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Trade: STORJ/USDT/120/VWMA/SWMA/7604

Strategy
STORJ/USDT/120/VWMA/SWMA/7604
Pair
STORJ_USDT
Interval
2h
Score
366588
Daily Profit
0.253641
Profit Factor
1.566415
Profitability
47.183099
Streak
0.000000
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-09-26 16:50
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 477352.0601 385096.3805 92255.6796 332419.2583 385202.7096 -52783.4513
Total P&L (%) 477.3521 385.0964 92.2557 332.4193 385.2027 -52.7835
Avg Daily Profit (%) 0.2536 0.2046 0.049 0.0778 0.084 -0.0399
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151139 -108864 -78663 -382888 -167751 -364200
Profit Factor 1.5664 1.9769 1.2057 1.2154 1.613 0.9423
Total Trades 142 71 71 142 71 71
Winning Trades 67 29 38 67 29 38
Losing Trades 75 42 33 75 42 33
Profitability (%) 47.1831 40.8451 53.5211 47.1831 40.8451 53.5211
Ratio Avg Win / Avg Loss 1.7535 2.8631 1.047 1.3605 2.3361 0.8183
Largest Winning Trade 137179 137179 51505 172219 172219 78363
Largest Losing Trade -62019 -39863 -62019 -262132 -49830 -262132
Avg Bars in Trades 156 119 193 156 119 193
Avg Bars in Winners 215 154 262 215 154 262
Avg Bars in Losers 103 95 113 103 95 113
Bars Traded 22215 8511 13704 22215 8511 13704
Profit Streak 0 0 137.9102 0 0 137.9102
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366588 -79102 -212747 -90183 -168329 -665586

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22584,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597867200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758894645363,
    "expiration_time": 1764576172800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 59,
            "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": [
        [
            477352.0601126978,
            385096.3804710014,
            92255.6796416966,
            332419.25828639,
            385202.7096330724,
            -52783.4513466822
        ],
        [
            477.35206,
            385.09638,
            92.25568,
            332.419258,
            385.20271,
            -52.783451
        ],
        [
            0.253641,
            0.204621,
            0.04902,
            0.077832,
            0.083956,
            -0.039866
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151139,
            -108864,
            -78663,
            -382888,
            -167751,
            -364200
        ],
        [
            1.566415,
            1.976925,
            1.205667,
            1.215362,
            1.613006,
            0.942323
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            75,
            42,
            33,
            75,
            42,
            33
        ],
        [
            47.183099,
            40.84507,
            53.521127,
            47.183099,
            40.84507,
            53.521127
        ],
        [
            1.75345,
            2.863132,
            1.047027,
            1.36048,
            2.336078,
            0.818333
        ],
        [
            137179,
            137179,
            51505,
            172219,
            172219,
            78363
        ],
        [
            -62019,
            -39863,
            -62019,
            -262132,
            -49830,
            -262132
        ],
        [
            156,
            119,
            193,
            156,
            119,
            193
        ],
        [
            215,
            154,
            262,
            215,
            154,
            262
        ],
        [
            103,
            95,
            113,
            103,
            95,
            113
        ],
        [
            22215,
            8511,
            13704,
            22215,
            8511,
            13704
        ],
        [
            0,
            0,
            137.910247,
            0,
            0,
            137.910247
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366588,
            -79102,
            -212747,
            -90183,
            -168329,
            -665586
        ]
    ]
}
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": 1597867200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758894645363,
    "expiration_time": 1764576172800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 59,
            "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)