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Trade: STORJ/USDT/720/SWMA/HILO/8892

Strategy
STORJ/USDT/720/SWMA/HILO/8892
Pair
STORJ_USDT
Interval
12h
Score
320193
Daily Profit
0.177598
Profit Factor
2.435563
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
1887.500000
Evaluation Time
2025-09-29 12:06
Expiration Time
2025-11-24 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335851.0685 335215.6883 635.3802 -38031.5937 86472.2715 -124503.8651
Total P&L (%) 335.8511 335.2157 0.6354 -38.0316 86.4723 -124.5039
Avg Daily Profit (%) 0.1779 0.1776 0.0003 -0.0254 0.033 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -230547 -141555 -90312 -852801 -377498 -550001
Profit Factor 1.694 2.4356 1.0025 0.9698 1.176 0.8383
Total Trades 62 31 31 62 31 31
Winning Trades 29 13 16 29 13 16
Losing Trades 33 18 15 33 18 15
Profitability (%) 46.7742 41.9355 51.6129 46.7742 41.9355 51.6129
Ratio Avg Win / Avg Loss 1.9276 3.3723 0.9399 1.1036 1.6283 0.7859
Largest Winning Trade 407548 407548 37814 320751 320751 223910
Largest Losing Trade -51500 -42971 -51500 -423715 -90578 -423715
Avg Bars in Trades 56 44 68 56 44 68
Avg Bars in Winners 81 66 93 81 66 93
Avg Bars in Losers 35 29 43 35 29 43
Bars Traded 3527 1391 2136 3527 1391 2136
Profit Streak 0 0 75.8796 0 0 75.8796
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149112 320193 -576811 -738865 -177761 -580051
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3775,
    "evaluation_days": 1887.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759136801441,
    "expiration_time": 1763996400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            335851.0684990155,
            335215.688302349,
            635.3801966666,
            -38031.5936742722,
            86472.2714525025,
            -124503.8651267749
        ],
        [
            335.851068,
            335.215688,
            0.63538,
            -38.031594,
            86.472271,
            -124.503865
        ],
        [
            0.177934,
            0.177598,
            0.000337,
            -0.02535,
            0.033018,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -230547,
            -141555,
            -90312,
            -852801,
            -377498,
            -550001
        ],
        [
            1.69399,
            2.435563,
            1.002537,
            0.969842,
            1.176012,
            0.838265
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            46.774194,
            41.935484,
            51.612903,
            46.774194,
            41.935484,
            51.612903
        ],
        [
            1.927644,
            3.372317,
            0.939879,
            1.103614,
            1.628325,
            0.785874
        ],
        [
            407548,
            407548,
            37814,
            320751,
            320751,
            223910
        ],
        [
            -51500,
            -42971,
            -51500,
            -423715,
            -90578,
            -423715
        ],
        [
            56,
            44,
            68,
            56,
            44,
            68
        ],
        [
            81,
            66,
            93,
            81,
            66,
            93
        ],
        [
            35,
            29,
            43,
            35,
            29,
            43
        ],
        [
            3527,
            1391,
            2136,
            3527,
            1391,
            2136
        ],
        [
            0,
            0,
            75.879646,
            0,
            0,
            75.879646
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149112,
            320193,
            -576811,
            -738865,
            -177761,
            -580051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3775,
    "evaluation_days": 1887.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759136801441,
    "expiration_time": 1763996400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)