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Trade: STORJ/USDT/720/VWAP/BBL/8732

Strategy
STORJ/USDT/720/VWAP/BBL/8732
Pair
STORJ_USDT
Interval
12h
Score
473669
Daily Profit
0.177399
Profit Factor
1.821907
Profitability
49.264706
Streak
36.149377
Best Strategy
Training Data Length
1889.500000
Evaluation Time
2025-10-01 06:35
Expiration Time
2025-11-26 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -298244.0103 59934.51 -358178.5204 2747365.4548 668130.1787 2079235.2761
Total P&L (%) -298.244 59.9345 -358.1785 2747.3655 668.1302 2079.2353
Avg Daily Profit (%) -0.1578 0.0317 -0.1896 0.1774 0.108 0.1632
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -510195 -44816 -505339 -1004124 -292651 -993295
Profit Factor 0.6998 1.3613 0.5673 1.8219 1.6267 1.9133
Total Trades 136 68 68 136 68 68
Winning Trades 101 45 56 67 37 30
Losing Trades 35 23 12 69 31 38
Profitability (%) 74.2647 66.1765 82.3529 49.2647 54.4118 44.1176
Ratio Avg Win / Avg Loss 0.2425 0.6958 0.1216 1.8763 1.3629 2.4236
Largest Winning Trade 31707 19700 31707 1385211 178299 1385211
Largest Losing Trade -465737 -29102 -465737 -612378 -287212 -612378
Avg Bars in Trades 26 11 41 26 11 41
Avg Bars in Winners 11 6 16 31 12 54
Avg Bars in Losers 68 21 159 21 10 31
Bars Traded 3580 760 2820 3580 760 2820
Profit Streak 36.1494 95.6494 36.1494 36.1494 95.6494 36.1494
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575490 -257839 -684850 473669 -153448 -99398
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3779,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759289706193,
    "expiration_time": 1764174384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 102,
            "offset": 0,
            "std": 1.25712
        }
    }
}
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": [
        [
            -298244.0103132756,
            59934.5100474709,
            -358178.5203607465,
            2747365.4548132974,
            668130.1786662486,
            2079235.2761470485
        ],
        [
            -298.24401,
            59.93451,
            -358.17852,
            2747.365455,
            668.130179,
            2079.235276
        ],
        [
            -0.157843,
            0.03172,
            -0.189563,
            0.177399,
            0.107959,
            0.163222
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -510195,
            -44816,
            -505339,
            -1004124,
            -292651,
            -993295
        ],
        [
            0.699832,
            1.361336,
            0.567272,
            1.821907,
            1.626667,
            1.913344
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            101,
            45,
            56,
            67,
            37,
            30
        ],
        [
            35,
            23,
            12,
            69,
            31,
            38
        ],
        [
            74.264706,
            66.176471,
            82.352941,
            49.264706,
            54.411765,
            44.117647
        ],
        [
            0.242516,
            0.695794,
            0.121558,
            1.876292,
            1.362883,
            2.423569
        ],
        [
            31707,
            19700,
            31707,
            1385211,
            178299,
            1385211
        ],
        [
            -465737,
            -29102,
            -465737,
            -612378,
            -287212,
            -612378
        ],
        [
            26,
            11,
            41,
            26,
            11,
            41
        ],
        [
            11,
            6,
            16,
            31,
            12,
            54
        ],
        [
            68,
            21,
            159,
            21,
            10,
            31
        ],
        [
            3580,
            760,
            2820,
            3580,
            760,
            2820
        ],
        [
            36.149377,
            95.649377,
            36.149377,
            36.149377,
            95.649377,
            36.149377
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575490,
            -257839,
            -684850,
            473669,
            -153448,
            -99398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3779,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759289706193,
    "expiration_time": 1764174384000,
    "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": 102,
            "offset": 0,
            "std": 1.25712
        }
    }
}

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)