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Trade: STORJ/USDT/120/PWMA/VWMA/7276

Strategy
STORJ/USDT/120/PWMA/VWMA/7276
Pair
STORJ_USDT
Interval
2h
Score
314791
Daily Profit
0.240793
Profit Factor
1.277925
Profitability
43.378995
Streak
0.000000
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-09-26 14:09
Expiration Time
2025-12-01 10:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453171.8358 431628.9468 21542.8891 81216.2573 189887.9789 -108671.7216
Total P&L (%) 453.1718 431.6289 21.5429 81.2163 189.888 -108.6717
Avg Daily Profit (%) 0.2408 0.2293 0.0114 0.0316 0.0566 0
Buy And Hold Return (%) 18.1909 18.1909 18.1909 18.1909 18.1909 18.1909
Max Trade Drawdown -115552 -79480 -115310 -239146 -208151 -228843
Profit Factor 1.2779 1.5537 1.0253 1.0321 1.1574 0.9178
Total Trades 438 219 219 438 219 219
Winning Trades 190 90 100 190 90 100
Losing Trades 248 129 119 248 129 119
Profitability (%) 43.379 41.0959 45.6621 43.379 41.0959 45.6621
Ratio Avg Win / Avg Loss 1.668 2.2269 1.2201 1.3472 1.6589 1.0922
Largest Winning Trade 172922 172922 55732 112769 112769 79692
Largest Losing Trade -34331 -29792 -34331 -73228 -52856 -73228
Avg Bars in Trades 50 55 46 50 55 46
Avg Bars in Winners 72 79 66 72 79 66
Avg Bars in Losers 34 37 30 34 37 30
Bars Traded 22294 12068 10226 22294 12068 10226
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 314791 278818 -479768 -337982 -166579 -580207

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22584,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596787200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758884984484,
    "expiration_time": 1764576172800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "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": [
        [
            453171.8358273843,
            431628.9467625474,
            21542.8890648375,
            81216.2572664914,
            189887.9789005611,
            -108671.7216340697
        ],
        [
            453.171836,
            431.628947,
            21.542889,
            81.216257,
            189.887979,
            -108.671722
        ],
        [
            0.240793,
            0.229346,
            0.011447,
            0.031595,
            0.056569,
            0
        ],
        [
            18.190855,
            18.190855,
            18.190855,
            18.190855,
            18.190855,
            18.190855
        ],
        [
            -115552,
            -79480,
            -115310,
            -239146,
            -208151,
            -228843
        ],
        [
            1.277925,
            1.553659,
            1.025316,
            1.032108,
            1.157354,
            0.917842
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            190,
            90,
            100,
            190,
            90,
            100
        ],
        [
            248,
            129,
            119,
            248,
            129,
            119
        ],
        [
            43.378995,
            41.09589,
            45.6621,
            43.378995,
            41.09589,
            45.6621
        ],
        [
            1.668028,
            2.226912,
            1.220126,
            1.347173,
            1.658875,
            1.092232
        ],
        [
            172922,
            172922,
            55732,
            112769,
            112769,
            79692
        ],
        [
            -34331,
            -29792,
            -34331,
            -73228,
            -52856,
            -73228
        ],
        [
            50,
            55,
            46,
            50,
            55,
            46
        ],
        [
            72,
            79,
            66,
            72,
            79,
            66
        ],
        [
            34,
            37,
            30,
            34,
            37,
            30
        ],
        [
            22294,
            12068,
            10226,
            22294,
            12068,
            10226
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314791,
            278818,
            -479768,
            -337982,
            -166579,
            -580207
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22584,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596787200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758884984484,
    "expiration_time": 1764576172800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "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)