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Trade: STORJ/USDT/720/VWAP/BBL/4481

Strategy
STORJ/USDT/720/VWAP/BBL/4481
Pair
STORJ_USDT
Interval
12h
Score
664903
Daily Profit
0.278794
Profit Factor
4.358062
Profitability
53.448276
Streak
132.978936
Best Strategy
Training Data Length
1900.000000
Evaluation Time
2025-10-12 02:29
Expiration Time
2025-12-07 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132712.1571 170454.8257 -37742.6686 19728589.771 5128171.663 14600418.108
Total P&L (%) 132.7122 170.4548 -37.7427 19728.5898 5128.1717 14600.4181
Avg Daily Profit (%) 0.0698 0.0897 -0.0199 0.2788 0.2085 0.263
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -301188 -30279 -301188 -3428163 -663812 -3042392
Profit Factor 1.2313 3.0321 0.923 4.3581 3.5023 4.8165
Total Trades 116 58 58 116 58 58
Winning Trades 96 47 49 62 32 30
Losing Trades 20 11 9 54 26 28
Profitability (%) 82.7586 81.0345 84.4828 53.4483 55.1724 51.7241
Ratio Avg Win / Avg Loss 0.2565 0.7096 0.1695 3.7957 2.8456 4.4954
Largest Winning Trade 31100 29479 31100 4773339 1142363 4773339
Largest Losing Trade -301188 -30279 -301188 -653106 -408026 -653106
Avg Bars in Trades 31 6 55 31 6 55
Avg Bars in Winners 18 4 32 30 5 56
Avg Bars in Losers 91 16 182 32 7 54
Bars Traded 3613 394 3219 3613 394 3219
Profit Streak 132.9789 189.9789 132.9789 132.9789 189.9789 132.9789
Trades During Streak 14 9 7 14 9 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95255 -244445 -755026 664903 -162782 -162112
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3800,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760225380058,
    "expiration_time": 1765108800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 108,
            "offset": 0,
            "std": 1.60896
        }
    }
}
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": [
        [
            132712.1570643762,
            170454.8257045887,
            -37742.6686402125,
            19728589.771040283,
            5128171.662997846,
            14600418.108042436
        ],
        [
            132.712157,
            170.454826,
            -37.742669,
            19728.589771,
            5128.171663,
            14600.418108
        ],
        [
            0.069849,
            0.089713,
            -0.019865,
            0.278794,
            0.208462,
            0.263001
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -301188,
            -30279,
            -301188,
            -3428163,
            -663812,
            -3042392
        ],
        [
            1.23128,
            3.032074,
            0.922964,
            4.358062,
            3.502277,
            4.816514
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            96,
            47,
            49,
            62,
            32,
            30
        ],
        [
            20,
            11,
            9,
            54,
            26,
            28
        ],
        [
            82.758621,
            81.034483,
            84.482759,
            53.448276,
            55.172414,
            51.724138
        ],
        [
            0.256517,
            0.709634,
            0.169524,
            3.795732,
            2.8456,
            4.495413
        ],
        [
            31100,
            29479,
            31100,
            4773339,
            1142363,
            4773339
        ],
        [
            -301188,
            -30279,
            -301188,
            -653106,
            -408026,
            -653106
        ],
        [
            31,
            6,
            55,
            31,
            6,
            55
        ],
        [
            18,
            4,
            32,
            30,
            5,
            56
        ],
        [
            91,
            16,
            182,
            32,
            7,
            54
        ],
        [
            3613,
            394,
            3219,
            3613,
            394,
            3219
        ],
        [
            132.978936,
            189.978936,
            132.978936,
            132.978936,
            189.978936,
            132.978936
        ],
        [
            14,
            9,
            7,
            14,
            9,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95255,
            -244445,
            -755026,
            664903,
            -162782,
            -162112
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3800,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760225380058,
    "expiration_time": 1765108800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 108,
            "offset": 0,
            "std": 1.60896
        }
    }
}

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)