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Trade: STORJ/USDT/720/KCL/ALMA/3434

Strategy
STORJ/USDT/720/KCL/ALMA/3434
Pair
STORJ_USDT
Interval
12h
Score
625470
Daily Profit
0.175820
Profit Factor
3.311192
Profitability
67.567568
Streak
308.864460
Best Strategy
Training Data Length
1891.500000
Evaluation Time
2025-10-03 11:44
Expiration Time
2025-11-28 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390406.0636 332564.2845 57841.7791 -132515.5044 72031.5512 -204547.0556
Total P&L (%) 390.4061 332.5643 57.8418 -132.5155 72.0316 -204.5471
Avg Daily Profit (%) 0.2064 0.1758 0.0306 0 0.0287 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166780 -78278 -135047 -270864 -72744 -187122
Profit Factor 2.0615 3.3112 1.2584 0.5791 1.7701 0.0757
Total Trades 74 37 37 74 37 37
Winning Trades 50 25 25 20 11 9
Losing Trades 24 12 12 54 26 28
Profitability (%) 67.5676 67.5676 67.5676 27.027 29.7297 24.3243
Ratio Avg Win / Avg Loss 0.9895 1.5894 0.604 1.5635 4.184 0.2355
Largest Winning Trade 114137 114137 37229 114137 114137 4556
Largest Losing Trade -101670 -72934 -101670 -102502 -40554 -102502
Avg Bars in Trades 40 69 10 40 69 10
Avg Bars in Winners 28 44 12 82 146 4
Avg Bars in Losers 64 122 7 24 37 13
Bars Traded 2990 2586 404 2990 2586 404
Profit Streak 0 308.8645 0 272.3645 0 288.8645
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57405 625470 -152120 -667069 -160166 -612421
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3783,
    "evaluation_days": 1891.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759481089371,
    "expiration_time": 1764352368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 249,
            "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": [
        [
            390406.063577631,
            332564.2844615383,
            57841.7791160928,
            -132515.5043508392,
            72031.5512154037,
            -204547.055566243
        ],
        [
            390.406064,
            332.564284,
            57.841779,
            -132.515504,
            72.031551,
            -204.547056
        ],
        [
            0.2064,
            0.17582,
            0.03058,
            0,
            0.028685,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166780,
            -78278,
            -135047,
            -270864,
            -72744,
            -187122
        ],
        [
            2.061529,
            3.311192,
            1.258356,
            0.579086,
            1.770147,
            0.075696
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            50,
            25,
            25,
            20,
            11,
            9
        ],
        [
            24,
            12,
            12,
            54,
            26,
            28
        ],
        [
            67.567568,
            67.567568,
            67.567568,
            27.027027,
            29.72973,
            24.324324
        ],
        [
            0.989534,
            1.589372,
            0.604011,
            1.563532,
            4.183983,
            0.235498
        ],
        [
            114137,
            114137,
            37229,
            114137,
            114137,
            4556
        ],
        [
            -101670,
            -72934,
            -101670,
            -102502,
            -40554,
            -102502
        ],
        [
            40,
            69,
            10,
            40,
            69,
            10
        ],
        [
            28,
            44,
            12,
            82,
            146,
            4
        ],
        [
            64,
            122,
            7,
            24,
            37,
            13
        ],
        [
            2990,
            2586,
            404,
            2990,
            2586,
            404
        ],
        [
            0,
            308.86446,
            0,
            272.36446,
            0,
            288.86446
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57405,
            625470,
            -152120,
            -667069,
            -160166,
            -612421
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3783,
    "evaluation_days": 1891.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759481089371,
    "expiration_time": 1764352368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 249,
            "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)