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Trade: STORJ/USDT/720/DCL/VWAP/7214

Strategy
STORJ/USDT/720/DCL/VWAP/7214
Pair
STORJ_USDT
Interval
12h
Score
469463
Daily Profit
0.313533
Profit Factor
3.191247
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-25 22:25
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 632330.3775 590381.7872 41948.5903 171858.4221 266268.2947 -94409.8727
Total P&L (%) 632.3304 590.3818 41.9486 171.8584 266.2683 -94.4099
Avg Daily Profit (%) 0.3358 0.3135 0.0223 0.0531 0.069 -0.1531
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138283 -117603 -41472 -1113175 -721290 -539695
Profit Factor 2.7599 3.1912 1.4668 1.076 1.1741 0.8712
Total Trades 59 29 30 59 29 30
Winning Trades 30 13 17 30 13 17
Losing Trades 29 16 13 29 16 13
Profitability (%) 50.8475 44.8276 56.6667 50.8475 44.8276 56.6667
Ratio Avg Win / Avg Loss 2.6679 3.9277 1.1217 1.0401 1.4451 0.6662
Largest Winning Trade 548835 548835 29597 512646 512646 159278
Largest Losing Trade -56301 -56301 -40040 -523554 -392657 -523554
Avg Bars in Trades 51 101 3 51 101 3
Avg Bars in Winners 38 83 3 38 83 3
Avg Bars in Losers 65 115 4 65 115 4
Bars Traded 3059 2940 119 3059 2940 119
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164924 469463 -162953 -438307 -131889 -579683

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1605916800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828308664,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 228
        }
    }
}
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": [
        [
            632330.3774955214,
            590381.7872426643,
            41948.5902528571,
            171858.4220953183,
            266268.294749774,
            -94409.8726544557
        ],
        [
            632.330377,
            590.381787,
            41.94859,
            171.858422,
            266.268295,
            -94.409873
        ],
        [
            0.33581,
            0.313533,
            0.022278,
            0.053127,
            0.068967,
            -0.153052
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138283,
            -117603,
            -41472,
            -1113175,
            -721290,
            -539695
        ],
        [
            2.759924,
            3.191247,
            1.466786,
            1.075982,
            1.174141,
            0.871163
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            50.847458,
            44.827586,
            56.666667,
            50.847458,
            44.827586,
            56.666667
        ],
        [
            2.667927,
            3.927689,
            1.12166,
            1.040116,
            1.445097,
            0.666184
        ],
        [
            548835,
            548835,
            29597,
            512646,
            512646,
            159278
        ],
        [
            -56301,
            -56301,
            -40040,
            -523554,
            -392657,
            -523554
        ],
        [
            51,
            101,
            3,
            51,
            101,
            3
        ],
        [
            38,
            83,
            3,
            38,
            83,
            3
        ],
        [
            65,
            115,
            4,
            65,
            115,
            4
        ],
        [
            3059,
            2940,
            119,
            3059,
            2940,
            119
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164924,
            469463,
            -162953,
            -438307,
            -131889,
            -579683
        ]
    ]
}
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": 1605916800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828308664,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 228
        }
    }
}

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)