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Trade: STORJ/USDT/720/VWAP/HWMA/2428

Strategy
STORJ/USDT/720/VWAP/HWMA/2428
Pair
STORJ_USDT
Interval
12h
Score
451840
Daily Profit
0.238436
Profit Factor
1.546205
Profitability
59.440559
Streak
16.941980
Best Strategy
Training Data Length
1896.000000
Evaluation Time
2025-10-08 01:36
Expiration Time
2025-12-03 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 469895.135 452073.9426 17821.1924 -29318.3119 637248.5092 -666566.8211
Total P&L (%) 469.8951 452.0739 17.8212 -29.3183 637.2485 -666.5668
Avg Daily Profit (%) 0.2478 0.2384 0.0094 -0.0183 0.1054 0
Buy And Hold Return (%) 20.1604 20.1604 20.1604 20.1604 20.1604 20.1604
Max Trade Drawdown -219299 -100538 -161204 -986586 -427699 -926015
Profit Factor 1.2395 1.5462 1.0157 0.9944 1.332 0.7982
Total Trades 573 286 287 573 286 287
Winning Trades 335 170 165 335 170 165
Losing Trades 238 116 122 238 116 122
Profitability (%) 58.4642 59.4406 57.4913 58.4642 59.4406 57.4913
Ratio Avg Win / Avg Loss 0.8806 1.0551 0.751 0.7065 0.9089 0.5901
Largest Winning Trade 90946 90946 45259 175213 175213 158454
Largest Losing Trade -76794 -33601 -76794 -538389 -171924 -538389
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 5 4 6 5 4 6
Avg Bars in Losers 7 8 6 7 8 6
Bars Traded 3781 1851 1930 3781 1851 1930
Profit Streak 0 16.942 0 0 16.942 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376059 451840 -548771 -576409 -50200 -578583
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3792,
    "evaluation_days": 1896,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759876587092,
    "expiration_time": 1764752832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34202,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            469895.1349507063,
            452073.9425756144,
            17821.1923750915,
            -29318.3119179725,
            637248.5091806588,
            -666566.8210986317
        ],
        [
            469.895135,
            452.073943,
            17.821192,
            -29.318312,
            637.248509,
            -666.566821
        ],
        [
            0.247835,
            0.238436,
            0.009399,
            -0.018299,
            0.105422,
            0
        ],
        [
            20.160428,
            20.160428,
            20.160428,
            20.160428,
            20.160428,
            20.160428
        ],
        [
            -219299,
            -100538,
            -161204,
            -986586,
            -427699,
            -926015
        ],
        [
            1.239481,
            1.546205,
            1.015709,
            0.994385,
            1.332029,
            0.798151
        ],
        [
            573,
            286,
            287,
            573,
            286,
            287
        ],
        [
            335,
            170,
            165,
            335,
            170,
            165
        ],
        [
            238,
            116,
            122,
            238,
            116,
            122
        ],
        [
            58.464223,
            59.440559,
            57.491289,
            58.464223,
            59.440559,
            57.491289
        ],
        [
            0.880587,
            1.055057,
            0.751009,
            0.706459,
            0.908914,
            0.590148
        ],
        [
            90946,
            90946,
            45259,
            175213,
            175213,
            158454
        ],
        [
            -76794,
            -33601,
            -76794,
            -538389,
            -171924,
            -538389
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5,
            4,
            6,
            5,
            4,
            6
        ],
        [
            7,
            8,
            6,
            7,
            8,
            6
        ],
        [
            3781,
            1851,
            1930,
            3781,
            1851,
            1930
        ],
        [
            0,
            16.94198,
            0,
            0,
            16.94198,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376059,
            451840,
            -548771,
            -576409,
            -50200,
            -578583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3792,
    "evaluation_days": 1896,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759876587092,
    "expiration_time": 1764752832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34202,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)