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Trade: STORJ/USDT/120/HL2/VWMA/8075

Strategy
STORJ/USDT/120/HL2/VWMA/8075
Pair
STORJ_USDT
Interval
2h
Score
325982
Daily Profit
0.190967
Profit Factor
1.251691
Profitability
45.673759
Streak
0.000000
Best Strategy
Training Data Length
1890.170000
Evaluation Time
2025-10-02 22:53
Expiration Time
2025-12-09 21:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 318249.6232 360959.6809 -42710.0577 -62061.5146 31813.299 -93874.8136
Total P&L (%) 318.2496 360.9597 -42.7101 -62.0615 31.8133 -93.8748
Avg Daily Profit (%) 0.1684 0.191 -0.0226 -0.0513 0.0146 -0.1476
Buy And Hold Return (%) 23.3753 23.3753 23.3753 23.3753 23.3753 23.3753
Max Trade Drawdown -150189 -112251 -157607 -211814 -166258 -153717
Profit Factor 1.1231 1.2517 0.9629 0.9692 1.0284 0.8956
Total Trades 1411 705 706 1411 705 706
Winning Trades 674 322 352 674 322 352
Losing Trades 737 383 354 737 383 354
Profitability (%) 47.7675 45.6738 49.8584 47.7675 45.6738 49.8584
Ratio Avg Win / Avg Loss 1.2281 1.4888 0.9684 1.0598 1.2233 0.9007
Largest Winning Trade 230440 230440 30344 163441 163441 18340
Largest Losing Trade -32690 -31077 -32690 -35834 -27316 -35834
Avg Bars in Trades 15 18 13 15 18 13
Avg Bars in Winners 18 21 15 18 21 15
Avg Bars in Losers 13 15 11 13 15 11
Bars Traded 22416 12804 9612 22416 12804 9612
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 -71470 325982 -577422 -572829 -414326 -577422
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22682,
    "evaluation_days": 1890.17,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596873600000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759434798272,
    "expiration_time": 1765307174400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 77
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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": [
        [
            318249.6231816983,
            360959.6809234166,
            -42710.0577417188,
            -62061.5145889667,
            31813.2989830621,
            -93874.8135720293
        ],
        [
            318.249623,
            360.959681,
            -42.710058,
            -62.061515,
            31.813299,
            -93.874814
        ],
        [
            0.168371,
            0.190967,
            -0.022596,
            -0.051263,
            0.014614,
            -0.147643
        ],
        [
            23.375315,
            23.375315,
            23.375315,
            23.375315,
            23.375315,
            23.375315
        ],
        [
            -150189,
            -112251,
            -157607,
            -211814,
            -166258,
            -153717
        ],
        [
            1.123113,
            1.251691,
            0.962889,
            0.969246,
            1.02843,
            0.89558
        ],
        [
            1411,
            705,
            706,
            1411,
            705,
            706
        ],
        [
            674,
            322,
            352,
            674,
            322,
            352
        ],
        [
            737,
            383,
            354,
            737,
            383,
            354
        ],
        [
            47.767541,
            45.673759,
            49.858357,
            47.767541,
            45.673759,
            49.858357
        ],
        [
            1.228092,
            1.488812,
            0.96836,
            1.059843,
            1.223257,
            0.900668
        ],
        [
            230440,
            230440,
            30344,
            163441,
            163441,
            18340
        ],
        [
            -32690,
            -31077,
            -32690,
            -35834,
            -27316,
            -35834
        ],
        [
            15,
            18,
            13,
            15,
            18,
            13
        ],
        [
            18,
            21,
            15,
            18,
            21,
            15
        ],
        [
            13,
            15,
            11,
            13,
            15,
            11
        ],
        [
            22416,
            12804,
            9612,
            22416,
            12804,
            9612
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -71470,
            325982,
            -577422,
            -572829,
            -414326,
            -577422
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22682,
    "evaluation_days": 1890.17,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596873600000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759434798272,
    "expiration_time": 1765307174400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 77
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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)