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Trade: STORJ/USDT/120/T3/VWMA/3696

Strategy
STORJ/USDT/120/T3/VWMA/3696
Pair
STORJ_USDT
Interval
2h
Score
439023
Daily Profit
0.153123
Profit Factor
2.325714
Profitability
62.857143
Streak
0.000000
Best Strategy
Training Data Length
1900.670000
Evaluation Time
2025-10-13 10:37
Expiration Time
2025-12-20 18:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375152.8486 291036.2758 84116.5728 -107927.9227 19547.0167 -127474.9395
Total P&L (%) 375.1528 291.0363 84.1166 -107.9279 19.547 -127.4749
Avg Daily Profit (%) 0.1974 0.1531 0.0443 0 0.0094 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -230344 -58410 -217568 -176610 -3427 -175251
Profit Factor 1.7141 2.3257 1.275 0.4107 4.1943 0.2799
Total Trades 70 35 35 70 35 35
Winning Trades 48 22 26 26 17 9
Losing Trades 22 13 9 44 18 26
Profitability (%) 68.5714 62.8571 74.2857 37.1429 48.5714 25.7143
Ratio Avg Win / Avg Loss 0.7856 1.3743 0.4414 0.695 4.441 0.8085
Largest Winning Trade 131767 131767 38232 24508 18032 24508
Largest Losing Trade -118288 -47788 -118288 -167468 -1125 -167468
Avg Bars in Trades 313 371 256 313 371 256
Avg Bars in Winners 237 298 185 425 445 388
Avg Bars in Losers 480 494 461 247 301 211
Bars Traded 21974 12992 8982 21974 12992 8982
Profit Streak 24.4009 0 344.9843 0 92.1509 0
Trades During Streak 1 0 6 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87478 439023 -130991 -684555 -179996 -607454
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22808,
    "evaluation_days": 1900.67,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1598932800000,
    "last_datapoint_time": 1760335200000,
    "evaluation_time": 1760341041286,
    "expiration_time": 1766247033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 123,
            "offset": 0,
            "a": 0.96097
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 204
        }
    }
}
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": [
        [
            375152.848600782,
            291036.2758133038,
            84116.572787478,
            -107927.9227024015,
            19547.0167480045,
            -127474.939450406
        ],
        [
            375.152849,
            291.036276,
            84.116573,
            -107.927923,
            19.547017,
            -127.474939
        ],
        [
            0.197379,
            0.153123,
            0.044256,
            0,
            0.009394,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -230344,
            -58410,
            -217568,
            -176610,
            -3427,
            -175251
        ],
        [
            1.714073,
            2.325714,
            1.275035,
            0.410676,
            4.194251,
            0.27988
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            48,
            22,
            26,
            26,
            17,
            9
        ],
        [
            22,
            13,
            9,
            44,
            18,
            26
        ],
        [
            68.571429,
            62.857143,
            74.285714,
            37.142857,
            48.571429,
            25.714286
        ],
        [
            0.785617,
            1.374285,
            0.441358,
            0.69499,
            4.440971,
            0.808543
        ],
        [
            131767,
            131767,
            38232,
            24508,
            18032,
            24508
        ],
        [
            -118288,
            -47788,
            -118288,
            -167468,
            -1125,
            -167468
        ],
        [
            313,
            371,
            256,
            313,
            371,
            256
        ],
        [
            237,
            298,
            185,
            425,
            445,
            388
        ],
        [
            480,
            494,
            461,
            247,
            301,
            211
        ],
        [
            21974,
            12992,
            8982,
            21974,
            12992,
            8982
        ],
        [
            24.400941,
            0,
            344.984274,
            0,
            92.150941,
            0
        ],
        [
            1,
            0,
            6,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87478,
            439023,
            -130991,
            -684555,
            -179996,
            -607454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22808,
    "evaluation_days": 1900.67,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1598932800000,
    "last_datapoint_time": 1760335200000,
    "evaluation_time": 1760341041286,
    "expiration_time": 1766247033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 123,
            "offset": 0,
            "a": 0.96097
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 204
        }
    }
}

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)