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Trade: STORJ/USDT/120/VWMA/MIDPRICE/3028

Strategy
STORJ/USDT/120/VWMA/MIDPRICE/3028
Pair
STORJ_USDT
Interval
2h
Score
370555
Daily Profit
0.244894
Profit Factor
1.538066
Profitability
42.934783
Streak
42.701971
Best Strategy
Training Data Length
1885.750000
Evaluation Time
2025-09-28 11:50
Expiration Time
2025-12-05 07:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461809.7716 378467.1028 83342.6687 264859.4475 649154.1062 -384294.6587
Total P&L (%) 461.8098 378.4671 83.3427 264.8594 649.1541 -384.2947
Avg Daily Profit (%) 0.2449 0.2007 0.0442 0.0687 0.1068 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149857 -106261 -87676 -1443573 -685669 -836367
Profit Factor 1.5381 1.9471 1.1817 1.076 1.4222 0.8028
Total Trades 184 92 92 184 92 92
Winning Trades 79 37 42 79 37 42
Losing Trades 105 55 50 105 55 50
Profitability (%) 42.9348 40.2174 45.6522 42.9348 40.2174 45.6522
Ratio Avg Win / Avg Loss 2.0443 2.8944 1.4068 1.4301 2.114 0.9557
Largest Winning Trade 254730 254730 45147 811966 811966 175267
Largest Losing Trade -34331 -20483 -34331 -364164 -174528 -364164
Avg Bars in Trades 120 100 139 120 100 139
Avg Bars in Winners 194 156 227 194 156 227
Avg Bars in Losers 64 63 65 64 63 65
Bars Traded 22086 9269 12817 22086 9269 12817
Profit Streak 42.702 43.7853 42.702 42.702 43.7853 42.702
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370555 295189 -155980 -238585 -51112 -582225
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22629,
    "evaluation_days": 1885.75,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597665600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759049450292,
    "expiration_time": 1764911836800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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": [
        [
            461809.7715802994,
            378467.1028449836,
            83342.6687353165,
            264859.4474957362,
            649154.1061917063,
            -384294.6586959698
        ],
        [
            461.809772,
            378.467103,
            83.342669,
            264.859447,
            649.154106,
            -384.294659
        ],
        [
            0.244894,
            0.200698,
            0.044196,
            0.068662,
            0.106846,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149857,
            -106261,
            -87676,
            -1443573,
            -685669,
            -836367
        ],
        [
            1.538066,
            1.947114,
            1.181702,
            1.075964,
            1.422158,
            0.80282
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            42.934783,
            40.217391,
            45.652174,
            42.934783,
            40.217391,
            45.652174
        ],
        [
            2.044265,
            2.894358,
            1.406788,
            1.430078,
            2.114018,
            0.955738
        ],
        [
            254730,
            254730,
            45147,
            811966,
            811966,
            175267
        ],
        [
            -34331,
            -20483,
            -34331,
            -364164,
            -174528,
            -364164
        ],
        [
            120,
            100,
            139,
            120,
            100,
            139
        ],
        [
            194,
            156,
            227,
            194,
            156,
            227
        ],
        [
            64,
            63,
            65,
            64,
            63,
            65
        ],
        [
            22086,
            9269,
            12817,
            22086,
            9269,
            12817
        ],
        [
            42.701971,
            43.785304,
            42.701971,
            42.701971,
            43.785304,
            42.701971
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370555,
            295189,
            -155980,
            -238585,
            -51112,
            -582225
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22629,
    "evaluation_days": 1885.75,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597665600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759049450292,
    "expiration_time": 1764911836800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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)