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Trade: STORJ/USDT/480/VWAP/ZLMA/4731

Strategy
STORJ/USDT/480/VWAP/ZLMA/4731
Pair
STORJ_USDT
Interval
8h
Score
306045
Daily Profit
0.150201
Profit Factor
1.257354
Profitability
62.078652
Streak
0.000000
Best Strategy
Training Data Length
1887.000000
Evaluation Time
2025-09-28 20:57
Expiration Time
2025-11-24 08:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 168716.5367 283428.6372 -114712.1005 -96460.4538 294645.557 -391106.0108
Total P&L (%) 168.7165 283.4286 -114.7121 -96.4605 294.6456 -391.106
Avg Daily Profit (%) 0.0894 0.1502 -0.0608 -0.1769 0.0728 0
Buy And Hold Return (%) 16.359 16.359 16.359 16.359 16.359 16.359
Max Trade Drawdown -328083 -165781 -261912 -655697 -254536 -611488
Profit Factor 1.0702 1.2574 0.9118 0.9607 1.3107 0.74
Total Trades 712 356 356 712 356 356
Winning Trades 447 221 226 447 221 226
Losing Trades 265 135 130 265 135 130
Profitability (%) 62.7809 62.0787 63.4831 62.7809 62.0787 63.4831
Ratio Avg Win / Avg Loss 0.6345 0.7681 0.5245 0.5695 0.8007 0.4256
Largest Winning Trade 51061 51061 31849 88928 65513 88928
Largest Losing Trade -81651 -39518 -81651 -238316 -102384 -238316
Avg Bars in Trades 7 7 8 7 7 8
Avg Bars in Winners 5 4 5 5 4 5
Avg Bars in Losers 12 11 13 12 11 13
Bars Traded 5620 2583 3037 5620 2583 3037
Profit Streak 0 0 14.4151 0 0 14.4151
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -212468 306045 -576372 -574707 -94136 -576372
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5661,
    "evaluation_days": 1887,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596816000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759082265183,
    "expiration_time": 1763966304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 27,
            "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": [
        [
            168716.5367478868,
            283428.6372312012,
            -114712.1004833141,
            -96460.4537932579,
            294645.5570128924,
            -391106.0108061502
        ],
        [
            168.716537,
            283.428637,
            -114.7121,
            -96.460454,
            294.645557,
            -391.106011
        ],
        [
            0.08941,
            0.150201,
            -0.060791,
            -0.176906,
            0.072778,
            0
        ],
        [
            16.358974,
            16.358974,
            16.358974,
            16.358974,
            16.358974,
            16.358974
        ],
        [
            -328083,
            -165781,
            -261912,
            -655697,
            -254536,
            -611488
        ],
        [
            1.070225,
            1.257354,
            0.911841,
            0.960666,
            1.310731,
            0.739975
        ],
        [
            712,
            356,
            356,
            712,
            356,
            356
        ],
        [
            447,
            221,
            226,
            447,
            221,
            226
        ],
        [
            265,
            135,
            130,
            265,
            135,
            130
        ],
        [
            62.780899,
            62.078652,
            63.483146,
            62.780899,
            62.078652,
            63.483146
        ],
        [
            0.634473,
            0.768067,
            0.52451,
            0.569522,
            0.800673,
            0.425649
        ],
        [
            51061,
            51061,
            31849,
            88928,
            65513,
            88928
        ],
        [
            -81651,
            -39518,
            -81651,
            -238316,
            -102384,
            -238316
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            5,
            4,
            5,
            5,
            4,
            5
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            5620,
            2583,
            3037,
            5620,
            2583,
            3037
        ],
        [
            0,
            0,
            14.415106,
            0,
            0,
            14.415106
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -212468,
            306045,
            -576372,
            -574707,
            -94136,
            -576372
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5661,
    "evaluation_days": 1887,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596816000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759082265183,
    "expiration_time": 1763966304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 27,
            "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)