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Trade: STORJ/USDT/120/SWMA/KCL/3747

Strategy
STORJ/USDT/120/SWMA/KCL/3747
Pair
STORJ_USDT
Interval
2h
Score
439923
Daily Profit
0.288786
Profit Factor
1.625188
Profitability
53.333333
Streak
91.249675
Best Strategy
Training Data Length
1900.080000
Evaluation Time
2025-10-12 20:59
Expiration Time
2025-12-20 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -497619.7242 150959.432 -648579.1562 10139219.8346 -13727556.7833 23866776.6179
Total P&L (%) -497.6197 150.9594 -648.5792 10139.2198 -13727.5568 23866.7766
Avg Daily Profit (%) -0.2619 0.0794 -0.3413 0.2439 0 0.2888
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -830512 -28450 -812019 -22113871 -13936647 -13380996
Profit Factor 0.6329 2.3162 0.4773 1.1701 0.3598 1.6252
Total Trades 91 46 45 91 46 45
Winning Trades 47 22 25 45 21 24
Losing Trades 44 24 20 46 25 21
Profitability (%) 51.6484 47.8261 55.5556 49.4505 45.6522 53.3333
Ratio Avg Win / Avg Loss 0.5925 2.5268 0.3819 1.1961 0.4283 1.422
Largest Winning Trade 63802 33225 63802 34418537 1602688 34418537
Largest Losing Trade -812019 -15040 -812019 -5572349 -3204019 -5572349
Avg Bars in Trades 241 59 428 241 59 428
Avg Bars in Winners 271 68 451 206 54 338
Avg Bars in Losers 209 51 399 276 63 530
Bars Traded 22011 2739 19272 22011 2739 19272
Profit Streak 0 0 91.2497 0 0 91.2497
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580321 -83235 -579032 -25005 -582395 439923
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22801,
    "evaluation_days": 1900.08,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597507200000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760291971881,
    "expiration_time": 1766194819200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 199,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -497619.724226552,
            150959.4320207156,
            -648579.1562472678,
            10139219.83464249,
            -13727556.783296807,
            23866776.6179393
        ],
        [
            -497.619724,
            150.959432,
            -648.579156,
            10139.219835,
            -13727.556783,
            23866.776618
        ],
        [
            -0.261894,
            0.079449,
            -0.341343,
            0.243908,
            0,
            0.288786
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -830512,
            -28450,
            -812019,
            -22113871,
            -13936647,
            -13380996
        ],
        [
            0.63291,
            2.316225,
            0.477327,
            1.170072,
            0.359779,
            1.625188
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            47,
            22,
            25,
            45,
            21,
            24
        ],
        [
            44,
            24,
            20,
            46,
            25,
            21
        ],
        [
            51.648352,
            47.826087,
            55.555556,
            49.450549,
            45.652174,
            53.333333
        ],
        [
            0.592512,
            2.526791,
            0.381861,
            1.196073,
            0.428308,
            1.422039
        ],
        [
            63802,
            33225,
            63802,
            34418537,
            1602688,
            34418537
        ],
        [
            -812019,
            -15040,
            -812019,
            -5572349,
            -3204019,
            -5572349
        ],
        [
            241,
            59,
            428,
            241,
            59,
            428
        ],
        [
            271,
            68,
            451,
            206,
            54,
            338
        ],
        [
            209,
            51,
            399,
            276,
            63,
            530
        ],
        [
            22011,
            2739,
            19272,
            22011,
            2739,
            19272
        ],
        [
            0,
            0,
            91.249674,
            0,
            0,
            91.249675
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -580321,
            -83235,
            -579032,
            -25005,
            -582395,
            439923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22801,
    "evaluation_days": 1900.08,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597507200000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760291971881,
    "expiration_time": 1766194819200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 199,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)