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Trade: STORJ/USDT/720/DCM/VWMA/9579

Strategy
STORJ/USDT/720/DCM/VWMA/9579
Pair
STORJ_USDT
Interval
12h
Score
343518
Daily Profit
0.310274
Profit Factor
2.701673
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
1899.500000
Evaluation Time
2025-10-11 05:38
Expiration Time
2025-12-07 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 555309.489 589365.4344 -34055.9454 -81421.8523 51233.0041 -132654.8564
Total P&L (%) 555.3095 589.3654 -34.0559 -81.4219 51.233 -132.6549
Avg Daily Profit (%) 0.2923 0.3103 -0.0179 -0.0886 0.0218 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179360 -137484 -117238 -233971 -133071 -195840
Profit Factor 1.7664 2.7017 0.91 0.8661 1.19 0.6081
Total Trades 69 34 35 69 34 35
Winning Trades 30 13 17 30 13 17
Losing Trades 39 21 18 39 21 18
Profitability (%) 43.4783 38.2353 48.5714 43.4783 38.2353 48.5714
Ratio Avg Win / Avg Loss 2.2963 4.3642 0.9635 1.1259 1.9223 0.6439
Largest Winning Trade 716222 716222 50207 197783 197783 80560
Largest Losing Trade -55151 -46169 -55151 -86804 -86804 -81064
Avg Bars in Trades 53 35 70 53 35 70
Avg Bars in Winners 77 55 94 77 55 94
Avg Bars in Losers 35 23 48 35 23 48
Bars Traded 3691 1214 2477 3691 1214 2477
Profit Streak 15.6104 0 91.1104 15.6104 0 91.1104
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96056 343518 -580383 -687344 -180021 -580383
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3799,
    "evaluation_days": 1899.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760150336109,
    "expiration_time": 1765064304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 25,
            "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": [
        [
            555309.4889657599,
            589365.4343877251,
            -34055.945421965,
            -81421.8523363034,
            51233.0040636091,
            -132654.8563999126
        ],
        [
            555.309489,
            589.365434,
            -34.055945,
            -81.421852,
            51.233004,
            -132.654856
        ],
        [
            0.292345,
            0.310274,
            -0.017929,
            -0.088573,
            0.021779,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179360,
            -137484,
            -117238,
            -233971,
            -133071,
            -195840
        ],
        [
            1.766374,
            2.701673,
            0.909964,
            0.866112,
            1.190005,
            0.6081
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            43.478261,
            38.235294,
            48.571429,
            43.478261,
            38.235294,
            48.571429
        ],
        [
            2.296287,
            4.364241,
            0.963491,
            1.125945,
            1.922315,
            0.64387
        ],
        [
            716222,
            716222,
            50207,
            197783,
            197783,
            80560
        ],
        [
            -55151,
            -46169,
            -55151,
            -86804,
            -86804,
            -81064
        ],
        [
            53,
            35,
            70,
            53,
            35,
            70
        ],
        [
            77,
            55,
            94,
            77,
            55,
            94
        ],
        [
            35,
            23,
            48,
            35,
            23,
            48
        ],
        [
            3691,
            1214,
            2477,
            3691,
            1214,
            2477
        ],
        [
            15.610372,
            0,
            91.110372,
            15.610372,
            0,
            91.110372
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96056,
            343518,
            -580383,
            -687344,
            -180021,
            -580383
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3799,
    "evaluation_days": 1899.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760150336109,
    "expiration_time": 1765064304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 25,
            "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)