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Trade: STORJ/USDT/240/FWMA/KCL/1382

Strategy
STORJ/USDT/240/FWMA/KCL/1382
Pair
STORJ_USDT
Interval
4h
Score
496353
Daily Profit
0.207260
Profit Factor
1.634169
Profitability
51.912568
Streak
63.612195
Best Strategy
Training Data Length
1893.000000
Evaluation Time
2025-10-05 05:41
Expiration Time
2025-11-30 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -50328.3795 130905.3337 -181233.7131 4936888.9178 1450842.2149 3486046.703
Total P&L (%) -50.3284 130.9053 -181.2337 4936.8889 1450.8422 3486.0467
Avg Daily Profit (%) -0.0266 0.0692 -0.0957 0.2073 0.1449 0.1893
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -350448 -40828 -350448 -2586941 -614439 -2272457
Profit Factor 0.9403 1.8148 0.7345 1.6342 1.547 1.6792
Total Trades 183 92 91 183 92 91
Winning Trades 149 69 80 95 52 43
Losing Trades 34 23 11 88 40 48
Profitability (%) 81.4208 75 87.9121 51.9126 56.5217 47.2527
Ratio Avg Win / Avg Loss 0.2146 0.6049 0.101 1.5138 1.19 1.8745
Largest Winning Trade 18743 18743 18261 2686613 547465 2686613
Largest Losing Trade -350448 -36276 -350448 -1375780 -416773 -1375780
Avg Bars in Trades 60 36 84 60 36 84
Avg Bars in Winners 28 14 40 62 42 86
Avg Bars in Losers 198 101 400 57 28 82
Bars Traded 11004 3353 7651 11004 3353 7651
Profit Streak 63.6122 176.9455 63.6122 63.6122 176.9455 63.6122
Trades During Streak 3 9 1 3 9 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574127 -95207 -575593 496353 161681 371055
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11358,
    "evaluation_days": 1893,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1599638400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632093664,
    "expiration_time": 1764529056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -50328.3794508438,
            130905.333690934,
            -181233.7131417778,
            4936888.917841205,
            1450842.2148654351,
            3486046.702975768
        ],
        [
            -50.328379,
            130.905334,
            -181.233713,
            4936.888918,
            1450.842215,
            3486.046703
        ],
        [
            -0.026587,
            0.069152,
            -0.095739,
            0.20726,
            0.144922,
            0.189277
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -350448,
            -40828,
            -350448,
            -2586941,
            -614439,
            -2272457
        ],
        [
            0.940326,
            1.814797,
            0.734547,
            1.634169,
            1.546952,
            1.679247
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            149,
            69,
            80,
            95,
            52,
            43
        ],
        [
            34,
            23,
            11,
            88,
            40,
            48
        ],
        [
            81.420765,
            75,
            87.912088,
            51.912568,
            56.521739,
            47.252747
        ],
        [
            0.214571,
            0.604932,
            0.101,
            1.513756,
            1.189963,
            1.874508
        ],
        [
            18743,
            18743,
            18261,
            2686613,
            547465,
            2686613
        ],
        [
            -350448,
            -36276,
            -350448,
            -1375780,
            -416773,
            -1375780
        ],
        [
            60,
            36,
            84,
            60,
            36,
            84
        ],
        [
            28,
            14,
            40,
            62,
            42,
            86
        ],
        [
            198,
            101,
            400,
            57,
            28,
            82
        ],
        [
            11004,
            3353,
            7651,
            11004,
            3353,
            7651
        ],
        [
            63.612195,
            176.945528,
            63.612195,
            63.612195,
            176.945529,
            63.612195
        ],
        [
            3,
            9,
            1,
            3,
            9,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574127,
            -95207,
            -575593,
            496353,
            161681,
            371055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11358,
    "evaluation_days": 1893,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1599638400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632093664,
    "expiration_time": 1764529056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)