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Trade: STORJ/USDT/120/VWMA/BBM/1832

Strategy
STORJ/USDT/120/VWMA/BBM/1832
Pair
STORJ_USDT
Interval
2h
Score
396968
Daily Profit
0.161714
Profit Factor
1.947697
Profitability
52.136752
Streak
0.000000
Best Strategy
Training Data Length
1886.330000
Evaluation Time
2025-09-29 03:06
Expiration Time
2025-12-05 21:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 211871.2333 305046.1241 -93174.8908 -217286.9301 13265.7142 -230552.6443
Total P&L (%) 211.8712 305.0461 -93.1749 -217.2869 13.2657 -230.5526
Avg Daily Profit (%) 0.1123 0.1617 -0.0494 0 0.0066 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -245308 -49744 -277864 -468848 -168319 -479190
Profit Factor 1.1721 1.9477 0.8975 0.8506 1.0295 0.7704
Total Trades 233 117 116 233 117 116
Winning Trades 120 61 59 119 63 56
Losing Trades 113 56 57 114 54 60
Profitability (%) 51.5021 52.1368 50.8621 51.073 53.8462 48.2759
Ratio Avg Win / Avg Loss 1.1038 1.7881 0.8671 0.8149 0.8824 0.8255
Largest Winning Trade 63895 55688 63895 95398 44322 95398
Largest Losing Trade -175326 -29970 -175326 -238617 -70450 -238617
Avg Bars in Trades 95 43 148 95 43 148
Avg Bars in Winners 100 40 162 85 44 131
Avg Bars in Losers 90 47 132 106 42 163
Bars Traded 22299 5109 17190 22299 5109 17190
Profit Streak 0 0 10.7547 6.7547 15.6713 0
Trades During Streak 0 0 1 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -72803 396968 -580265 -578732 -436234 -581694
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22636,
    "evaluation_days": 1886.33,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597356000000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759104403034,
    "expiration_time": 1764964051200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 147,
            "offset": 0,
            "std": 2.87815
        }
    }
}
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": [
        [
            211871.2332965206,
            305046.1240807067,
            -93174.8907841862,
            -217286.9300755957,
            13265.7142281034,
            -230552.6443036991
        ],
        [
            211.871233,
            305.046124,
            -93.174891,
            -217.28693,
            13.265714,
            -230.552644
        ],
        [
            0.112319,
            0.161714,
            -0.049395,
            0,
            0.006604,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -245308,
            -49744,
            -277864,
            -468848,
            -168319,
            -479190
        ],
        [
            1.172143,
            1.947697,
            0.897487,
            0.850637,
            1.029452,
            0.770442
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            120,
            61,
            59,
            119,
            63,
            56
        ],
        [
            113,
            56,
            57,
            114,
            54,
            60
        ],
        [
            51.502146,
            52.136752,
            50.862069,
            51.072961,
            53.846154,
            48.275862
        ],
        [
            1.103768,
            1.78805,
            0.867064,
            0.814896,
            0.882387,
            0.825474
        ],
        [
            63895,
            55688,
            63895,
            95398,
            44322,
            95398
        ],
        [
            -175326,
            -29970,
            -175326,
            -238617,
            -70450,
            -238617
        ],
        [
            95,
            43,
            148,
            95,
            43,
            148
        ],
        [
            100,
            40,
            162,
            85,
            44,
            131
        ],
        [
            90,
            47,
            132,
            106,
            42,
            163
        ],
        [
            22299,
            5109,
            17190,
            22299,
            5109,
            17190
        ],
        [
            0,
            0,
            10.754665,
            6.754665,
            15.671331,
            0
        ],
        [
            0,
            0,
            1,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72803,
            396968,
            -580265,
            -578732,
            -436234,
            -581694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22636,
    "evaluation_days": 1886.33,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597356000000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759104403034,
    "expiration_time": 1764964051200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 147,
            "offset": 0,
            "std": 2.87815
        }
    }
}

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)