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Trade: STORJ/USDT/720/BBL/HWMA/2820

Strategy
STORJ/USDT/720/BBL/HWMA/2820
Pair
STORJ_USDT
Interval
12h
Score
364966
Daily Profit
0.213033
Profit Factor
1.449219
Profitability
47.651007
Streak
29.041123
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-27 03:59
Expiration Time
2025-11-20 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 401142.0348 363230.8706 37911.1642 26370.4571 -127797.009 154167.4661
Total P&L (%) 401.142 363.2309 37.9112 26.3705 -127.797 154.1675
Avg Daily Profit (%) 0.213 0.1929 0.0201 0.0124 0 0.0496
Buy And Hold Return (%) 26.6241 26.6241 26.6241 26.6241 26.6241 26.6241
Max Trade Drawdown -233446 -167532 -105964 -5355336 -4067762 -1445510
Profit Factor 1.4492 1.6868 1.1041 1.0027 0.9796 1.0464
Total Trades 149 74 75 149 74 75
Winning Trades 71 31 40 71 31 40
Losing Trades 78 43 35 78 43 35
Profitability (%) 47.651 41.8919 53.3333 47.651 41.8919 53.3333
Ratio Avg Win / Avg Loss 1.5921 2.3398 0.9661 1.1016 1.3588 0.9156
Largest Winning Trade 236869 236869 44696 1849800 1849800 507963
Largest Losing Trade -56985 -56985 -26954 -1345578 -1345578 -491333
Avg Bars in Trades 24 38 10 24 38 10
Avg Bars in Winners 28 50 11 28 50 11
Avg Bars in Losers 20 29 10 20 29 10
Bars Traded 3639 2838 801 3639 2838 801
Profit Streak 29.0411 0 49.0411 29.0411 0 49.0411
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364966 -56855 -363202 -559216 -646722 -354386
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934753042,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 171,
            "offset": 0,
            "std": 2.78675
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14722,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            401142.0347640311,
            363230.8705859201,
            37911.1641781112,
            26370.4570696395,
            -127797.0089919954,
            154167.4660616348
        ],
        [
            401.142035,
            363.230871,
            37.911164,
            26.370457,
            -127.797009,
            154.167466
        ],
        [
            0.213033,
            0.1929,
            0.020133,
            0.01243,
            0,
            0.049551
        ],
        [
            26.624068,
            26.624068,
            26.624068,
            26.624068,
            26.624068,
            26.624068
        ],
        [
            -233446,
            -167532,
            -105964,
            -5355336,
            -4067762,
            -1445510
        ],
        [
            1.449219,
            1.686848,
            1.104112,
            1.002748,
            0.979629,
            1.046398
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            71,
            31,
            40,
            71,
            31,
            40
        ],
        [
            78,
            43,
            35,
            78,
            43,
            35
        ],
        [
            47.651007,
            41.891892,
            53.333333,
            47.651007,
            41.891892,
            53.333333
        ],
        [
            1.5921,
            2.339822,
            0.966098,
            1.10161,
            1.358841,
            0.915599
        ],
        [
            236869,
            236869,
            44696,
            1849800,
            1849800,
            507963
        ],
        [
            -56985,
            -56985,
            -26954,
            -1345578,
            -1345578,
            -491333
        ],
        [
            24,
            38,
            10,
            24,
            38,
            10
        ],
        [
            28,
            50,
            11,
            28,
            50,
            11
        ],
        [
            20,
            29,
            10,
            20,
            29,
            10
        ],
        [
            3639,
            2838,
            801,
            3639,
            2838,
            801
        ],
        [
            29.041123,
            0,
            49.041123,
            29.041123,
            0,
            49.041123
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364966,
            -56855,
            -363202,
            -559216,
            -646722,
            -354386
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934753042,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 171,
            "offset": 0,
            "std": 2.78675
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14722,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)