14 12 15 14 12 15
Avg Bars in Winners 17 15 18 17 15 18
Avg Bars in Losers 11 9 13 11 9 13
Bars Traded 5648 2502 3146 5648 2502 3146
Profit Streak 16.5703 0 22.5703 16.5703 0 22.5703
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -221164 304803 -579209 -578107 -144647 -579209
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5681,
    "evaluation_days": 1893.67,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596844800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759671670431,
    "expiration_time": 1764559584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 27
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            135092.005250351,
            290245.1779800648,
            -155153.1727297141,
            -95398.0296533975,
            103644.6712916508,
            -199042.7009450484
        ],
        [
            135.092005,
            290.245178,
            -155.153173,
            -95.39803,
            103.644671,
            -199.042701
        ],
        [
            0.071339,
            0.153271,
            -0.081933,
            -0.162446,
            0.037564,
            0
        ],
        [
            20.050633,
            20.050633,
            20.050633,
            20.050633,
            20.050633,
            20.050633
        ],
        [
            -347987,
            -164433,
            -229956,
            -377184,
            -154645,
            -243582
        ],
        [
            1.085959,
            1.394849,
            0.814521,
            0.906477,
            1.257453,
            0.677646
        ],
        [
            395,
            197,
            198,
            395,
            197,
            198
        ],
        [
            195,
            92,
            103,
            195,
            92,
            103
        ],
        [
            200,
            105,
            95,
            200,
            105,
            95
        ],
        [
            49.367089,
            46.700508,
            52.020202,
            49.367089,
            46.700508,
            52.020202
        ],
        [
            1.113805,
            1.591948,
            0.751257,
            0.92972,
            1.435137,
            0.625014
        ],
        [
            298776,
            298776,
            47183,
            64259,
            64259,
            47176
        ],
        [
            -60149,
            -29895,
            -60149,
            -150356,
            -57043,
            -150356
        ],
        [
            14,
            12,
            15,
            14,
            12,
            15
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            11,
            9,
            13,
            11,
            9,
            13
        ],
        [
            5648,
            2502,
            3146,
            5648,
            2502,
            3146
        ],
        [
            16.570259,
            0,
            22.570259,
            16.57026,
            0,
            22.57026
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -221164,
            304803,
            -579209,
            -578107,
            -144647,
            -579209
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5681,
    "evaluation_days": 1893.67,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596844800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759671670431,
    "expiration_time": 1764559584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 27
        }
    },
    "second_band": {
        "type": "hilo",
        "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)