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Trade: STORJ/USDT/720/LINREG/SINWMA/1257

Strategy
STORJ/USDT/720/LINREG/SINWMA/1257
Pair
STORJ_USDT
Interval
12h
Score
344692
Daily Profit
0.187030
Profit Factor
2.093599
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-27 05:04
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 422069.7617 352178.3009 69891.4608 -64238.3462 553644.1097 -617882.4559
Total P&L (%) 422.0698 352.1783 69.8915 -64.2383 553.6441 -617.8825
Avg Daily Profit (%) 0.2241 0.187 0.0371 -0.0546 0.0998 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146327 -67733 -123709 -1384493 -551333 -1362911
Profit Factor 1.6602 2.0936 1.2203 0.9768 1.5215 0.6389
Total Trades 79 40 39 79 40 39
Winning Trades 39 18 21 39 18 21
Losing Trades 40 22 18 40 22 18
Profitability (%) 49.3671 45 53.8462 49.3671 45 53.8462
Ratio Avg Win / Avg Loss 1.7027 2.5588 1.0459 1.0019 1.8597 0.5476
Largest Winning Trade 170553 170553 53767 615698 615698 250898
Largest Losing Trade -94651 -46118 -94651 -1342522 -313701 -1342522
Avg Bars in Trades 45 46 44 45 46 44
Avg Bars in Winners 63 64 63 63 64 63
Avg Bars in Losers 28 32 23 28 32 23
Bars Traded 3616 1877 1739 3616 1877 1739
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -20551 344692 -143208 -610635 -58754 -580258
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938694472,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "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": [
        [
            422069.7617118122,
            352178.3008707514,
            69891.4608410608,
            -64238.3461945263,
            553644.1096705177,
            -617882.455865044
        ],
        [
            422.069762,
            352.178301,
            69.891461,
            -64.238346,
            553.64411,
            -617.882456
        ],
        [
            0.224148,
            0.18703,
            0.037117,
            -0.054594,
            0.099752,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146327,
            -67733,
            -123709,
            -1384493,
            -551333,
            -1362911
        ],
        [
            1.660155,
            2.093599,
            1.22026,
            0.976832,
            1.521543,
            0.638901
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            49.367089,
            45,
            53.846154,
            49.367089,
            45,
            53.846154
        ],
        [
            1.702723,
            2.558843,
            1.045937,
            1.001879,
            1.859663,
            0.547629
        ],
        [
            170553,
            170553,
            53767,
            615698,
            615698,
            250898
        ],
        [
            -94651,
            -46118,
            -94651,
            -1342522,
            -313701,
            -1342522
        ],
        [
            45,
            46,
            44,
            45,
            46,
            44
        ],
        [
            63,
            64,
            63,
            63,
            64,
            63
        ],
        [
            28,
            32,
            23,
            28,
            32,
            23
        ],
        [
            3616,
            1877,
            1739,
            3616,
            1877,
            1739
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20551,
            344692,
            -143208,
            -610635,
            -58754,
            -580258
        ]
    ]
}
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": 1602201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938694472,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "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)