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Trade: STORJ/USDT/720/VWAP/HWMA/5651

Strategy
STORJ/USDT/720/VWAP/HWMA/5651
Pair
STORJ_USDT
Interval
12h
Score
370477
Daily Profit
0.175984
Profit Factor
1.392600
Profitability
55.778894
Streak
5.224453
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 229215.0856 331378.3192 -102163.2337 -93469.0196 122400.3585 -215869.3782
Total P&L (%) 229.2151 331.3783 -102.1632 -93.469 122.4004 -215.8694
Avg Daily Profit (%) 0.1217 0.176 -0.0543 -0.1448 0.0425 0
Buy And Hold Return (%) 27.1658 27.1658 27.1658 27.1658 27.1658 27.1658
Max Trade Drawdown -236414 -111261 -201170 -483712 -304031 -260489
Profit Factor 1.1236 1.3926 0.8989 0.9414 1.1715 0.755
Total Trades 398 199 199 398 199 199
Winning Trades 226 111 115 226 111 115
Losing Trades 172 88 84 172 88 84
Profitability (%) 56.7839 55.7789 57.7889 56.7839 55.7789 57.7889
Ratio Avg Win / Avg Loss 0.8551 1.104 0.6566 0.7165 0.9287 0.5515
Largest Winning Trade 87033 87033 45259 94998 94998 63684
Largest Losing Trade -77416 -34877 -77416 -161664 -108498 -161664
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 8 7 8 8 7 8
Avg Bars in Losers 11 12 10 11 12 10
Bars Traded 3762 1909 1853 3762 1909 1853
Profit Streak 5.2245 5.2245 12.2245 5.2245 5.2245 12.2245
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112297 370477 -577919 -576359 -169299 -577919

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864192710,
    "expiration_time": 1763595936000,
    "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": 0.2,
            "nb": 0.14214,
            "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": [
        [
            229215.085585366,
            331378.319246689,
            -102163.2336613229,
            -93469.0196263184,
            122400.358527025,
            -215869.3781533438
        ],
        [
            229.215086,
            331.378319,
            -102.163234,
            -93.46902,
            122.400359,
            -215.869378
        ],
        [
            0.121729,
            0.175984,
            -0.054256,
            -0.144803,
            0.042458,
            0
        ],
        [
            27.165775,
            27.165775,
            27.165775,
            27.165775,
            27.165775,
            27.165775
        ],
        [
            -236414,
            -111261,
            -201170,
            -483712,
            -304031,
            -260489
        ],
        [
            1.123617,
            1.3926,
            0.898866,
            0.941397,
            1.171488,
            0.755027
        ],
        [
            398,
            199,
            199,
            398,
            199,
            199
        ],
        [
            226,
            111,
            115,
            226,
            111,
            115
        ],
        [
            172,
            88,
            84,
            172,
            88,
            84
        ],
        [
            56.78392,
            55.778894,
            57.788945,
            56.78392,
            55.778894,
            57.788945
        ],
        [
            0.855142,
            1.104043,
            0.656563,
            0.716461,
            0.928747,
            0.551498
        ],
        [
            87033,
            87033,
            45259,
            94998,
            94998,
            63684
        ],
        [
            -77416,
            -34877,
            -77416,
            -161664,
            -108498,
            -161664
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            3762,
            1909,
            1853,
            3762,
            1909,
            1853
        ],
        [
            5.224453,
            5.224453,
            12.224453,
            5.224453,
            5.224453,
            12.224453
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112297,
            370477,
            -577919,
            -576359,
            -169299,
            -577919
        ]
    ]
}
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": 1596067200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864192710,
    "expiration_time": 1763595936000,
    "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": 0.2,
            "nb": 0.14214,
            "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)