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Trade: STORJ/USDT/720/HWMA/HLC3/3768

Strategy
STORJ/USDT/720/HWMA/HLC3/3768
Pair
STORJ_USDT
Interval
12h
Score
497067
Daily Profit
0.325152
Profit Factor
1.505258
Profitability
54.411765
Streak
34.381030
Best Strategy
Training Data Length
1889.000000
Evaluation Time
2025-10-01 00:08
Expiration Time
2025-11-26 06:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 614212.0976 535347.4587 78864.6389 199577.1892 110295.1026 89282.0866
Total P&L (%) 614.2121 535.3475 78.8646 199.5772 110.2951 89.2821
Avg Daily Profit (%) 0.3252 0.2834 0.0417 0.0581 0.0394 0.0338
Buy And Hold Return (%) 22.3529 22.3529 22.3529 22.3529 22.3529 22.3529
Max Trade Drawdown -249065 -101371 -196285 -3525484 -2275297 -2075272
Profit Factor 1.5053 1.9658 1.1193 1.0223 1.0235 1.0211
Total Trades 204 102 102 204 102 102
Winning Trades 111 52 59 111 52 59
Losing Trades 93 50 43 93 50 43
Profitability (%) 54.4118 50.9804 57.8431 54.4118 50.9804 57.8431
Ratio Avg Win / Avg Loss 1.2612 1.8901 0.8157 0.8566 0.9841 0.7442
Largest Winning Trade 208995 208995 53677 1110653 1110653 543666
Largest Losing Trade -79890 -31661 -79890 -754117 -696942 -754117
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 19 18 19 19 18 19
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 3767 1881 1885 3767 1881 1885
Profit Streak 34.381 34.381 83.381 34.381 34.381 83.381
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497067 473366 -228372 -309590 -337390 -346595
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3778,
    "evaluation_days": 1889,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759266521012,
    "expiration_time": 1764129888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05532,
            "nb": 0.40397,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            614212.0976193435,
            535347.4587019266,
            78864.6389174169,
            199577.1891507235,
            110295.102560026,
            89282.0865906977
        ],
        [
            614.212098,
            535.347459,
            78.864639,
            199.577189,
            110.295103,
            89.282087
        ],
        [
            0.325152,
            0.283403,
            0.041749,
            0.058101,
            0.039359,
            0.033784
        ],
        [
            22.352941,
            22.352941,
            22.352941,
            22.352941,
            22.352941,
            22.352941
        ],
        [
            -249065,
            -101371,
            -196285,
            -3525484,
            -2275297,
            -2075272
        ],
        [
            1.505258,
            1.965752,
            1.119256,
            1.022345,
            1.023508,
            1.021058
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            111,
            52,
            59,
            111,
            52,
            59
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            54.411765,
            50.980392,
            57.843137,
            54.411765,
            50.980392,
            57.843137
        ],
        [
            1.261162,
            1.890146,
            0.815729,
            0.856559,
            0.984142,
            0.744161
        ],
        [
            208995,
            208995,
            53677,
            1110653,
            1110653,
            543666
        ],
        [
            -79890,
            -31661,
            -79890,
            -754117,
            -696942,
            -754117
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            19,
            18,
            19,
            19,
            18,
            19
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            3767,
            1881,
            1885,
            3767,
            1881,
            1885
        ],
        [
            34.38103,
            34.38103,
            83.38103,
            34.38103,
            34.38103,
            83.38103
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497067,
            473366,
            -228372,
            -309590,
            -337390,
            -346595
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3778,
    "evaluation_days": 1889,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759266521012,
    "expiration_time": 1764129888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05532,
            "nb": 0.40397,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)