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Trade: STORJ/USDT/120/SMA/VWMA/5245

Strategy
STORJ/USDT/120/SMA/VWMA/5245
Pair
STORJ_USDT
Interval
2h
Score
304652
Daily Profit
0.165186
Profit Factor
1.413537
Profitability
48.739496
Streak
11.549525
Best Strategy
Training Data Length
1896.420000
Evaluation Time
2025-10-09 04:11
Expiration Time
2025-12-16 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 187583.0891 313261.6888 -125678.5996 -95285.6882 51234.2757 -146519.9639
Total P&L (%) 187.5831 313.2617 -125.6786 -95.2857 51.2343 -146.52
Avg Daily Profit (%) 0.0989 0.1652 -0.0663 -0.1609 0.0218 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -307070 -201261 -136786 -844450 -640338 -207049
Profit Factor 1.1595 1.4135 0.6998 0.9207 1.0596 0.5714
Total Trades 239 119 120 239 119 120
Winning Trades 114 58 56 114 58 56
Losing Trades 125 61 64 125 61 64
Profitability (%) 47.6987 48.7395 46.6667 47.6987 48.7395 46.6667
Ratio Avg Win / Avg Loss 1.2714 1.4867 0.7998 1.0095 1.1144 0.6531
Largest Winning Trade 297304 297304 31120 602230 602230 44294
Largest Losing Trade -50665 -45571 -50665 -386942 -386942 -157539
Avg Bars in Trades 92 144 40 92 144 40
Avg Bars in Winners 87 128 44 87 128 44
Avg Bars in Losers 96 159 36 96 159 36
Bars Traded 21996 17189 4807 21996 17189 4807
Profit Streak 7.2995 11.5495 7.2995 7.2995 11.5495 7.2995
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104508 304652 -581628 -577609 -319560 -581628
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22757,
    "evaluation_days": 1896.42,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597240800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972278944,
    "expiration_time": 1765866614400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "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": [
        [
            187583.0891307851,
            313261.6887547125,
            -125678.5996239274,
            -95285.6881585792,
            51234.2757196841,
            -146519.9638782631
        ],
        [
            187.583089,
            313.261689,
            -125.6786,
            -95.285688,
            51.234276,
            -146.519964
        ],
        [
            0.098914,
            0.165186,
            -0.066272,
            -0.160941,
            0.021815,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -307070,
            -201261,
            -136786,
            -844450,
            -640338,
            -207049
        ],
        [
            1.159489,
            1.413537,
            0.699788,
            0.920682,
            1.059615,
            0.571444
        ],
        [
            239,
            119,
            120,
            239,
            119,
            120
        ],
        [
            114,
            58,
            56,
            114,
            58,
            56
        ],
        [
            125,
            61,
            64,
            125,
            61,
            64
        ],
        [
            47.698745,
            48.739496,
            46.666667,
            47.698745,
            48.739496,
            46.666667
        ],
        [
            1.27137,
            1.486651,
            0.799757,
            1.00952,
            1.114422,
            0.653079
        ],
        [
            297304,
            297304,
            31120,
            602230,
            602230,
            44294
        ],
        [
            -50665,
            -45571,
            -50665,
            -386942,
            -386942,
            -157539
        ],
        [
            92,
            144,
            40,
            92,
            144,
            40
        ],
        [
            87,
            128,
            44,
            87,
            128,
            44
        ],
        [
            96,
            159,
            36,
            96,
            159,
            36
        ],
        [
            21996,
            17189,
            4807,
            21996,
            17189,
            4807
        ],
        [
            7.299525,
            11.549525,
            7.299525,
            7.299525,
            11.549525,
            7.299525
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104508,
            304652,
            -581628,
            -577609,
            -319560,
            -581628
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22757,
    "evaluation_days": 1896.42,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597240800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972278944,
    "expiration_time": 1765866614400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "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)