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Trade: STORJ/USDT/720/HWMA/KCL/4800

Strategy
STORJ/USDT/720/HWMA/KCL/4800
Pair
STORJ_USDT
Interval
12h
Score
431559
Daily Profit
0.170753
Profit Factor
1.571193
Profitability
46.376812
Streak
101.240271
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-27 20:45
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 -104047.4102 89565.0504 -193612.4606 2384222.4568 529154.3132 1855068.1436
Total P&L (%) -104.0474 89.5651 -193.6125 2384.2225 529.1543 1855.0681
Avg Daily Profit (%) -0.0553 0.0476 -0.1028 0.1708 0.0977 0.158
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -297802 -40475 -322845 -1335977 -293090 -1197398
Profit Factor 0.8845 1.4447 0.7232 1.5712 1.353 1.6935
Total Trades 207 104 103 207 104 103
Winning Trades 150 67 83 96 51 45
Losing Trades 57 37 20 111 53 58
Profitability (%) 72.4638 64.4231 80.5825 46.3768 49.0385 43.6893
Ratio Avg Win / Avg Loss 0.3361 0.7978 0.1743 1.8167 1.406 2.1827
Largest Winning Trade 36426 36426 28631 1461686 174578 1461686
Largest Losing Trade -295488 -22145 -295488 -350843 -181899 -350843
Avg Bars in Trades 17 3 30 17 3 30
Avg Bars in Winners 11 2 18 19 4 35
Avg Bars in Losers 33 7 83 15 3 27
Bars Traded 3583 411 3172 3583 411 3172
Profit Streak 101.2403 101.2403 107.2403 101.2403 101.2403 107.2403
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575109 -127256 -575480 431559 -61101 342283
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758995159420,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.70263,
            "nb": 0.8681,
            "nc": 0.46695
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 73,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -104047.4102193218,
            89565.0503940257,
            -193612.4606133475,
            2384222.4567597588,
            529154.3131813421,
            1855068.1435784164
        ],
        [
            -104.04741,
            89.56505,
            -193.612461,
            2384.222457,
            529.154313,
            1855.068144
        ],
        [
            -0.055256,
            0.047565,
            -0.102821,
            0.170753,
            0.097722,
            0.158012
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -297802,
            -40475,
            -322845,
            -1335977,
            -293090,
            -1197398
        ],
        [
            0.884495,
            1.444701,
            0.723172,
            1.571193,
            1.352955,
            1.69351
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            150,
            67,
            83,
            96,
            51,
            45
        ],
        [
            57,
            37,
            20,
            111,
            53,
            58
        ],
        [
            72.463768,
            64.423077,
            80.582524,
            46.376812,
            49.038462,
            43.68932
        ],
        [
            0.336108,
            0.79782,
            0.174258,
            1.816692,
            1.406012,
            2.182746
        ],
        [
            36426,
            36426,
            28631,
            1461686,
            174578,
            1461686
        ],
        [
            -295488,
            -22145,
            -295488,
            -350843,
            -181899,
            -350843
        ],
        [
            17,
            3,
            30,
            17,
            3,
            30
        ],
        [
            11,
            2,
            18,
            19,
            4,
            35
        ],
        [
            33,
            7,
            83,
            15,
            3,
            27
        ],
        [
            3583,
            411,
            3172,
            3583,
            411,
            3172
        ],
        [
            101.240271,
            101.240271,
            107.240271,
            101.240271,
            101.240271,
            107.240271
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575109,
            -127256,
            -575480,
            431559,
            -61101,
            342283
        ]
    ]
}
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": 1599177600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758995159420,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.70263,
            "nb": 0.8681,
            "nc": 0.46695
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 73,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)