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Trade: STORJ/USDT/120/KCL/PWMA/9713

Strategy
STORJ/USDT/120/KCL/PWMA/9713
Pair
STORJ_USDT
Interval
2h
Score
383099
Daily Profit
0.208928
Profit Factor
1.236122
Profitability
60.291060
Streak
16.048116
Best Strategy
Training Data Length
1887.080000
Evaluation Time
2025-09-29 20:09
Expiration Time
2025-12-06 16:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394264.2445 395974.5673 -1710.3228 22276.1519 178775.3457 -156499.1938
Total P&L (%) 394.2642 395.9746 -1.7103 22.2762 178.7753 -156.4992
Avg Daily Profit (%) 0.2089 0.2098 -0.0009 0.0107 0.0543 0
Buy And Hold Return (%) 19.895 19.895 19.895 19.895 19.895 19.895
Max Trade Drawdown -135235 -96653 -77926 -1336504 -969941 -559047
Profit Factor 1.2361 1.3565 0.9969 1.0028 1.0328 0.9361
Total Trades 481 240 241 481 240 241
Winning Trades 290 150 140 290 150 140
Losing Trades 191 90 101 191 90 101
Profitability (%) 60.2911 62.5 58.0913 60.2911 62.5 58.0913
Ratio Avg Win / Avg Loss 0.8141 0.8139 0.7192 0.6605 0.6197 0.6753
Largest Winning Trade 103068 103068 25131 455577 455577 138161
Largest Losing Trade -50725 -50725 -31350 -468140 -468140 -205281
Avg Bars in Trades 46 76 16 46 76 16
Avg Bars in Winners 30 46 12 30 46 12
Avg Bars in Losers 71 125 22 71 125 22
Bars Traded 22371 18351 4020 22371 18351 4020
Profit Streak 16.0481 16.4648 16.0481 16.0481 16.4648 16.0481
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383099 337066 -578168 -521310 -303525 -578168
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22645,
    "evaluation_days": 1887.08,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596571200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165757238,
    "expiration_time": 1765031184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "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": [
        [
            394264.2444542326,
            395974.5672925295,
            -1710.3228382969,
            22276.1519427933,
            178775.3457350687,
            -156499.1937922748
        ],
        [
            394.264244,
            395.974567,
            -1.710323,
            22.276152,
            178.775346,
            -156.499194
        ],
        [
            0.208928,
            0.209835,
            -0.000906,
            0.010658,
            0.054344,
            0
        ],
        [
            19.895013,
            19.895013,
            19.895013,
            19.895013,
            19.895013,
            19.895013
        ],
        [
            -135235,
            -96653,
            -77926,
            -1336504,
            -969941,
            -559047
        ],
        [
            1.236122,
            1.356537,
            0.996941,
            1.002822,
            1.032837,
            0.936111
        ],
        [
            481,
            240,
            241,
            481,
            240,
            241
        ],
        [
            290,
            150,
            140,
            290,
            150,
            140
        ],
        [
            191,
            90,
            101,
            191,
            90,
            101
        ],
        [
            60.29106,
            62.5,
            58.091286,
            60.29106,
            62.5,
            58.091286
        ],
        [
            0.814135,
            0.813922,
            0.719222,
            0.660479,
            0.619702,
            0.675337
        ],
        [
            103068,
            103068,
            25131,
            455577,
            455577,
            138161
        ],
        [
            -50725,
            -50725,
            -31350,
            -468140,
            -468140,
            -205281
        ],
        [
            46,
            76,
            16,
            46,
            76,
            16
        ],
        [
            30,
            46,
            12,
            30,
            46,
            12
        ],
        [
            71,
            125,
            22,
            71,
            125,
            22
        ],
        [
            22371,
            18351,
            4020,
            22371,
            18351,
            4020
        ],
        [
            16.048116,
            16.464783,
            16.048116,
            16.048116,
            16.464783,
            16.048116
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383099,
            337066,
            -578168,
            -521310,
            -303525,
            -578168
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22645,
    "evaluation_days": 1887.08,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596571200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165757238,
    "expiration_time": 1765031184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "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)