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Trade: STORJ/USDT/240/VWAP/KCL/1465

Strategy
STORJ/USDT/240/VWAP/KCL/1465
Pair
STORJ_USDT
Interval
4h
Score
486989
Daily Profit
0.263608
Profit Factor
1.964941
Profitability
51.243781
Streak
0.000000
Best Strategy
Training Data Length
1893.670000
Evaluation Time
2025-10-05 22:04
Expiration Time
2025-12-01 13:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -71534.4599 152892.6601 -224427.1199 14524771.9903 2699425.7494 11825346.241
Total P&L (%) -71.5345 152.8927 -224.4271 14524.772 2699.4257 11825.3462
Avg Daily Profit (%) -0.0378 0.0807 -0.1185 0.2636 0.1761 0.2528
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -389074 -31663 -391260 -4534204 -1294358 -3587719
Profit Factor 0.9253 1.8591 0.712 1.9649 1.4881 2.2419
Total Trades 201 101 100 201 101 100
Winning Trades 161 76 85 103 55 48
Losing Trades 40 25 15 98 46 52
Profitability (%) 80.0995 75.2475 85 51.2438 54.4554 48
Ratio Avg Win / Avg Loss 0.2299 0.6115 0.1257 1.8696 1.2446 2.4287
Largest Winning Trade 36241 36241 27718 5827725 842753 5827725
Largest Losing Trade -389074 -29937 -389074 -1484997 -1294358 -1484997
Avg Bars in Trades 54 30 79 54 30 79
Avg Bars in Winners 26 13 38 55 33 80
Avg Bars in Losers 167 81 310 53 26 77
Bars Traded 11015 3106 7909 11015 3106 7909
Profit Streak 0 0 64.6282 0 0 64.6282
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575827 -81138 -575027 486989 336944 470750
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11362,
    "evaluation_days": 1893.67,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1599120000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759691080210,
    "expiration_time": 1764588384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "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": [
        [
            -71534.4598620761,
            152892.6600704645,
            -224427.1199325408,
            14524771.990329819,
            2699425.7493600524,
            11825346.240969758
        ],
        [
            -71.53446,
            152.89266,
            -224.42712,
            14524.77199,
            2699.425749,
            11825.346241
        ],
        [
            -0.037776,
            0.080739,
            -0.118514,
            0.263608,
            0.176109,
            0.252805
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -389074,
            -31663,
            -391260,
            -4534204,
            -1294358,
            -3587719
        ],
        [
            0.925278,
            1.859066,
            0.71204,
            1.964941,
            1.488114,
            2.241875
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            161,
            76,
            85,
            103,
            55,
            48
        ],
        [
            40,
            25,
            15,
            98,
            46,
            52
        ],
        [
            80.099502,
            75.247525,
            85,
            51.243781,
            54.455446,
            48
        ],
        [
            0.229883,
            0.611535,
            0.125654,
            1.869556,
            1.244604,
            2.428698
        ],
        [
            36241,
            36241,
            27718,
            5827725,
            842753,
            5827725
        ],
        [
            -389074,
            -29937,
            -389074,
            -1484997,
            -1294358,
            -1484997
        ],
        [
            54,
            30,
            79,
            54,
            30,
            79
        ],
        [
            26,
            13,
            38,
            55,
            33,
            80
        ],
        [
            167,
            81,
            310,
            53,
            26,
            77
        ],
        [
            11015,
            3106,
            7909,
            11015,
            3106,
            7909
        ],
        [
            0,
            0,
            64.628243,
            0,
            0,
            64.628243
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575827,
            -81138,
            -575027,
            486989,
            336944,
            470750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11362,
    "evaluation_days": 1893.67,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1599120000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759691080210,
    "expiration_time": 1764588384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "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)