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Trade: STORJ/USDT/720/HLC3/WMA/2456

Strategy
STORJ/USDT/720/HLC3/WMA/2456
Pair
STORJ_USDT
Interval
12h
Score
400578
Daily Profit
0.177924
Profit Factor
1.403654
Profitability
51.937984
Streak
77.950732
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-26 13:49
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 -38634.7806 124715.719 -163350.4996 2742667.558 917497.5115 1825170.0465
Total P&L (%) -38.6348 124.7157 -163.3505 2742.6676 917.4975 1825.17
Avg Daily Profit (%) -0.0205 0.0662 -0.0868 0.1779 0.1233 0.1572
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -326305 -54387 -326305 -2975353 -930895 -2614349
Profit Factor 0.9497 1.5034 0.6864 1.4037 1.2615 1.5555
Total Trades 129 64 65 129 64 65
Winning Trades 109 52 57 67 33 34
Losing Trades 20 12 8 62 31 31
Profitability (%) 84.4961 81.25 87.6923 51.938 51.5625 52.3077
Ratio Avg Win / Avg Loss 0.1743 0.3469 0.0963 1.2989 1.185 1.4182
Largest Winning Trade 47136 47136 30492 2765738 717223 2765738
Largest Losing Trade -326305 -40220 -326305 -715968 -715968 -530104
Avg Bars in Trades 27 32 21 27 32 21
Avg Bars in Winners 10 10 11 30 39 21
Avg Bars in Losers 115 127 98 23 25 22
Bars Traded 3509 2084 1425 3509 2084 1425
Profit Streak 77.9507 77.9507 282.4507 77.9507 77.9507 282.4507
Trades During Streak 13 6 14 13 6 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573864 -238494 -705977 400578 -165633 -120220

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1605009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883743228,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 208,
            "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": [
        [
            -38634.7805651864,
            124715.7189974297,
            -163350.4995626162,
            2742667.557965186,
            917497.5114837713,
            1825170.0464814152
        ],
        [
            -38.634781,
            124.715719,
            -163.3505,
            2742.667558,
            917.497511,
            1825.170046
        ],
        [
            -0.020518,
            0.066232,
            -0.08675,
            0.177924,
            0.12328,
            0.157192
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -326305,
            -54387,
            -326305,
            -2975353,
            -930895,
            -2614349
        ],
        [
            0.94973,
            1.503423,
            0.686351,
            1.403654,
            1.261488,
            1.555466
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            109,
            52,
            57,
            67,
            33,
            34
        ],
        [
            20,
            12,
            8,
            62,
            31,
            31
        ],
        [
            84.496124,
            81.25,
            87.692308,
            51.937984,
            51.5625,
            52.307692
        ],
        [
            0.174262,
            0.346944,
            0.09633,
            1.298904,
            1.185034,
            1.418219
        ],
        [
            47136,
            47136,
            30492,
            2765738,
            717223,
            2765738
        ],
        [
            -326305,
            -40220,
            -326305,
            -715968,
            -715968,
            -530104
        ],
        [
            27,
            32,
            21,
            27,
            32,
            21
        ],
        [
            10,
            10,
            11,
            30,
            39,
            21
        ],
        [
            115,
            127,
            98,
            23,
            25,
            22
        ],
        [
            3509,
            2084,
            1425,
            3509,
            2084,
            1425
        ],
        [
            77.950732,
            77.950732,
            282.450732,
            77.950732,
            77.950732,
            282.450732
        ],
        [
            13,
            6,
            14,
            13,
            6,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573864,
            -238494,
            -705977,
            400578,
            -165633,
            -120220
        ]
    ]
}
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": 1605009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883743228,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 208,
            "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)