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Trade: STORJ/USDT/120/SWMA/VWMA/3643

Strategy
STORJ/USDT/120/SWMA/VWMA/3643
Pair
STORJ_USDT
Interval
2h
Score
445726
Daily Profit
0.384493
Profit Factor
1.503412
Profitability
41.136364
Streak
17.819279
Best Strategy
Training Data Length
1894.580000
Evaluation Time
2025-10-07 08:39
Expiration Time
2025-12-14 10:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 728453.5828 608780.2078 119673.375 1051761.2637 -34301.8723 1086063.136
Total P&L (%) 728.4536 608.7802 119.6734 1051.7613 -34.3019 1086.0631
Avg Daily Profit (%) 0.3845 0.3213 0.0632 0.1291 -0.0222 0.1306
Buy And Hold Return (%) 22.0083 22.0083 22.0083 22.0083 22.0083 22.0083
Max Trade Drawdown -169394 -113009 -67119 -5583345 -4227186 -2056119
Profit Factor 1.5034 1.7646 1.1839 1.0373 0.9978 1.0881
Total Trades 440 220 220 440 220 220
Winning Trades 181 82 99 181 82 99
Losing Trades 259 138 121 259 138 121
Profitability (%) 41.1364 37.2727 45 41.1364 37.2727 45
Ratio Avg Win / Avg Loss 2.1513 2.9698 1.4469 1.4843 1.6793 1.3299
Largest Winning Trade 337721 337721 44465 1476716 1476716 1044566
Largest Losing Trade -34331 -23020 -34331 -808755 -617681 -808755
Avg Bars in Trades 51 59 42 51 59 42
Avg Bars in Winners 79 99 63 79 99 63
Avg Bars in Losers 31 35 25 31 35 25
Bars Traded 22480 13130 9350 22480 13130 9350
Profit Streak 17.8193 21.7359 17.8193 17.8193 21.7359 17.8193
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445726 328145 -128681 -199474 -581305 -142608
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22735,
    "evaluation_days": 1894.58,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759815585683,
    "expiration_time": 1765702512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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": [
        [
            728453.5827937683,
            608780.2078047877,
            119673.3749889805,
            1051761.2636943357,
            -34301.8722762506,
            1086063.1359705878
        ],
        [
            728.453583,
            608.780208,
            119.673375,
            1051.761264,
            -34.301872,
            1086.063136
        ],
        [
            0.384493,
            0.321327,
            0.063166,
            0.129076,
            -0.022171,
            0.130627
        ],
        [
            22.008325,
            22.008325,
            22.008325,
            22.008325,
            22.008325,
            22.008325
        ],
        [
            -169394,
            -113009,
            -67119,
            -5583345,
            -4227186,
            -2056119
        ],
        [
            1.503412,
            1.76464,
            1.183868,
            1.037284,
            0.99784,
            1.088111
        ],
        [
            440,
            220,
            220,
            440,
            220,
            220
        ],
        [
            181,
            82,
            99,
            181,
            82,
            99
        ],
        [
            259,
            138,
            121,
            259,
            138,
            121
        ],
        [
            41.136364,
            37.272727,
            45,
            41.136364,
            37.272727,
            45
        ],
        [
            2.151291,
            2.96976,
            1.446949,
            1.48429,
            1.679292,
            1.329914
        ],
        [
            337721,
            337721,
            44465,
            1476716,
            1476716,
            1044566
        ],
        [
            -34331,
            -23020,
            -34331,
            -808755,
            -617681,
            -808755
        ],
        [
            51,
            59,
            42,
            51,
            59,
            42
        ],
        [
            79,
            99,
            63,
            79,
            99,
            63
        ],
        [
            31,
            35,
            25,
            31,
            35,
            25
        ],
        [
            22480,
            13130,
            9350,
            22480,
            13130,
            9350
        ],
        [
            17.819279,
            21.735945,
            17.819279,
            17.819279,
            21.735945,
            17.819279
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445726,
            328145,
            -128681,
            -199474,
            -581305,
            -142608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22735,
    "evaluation_days": 1894.58,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759815585683,
    "expiration_time": 1765702512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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)