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Trade: STORJ/USDT/720/HWMA/BBU/7972

Strategy
STORJ/USDT/720/HWMA/BBU/7972
Pair
STORJ_USDT
Interval
12h
Score
521809
Daily Profit
0.224139
Profit Factor
1.709164
Profitability
79.591837
Streak
72.447728
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-27 13:44
Expiration Time
2025-11-20 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 422054.0606 288682.7558 133371.3048 415814.9634 245986.5688 169828.3946
Total P&L (%) 422.0541 288.6828 133.3713 415.815 245.9866 169.8284
Avg Daily Profit (%) 0.2241 0.1533 0.0708 0.0872 0.0659 0.0527
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132612 -136709 -68649 -822609 -729826 -375964
Profit Factor 1.7092 1.7053 1.7177 1.1249 1.1056 1.1699
Total Trades 147 73 74 147 73 74
Winning Trades 117 60 57 117 60 57
Losing Trades 30 13 17 30 13 17
Profitability (%) 79.5918 82.1918 77.027 79.5918 82.1918 77.027
Ratio Avg Win / Avg Loss 0.4382 0.3695 0.5123 0.2884 0.2396 0.3489
Largest Winning Trade 96967 96967 15964 285559 285559 147409
Largest Losing Trade -60878 -60878 -59085 -461358 -461358 -342723
Avg Bars in Trades 23 43 4 23 43 4
Avg Bars in Winners 6 10 2 6 10 2
Avg Bars in Losers 89 193 10 89 193 10
Bars Traded 3494 3162 332 3494 3162 332
Profit Streak 72.4477 77.4477 72.4477 72.4477 77.4477 72.4477
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 521809 -58532 -157322 -155138 -277076 -217253
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758969883676,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.95635,
            "nb": 0.1,
            "nc": 0.77965
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 96,
            "offset": 0,
            "std": 2.03451
        }
    }
}
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": [
        [
            422054.060559308,
            288682.7557998105,
            133371.3047594978,
            415814.9633510018,
            245986.5687733678,
            169828.3945776334
        ],
        [
            422.054061,
            288.682756,
            133.371305,
            415.814963,
            245.986569,
            169.828395
        ],
        [
            0.224139,
            0.15331,
            0.070829,
            0.087164,
            0.065939,
            0.052729
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132612,
            -136709,
            -68649,
            -822609,
            -729826,
            -375964
        ],
        [
            1.709164,
            1.705283,
            1.717713,
            1.124943,
            1.105648,
            1.169885
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            117,
            60,
            57,
            117,
            60,
            57
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            79.591837,
            82.191781,
            77.027027,
            79.591837,
            82.191781,
            77.027027
        ],
        [
            0.438247,
            0.369478,
            0.5123,
            0.288447,
            0.239557,
            0.348913
        ],
        [
            96967,
            96967,
            15964,
            285559,
            285559,
            147409
        ],
        [
            -60878,
            -60878,
            -59085,
            -461358,
            -461358,
            -342723
        ],
        [
            23,
            43,
            4,
            23,
            43,
            4
        ],
        [
            6,
            10,
            2,
            6,
            10,
            2
        ],
        [
            89,
            193,
            10,
            89,
            193,
            10
        ],
        [
            3494,
            3162,
            332,
            3494,
            3162,
            332
        ],
        [
            72.447728,
            77.447728,
            72.447728,
            72.447728,
            77.447728,
            72.447728
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            521809,
            -58532,
            -157322,
            -155138,
            -277076,
            -217253
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758969883676,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.95635,
            "nb": 0.1,
            "nc": 0.77965
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 96,
            "offset": 0,
            "std": 2.03451
        }
    }
}

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)