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Trade: STORJ/USDT/720/HL2/SWMA/6276

Strategy
STORJ/USDT/720/HL2/SWMA/6276
Pair
STORJ_USDT
Interval
12h
Score
370312
Daily Profit
0.158263
Profit Factor
1.263579
Profitability
50.326797
Streak
79.041127
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 -71342.2554 129909.5637 -201251.8191 1864330.8367 974333.4145 889997.4222
Total P&L (%) -71.3423 129.9096 -201.2518 1864.3308 974.3334 889.9974
Avg Daily Profit (%) -0.0379 0.069 -0.1069 0.1583 0.1262 0.1218
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -328909 -105093 -365835 -2148173 -1158585 -1832685
Profit Factor 0.9218 1.3919 0.6538 1.2636 1.2426 1.2911
Total Trades 153 76 77 153 76 77
Winning Trades 121 54 67 77 38 39
Losing Trades 32 22 10 76 38 38
Profitability (%) 79.085 71.0526 87.013 50.3268 50 50.6494
Ratio Avg Win / Avg Loss 0.2438 0.5671 0.0976 1.2472 1.2426 1.258
Largest Winning Trade 31901 31901 29164 1579072 841436 1579072
Largest Losing Trade -326305 -50893 -326305 -941759 -941759 -737895
Avg Bars in Trades 23 27 19 23 27 19
Avg Bars in Winners 9 10 9 26 32 20
Avg Bars in Losers 76 70 89 20 23 17
Bars Traded 3625 2124 1501 3625 2124 1501
Profit Streak 79.0411 79.0411 283.0411 79.0411 79.0411 283.0411
Trades During Streak 9 4 10 9 4 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574028 -146597 -616108 370312 -72194 -70024
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1601121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934753357,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    }
}
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": [
        [
            -71342.2553918425,
            129909.5637149989,
            -201251.8191068414,
            1864330.8366560857,
            974333.4144630285,
            889997.4221930576
        ],
        [
            -71.342255,
            129.909564,
            -201.251819,
            1864.330837,
            974.333414,
            889.997422
        ],
        [
            -0.037888,
            0.068991,
            -0.106878,
            0.158263,
            0.12617,
            0.121823
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -328909,
            -105093,
            -365835,
            -2148173,
            -1158585,
            -1832685
        ],
        [
            0.921847,
            1.391905,
            0.653836,
            1.263579,
            1.242635,
            1.291088
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            121,
            54,
            67,
            77,
            38,
            39
        ],
        [
            32,
            22,
            10,
            76,
            38,
            38
        ],
        [
            79.084967,
            71.052632,
            87.012987,
            50.326797,
            50,
            50.649351
        ],
        [
            0.243794,
            0.567072,
            0.097587,
            1.247169,
            1.242635,
            1.257983
        ],
        [
            31901,
            31901,
            29164,
            1579072,
            841436,
            1579072
        ],
        [
            -326305,
            -50893,
            -326305,
            -941759,
            -941759,
            -737895
        ],
        [
            23,
            27,
            19,
            23,
            27,
            19
        ],
        [
            9,
            10,
            9,
            26,
            32,
            20
        ],
        [
            76,
            70,
            89,
            20,
            23,
            17
        ],
        [
            3625,
            2124,
            1501,
            3625,
            2124,
            1501
        ],
        [
            79.041127,
            79.041127,
            283.041127,
            79.041127,
            79.041127,
            283.041127
        ],
        [
            9,
            4,
            10,
            9,
            4,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574028,
            -146597,
            -616108,
            370312,
            -72194,
            -70024
        ]
    ]
}
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": 1601121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934753357,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    }
}

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)