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Trade: STORJ/USDT/720/VWMA/PSAR/4135

Strategy
STORJ/USDT/720/VWMA/PSAR/4135
Pair
STORJ_USDT
Interval
12h
Score
363030
Daily Profit
0.204603
Profit Factor
1.559019
Profitability
51.260504
Streak
0.000000
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-25 22:25
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 385267.8878 360392.6749 24875.2129 34744.1401 96409.058 -61664.9178
Total P&L (%) 385.2679 360.3927 24.8752 34.7441 96.4091 -61.6649
Avg Daily Profit (%) 0.2046 0.1914 0.0132 0.0158 0.0359 -0.0509
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203273 -124287 -100494 -1004227 -763499 -270099
Profit Factor 1.559 1.964 1.0789 1.0163 1.0692 0.917
Total Trades 119 60 59 119 60 59
Winning Trades 61 31 30 61 31 30
Losing Trades 58 29 29 58 29 29
Profitability (%) 51.2605 51.6667 50.8475 51.2605 51.6667 50.8475
Ratio Avg Win / Avg Loss 1.4823 1.8373 1.0429 0.9663 1.0002 0.8864
Largest Winning Trade 327180 327180 41355 725779 725779 129678
Largest Losing Trade -55293 -55293 -33256 -430646 -430646 -92985
Avg Bars in Trades 28 18 38 28 18 38
Avg Bars in Winners 31 17 44 31 17 44
Avg Bars in Losers 26 19 32 26 19 32
Bars Traded 3419 1125 2294 3419 1125 2294
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 363030 -157408 -489157 -377928 -458130 -757348

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1605398400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828314492,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            385267.8878226861,
            360392.6748755166,
            24875.2129471694,
            34744.1401131115,
            96409.0579622447,
            -61664.9178491332
        ],
        [
            385.267888,
            360.392675,
            24.875213,
            34.74414,
            96.409058,
            -61.664918
        ],
        [
            0.204603,
            0.191393,
            0.01321,
            0.015838,
            0.035855,
            -0.050906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203273,
            -124287,
            -100494,
            -1004227,
            -763499,
            -270099
        ],
        [
            1.559019,
            1.964015,
            1.078884,
            1.016261,
            1.069166,
            0.91698
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            51.260504,
            51.666667,
            50.847458,
            51.260504,
            51.666667,
            50.847458
        ],
        [
            1.482346,
            1.837304,
            1.042921,
            0.966281,
            1.000187,
            0.886414
        ],
        [
            327180,
            327180,
            41355,
            725779,
            725779,
            129678
        ],
        [
            -55293,
            -55293,
            -33256,
            -430646,
            -430646,
            -92985
        ],
        [
            28,
            18,
            38,
            28,
            18,
            38
        ],
        [
            31,
            17,
            44,
            31,
            17,
            44
        ],
        [
            26,
            19,
            32,
            26,
            19,
            32
        ],
        [
            3419,
            1125,
            2294,
            3419,
            1125,
            2294
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363030,
            -157408,
            -489157,
            -377928,
            -458130,
            -757348
        ]
    ]
}
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": 1605398400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828314492,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)