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Trade: STORJ/USDT/720/SINWMA/ZLMA/7428

Strategy
STORJ/USDT/720/SINWMA/ZLMA/7428
Pair
STORJ_USDT
Interval
12h
Score
499341
Daily Profit
0.287814
Profit Factor
1.946075
Profitability
54.545455
Streak
55.224406
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-26 08:23
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 541954.1702 435483.5919 106470.5783 216916.6055 -311846.0181 528762.6236
Total P&L (%) 541.9542 435.4836 106.4706 216.9166 -311.846 528.7626
Avg Daily Profit (%) 0.2878 0.2313 0.0565 0.0613 0 0.0977
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152005 -79712 -135899 -1898927 -1295094 -1479040
Profit Factor 1.9461 2.5974 1.3546 1.0442 0.8657 1.2046
Total Trades 88 44 44 88 44 44
Winning Trades 48 21 27 48 21 27
Losing Trades 40 23 17 40 23 17
Profitability (%) 54.5455 47.7273 61.3636 54.5455 47.7273 61.3636
Ratio Avg Win / Avg Loss 1.6217 2.8447 0.8529 0.8702 0.9481 0.7585
Largest Winning Trade 298632 298632 40123 528577 408303 528577
Largest Losing Trade -84461 -31544 -84461 -1040149 -367110 -1040149
Avg Bars in Trades 39 31 47 39 31 47
Avg Bars in Winners 44 35 51 44 35 51
Avg Bars in Losers 33 27 42 33 27 42
Bars Traded 3472 1370 2102 3472 1370 2102
Profit Streak 55.2244 103.7244 0 55.2244 103.7244 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 499341 452766 -117133 -283272 -581042 -62771

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864188691,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "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": [
        [
            541954.1702419615,
            435483.5919130106,
            106470.5783289511,
            216916.6055336938,
            -311846.0181110261,
            528762.62364472
        ],
        [
            541.95417,
            435.483592,
            106.470578,
            216.916606,
            -311.846018,
            528.762624
        ],
        [
            0.287814,
            0.231271,
            0.056543,
            0.061276,
            0,
            0.097689
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152005,
            -79712,
            -135899,
            -1898927,
            -1295094,
            -1479040
        ],
        [
            1.946075,
            2.597353,
            1.354646,
            1.044218,
            0.865672,
            1.204623
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            54.545455,
            47.727273,
            61.363636,
            54.545455,
            47.727273,
            61.363636
        ],
        [
            1.621729,
            2.84472,
            0.852925,
            0.870182,
            0.948117,
            0.758466
        ],
        [
            298632,
            298632,
            40123,
            528577,
            408303,
            528577
        ],
        [
            -84461,
            -31544,
            -84461,
            -1040149,
            -367110,
            -1040149
        ],
        [
            39,
            31,
            47,
            39,
            31,
            47
        ],
        [
            44,
            35,
            51,
            44,
            35,
            51
        ],
        [
            33,
            27,
            42,
            33,
            27,
            42
        ],
        [
            3472,
            1370,
            2102,
            3472,
            1370,
            2102
        ],
        [
            55.224406,
            103.724406,
            0,
            55.224406,
            103.724406,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499341,
            452766,
            -117133,
            -283272,
            -581042,
            -62771
        ]
    ]
}
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": 1600560000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864188691,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "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)