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Trade: STORJ/USDT/720/VWAP/HWMA/2327

Strategy
STORJ/USDT/720/VWAP/HWMA/2327
Pair
STORJ_USDT
Interval
12h
Score
339766
Daily Profit
0.202723
Profit Factor
1.518154
Profitability
52.054795
Streak
0.000000
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-27 03:59
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 299398.57 381727.3321 -82328.7621 -90365.5124 206311.5434 -296677.0558
Total P&L (%) 299.3986 381.7273 -82.3288 -90.3655 206.3115 -296.6771
Avg Daily Profit (%) 0.159 0.2027 -0.0437 -0.1242 0.0595 0
Buy And Hold Return (%) 27.1658 27.1658 27.1658 27.1658 27.1658 27.1658
Max Trade Drawdown -336842 -176027 -201978 -332671 -72674 -307999
Profit Factor 1.1816 1.5182 0.9098 0.9078 1.8422 0.5966
Total Trades 292 146 146 292 146 146
Winning Trades 152 76 76 152 76 76
Losing Trades 140 70 70 140 70 70
Profitability (%) 52.0548 52.0548 52.0548 52.0548 52.0548 52.0548
Ratio Avg Win / Avg Loss 1.0883 1.3983 0.8379 0.8362 1.6968 0.5495
Largest Winning Trade 136061 136061 40468 55875 51022 55875
Largest Losing Trade -70148 -46663 -70148 -164501 -60722 -164501
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 3759 1886 1873 3759 1886 1873
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11463 339766 -580401 -578706 -109644 -580401
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934756548,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1295,
            "nc": 0.64736
        }
    }
}
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": [
        [
            299398.5700117541,
            381727.3321133205,
            -82328.7621015658,
            -90365.5124381383,
            206311.5434043446,
            -296677.0558424828
        ],
        [
            299.39857,
            381.727332,
            -82.328762,
            -90.365512,
            206.311543,
            -296.677056
        ],
        [
            0.159001,
            0.202723,
            -0.043722,
            -0.124183,
            0.059467,
            0
        ],
        [
            27.165775,
            27.165775,
            27.165775,
            27.165775,
            27.165775,
            27.165775
        ],
        [
            -336842,
            -176027,
            -201978,
            -332671,
            -72674,
            -307999
        ],
        [
            1.181565,
            1.518154,
            0.909755,
            0.907835,
            1.842197,
            0.596638
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            52.054795,
            52.054795,
            52.054795,
            52.054795,
            52.054795,
            52.054795
        ],
        [
            1.088283,
            1.3983,
            0.837933,
            0.836164,
            1.69676,
            0.549535
        ],
        [
            136061,
            136061,
            40468,
            55875,
            51022,
            55875
        ],
        [
            -70148,
            -46663,
            -70148,
            -164501,
            -60722,
            -164501
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            3759,
            1886,
            1873,
            3759,
            1886,
            1873
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11463,
            339766,
            -580401,
            -578706,
            -109644,
            -580401
        ]
    ]
}
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": 1596067200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934756548,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1295,
            "nc": 0.64736
        }
    }
}

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)