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Trade: STORJ/USDT/720/HWMA/BBL/1897

Strategy
STORJ/USDT/720/HWMA/BBL/1897
Pair
STORJ_USDT
Interval
12h
Score
354219
Daily Profit
0.154379
Profit Factor
1.551710
Profitability
53.535354
Streak
31.567281
Best Strategy
Training Data Length
1887.500000
Evaluation Time
2025-09-29 04:36
Expiration Time
2025-11-24 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278647.0759 291390.7584 -12743.6825 -596088.7047 37706.1297 -633794.8344
Total P&L (%) 278.6471 291.3908 -12.7437 -596.0887 37.7061 -633.7948
Avg Daily Profit (%) 0.1476 0.1544 -0.0068 0 0.017 0
Buy And Hold Return (%) 18.4615 18.4615 18.4615 18.4615 18.4615 18.4615
Max Trade Drawdown -301030 -102006 -299786 -728303 -241910 -715927
Profit Factor 1.2189 1.5517 0.9829 0.7217 1.0466 0.5242
Total Trades 198 99 99 198 99 99
Winning Trades 107 53 54 93 51 42
Losing Trades 91 46 45 105 48 57
Profitability (%) 54.0404 53.5354 54.5455 46.9697 51.5152 42.4242
Ratio Avg Win / Avg Loss 1.0366 1.3468 0.8191 0.8148 0.985 0.7114
Largest Winning Trade 52908 52908 34203 92502 92502 86254
Largest Losing Trade -198540 -33668 -198540 -317156 -118300 -317156
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 19 18 18 19
Bars Traded 3687 1813 1873 3687 1813 1873
Profit Streak 31.5673 31.5673 78.5673 0 0 0
Trades During Streak 3 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 248924 354219 -578784 -580642 -347586 -583736
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3775,
    "evaluation_days": 1887.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596801600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109813079,
    "expiration_time": 1763996400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.31483
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 1.70953
        }
    }
}
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": [
        [
            278647.0758972869,
            291390.7583553961,
            -12743.6824581092,
            -596088.7046913547,
            37706.1296930557,
            -633794.8343844102
        ],
        [
            278.647076,
            291.390758,
            -12.743682,
            -596.088705,
            37.70613,
            -633.794834
        ],
        [
            0.147628,
            0.154379,
            -0.006752,
            0,
            0.016953,
            0
        ],
        [
            18.461538,
            18.461538,
            18.461538,
            18.461538,
            18.461538,
            18.461538
        ],
        [
            -301030,
            -102006,
            -299786,
            -728303,
            -241910,
            -715927
        ],
        [
            1.218898,
            1.55171,
            0.98289,
            0.721661,
            1.046574,
            0.524176
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            107,
            53,
            54,
            93,
            51,
            42
        ],
        [
            91,
            46,
            45,
            105,
            48,
            57
        ],
        [
            54.040404,
            53.535354,
            54.545455,
            46.969697,
            51.515152,
            42.424242
        ],
        [
            1.036633,
            1.346767,
            0.819075,
            0.814778,
            0.985011,
            0.711381
        ],
        [
            52908,
            52908,
            34203,
            92502,
            92502,
            86254
        ],
        [
            -198540,
            -33668,
            -198540,
            -317156,
            -118300,
            -317156
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            3687,
            1813,
            1873,
            3687,
            1813,
            1873
        ],
        [
            31.567281,
            31.567281,
            78.567281,
            0,
            0,
            0
        ],
        [
            3,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            248924,
            354219,
            -578784,
            -580642,
            -347586,
            -583736
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3775,
    "evaluation_days": 1887.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596801600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109813079,
    "expiration_time": 1763996400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.31483
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 1.70953
        }
    }
}

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)