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Trade: STORJ/USDT/360/VWAP/KCU/1857

Strategy
STORJ/USDT/360/VWAP/KCU/1857
Pair
STORJ_USDT
Interval
6h
Score
433483
Daily Profit
0.169828
Profit Factor
1.507795
Profitability
73.267327
Streak
70.986358
Best Strategy
Training Data Length
1882.750000
Evaluation Time
2025-09-26 02:40
Expiration Time
2025-11-20 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 319742.9196 300753.1132 18989.8064 -19995.8869 92308.7172 -112304.604
Total P&L (%) 319.7429 300.7531 18.9898 -19.9959 92.3087 -112.3046
Avg Daily Profit (%) 0.1698 0.1597 0.0101 -0.0118 0.0347 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134513 -114556 -81304 -241486 -259884 -198357
Profit Factor 1.5078 1.7196 1.0897 0.9795 1.149 0.6841
Total Trades 101 50 51 101 50 51
Winning Trades 74 38 36 74 38 36
Losing Trades 27 12 15 27 12 15
Profitability (%) 73.2673 76 70.5882 73.2673 76 70.5882
Ratio Avg Win / Avg Loss 0.5501 0.543 0.454 0.3574 0.3628 0.2851
Largest Winning Trade 77236 77236 22556 113429 113429 33951
Largest Losing Trade -73537 -60976 -73537 -191411 -159620 -191411
Avg Bars in Trades 71 134 8 71 134 8
Avg Bars in Winners 22 39 4 22 39 4
Avg Bars in Losers 204 436 18 204 436 18
Bars Traded 7173 6730 443 7173 6730 443
Profit Streak 70.9864 76.9864 70.9864 70.9864 76.9864 70.9864
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433483 -167555 -486594 -575787 -380112 -756919

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7531,
    "evaluation_days": 1882.75,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1598032800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843621350,
    "expiration_time": 1763595288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            319742.9196170836,
            300753.113197716,
            18989.8064193676,
            -19995.8868557158,
            92308.7171669375,
            -112304.6040226533
        ],
        [
            319.74292,
            300.753113,
            18.989806,
            -19.995887,
            92.308717,
            -112.304604
        ],
        [
            0.169828,
            0.159741,
            0.010086,
            -0.011849,
            0.034739,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134513,
            -114556,
            -81304,
            -241486,
            -259884,
            -198357
        ],
        [
            1.507795,
            1.719597,
            1.089692,
            0.979494,
            1.148985,
            0.684138
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            73.267327,
            76,
            70.588235,
            73.267327,
            76,
            70.588235
        ],
        [
            0.550141,
            0.543031,
            0.454038,
            0.357383,
            0.362837,
            0.285058
        ],
        [
            77236,
            77236,
            22556,
            113429,
            113429,
            33951
        ],
        [
            -73537,
            -60976,
            -73537,
            -191411,
            -159620,
            -191411
        ],
        [
            71,
            134,
            8,
            71,
            134,
            8
        ],
        [
            22,
            39,
            4,
            22,
            39,
            4
        ],
        [
            204,
            436,
            18,
            204,
            436,
            18
        ],
        [
            7173,
            6730,
            443,
            7173,
            6730,
            443
        ],
        [
            70.986358,
            76.986358,
            70.986358,
            70.986358,
            76.986358,
            70.986358
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433483,
            -167555,
            -486594,
            -575787,
            -380112,
            -756919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7531,
    "evaluation_days": 1882.75,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1598032800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843621350,
    "expiration_time": 1763595288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)