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Trade: STORJ/USDT/120/VWMA/SSF/6820

Strategy
STORJ/USDT/120/VWMA/SSF/6820
Pair
STORJ_USDT
Interval
2h
Score
300124
Daily Profit
0.193189
Profit Factor
1.360250
Profitability
42.233010
Streak
7.031854
Best Strategy
Training Data Length
1900.330000
Evaluation Time
2025-10-13 01:45
Expiration Time
2025-12-20 09:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367122.3612 309344.5416 57777.8196 324.7021 339672.0087 -339347.3066
Total P&L (%) 367.1224 309.3445 57.7778 0.3247 339.672 -339.3473
Avg Daily Profit (%) 0.1932 0.1628 0.0304 0.0002 0.078 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132026 -103305 -86972 -527528 -162225 -579565
Profit Factor 1.3603 1.6406 1.1078 1.0002 1.4706 0.7227
Total Trades 206 103 103 206 103 103
Winning Trades 87 41 46 87 41 46
Losing Trades 119 62 57 119 62 57
Profitability (%) 42.233 39.8058 44.6602 42.233 39.8058 44.6602
Ratio Avg Win / Avg Loss 1.8606 2.4809 1.3727 1.368 2.2238 0.8955
Largest Winning Trade 135908 135908 49666 176663 176663 91685
Largest Losing Trade -73370 -19546 -73370 -438238 -59234 -438238
Avg Bars in Trades 109 86 132 109 86 132
Avg Bars in Winners 157 121 188 157 121 188
Avg Bars in Losers 74 62 86 74 62 86
Bars Traded 22494 8860 13633 22494 8860 13633
Profit Streak 7.0319 7.0319 32.2819 7.0319 7.0319 32.2819
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300124 246573 -255982 -579488 -90186 -581680
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22804,
    "evaluation_days": 1900.33,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597780800000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760309152168,
    "expiration_time": 1766217196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            367122.3612261196,
            309344.5416285495,
            57777.8195975699,
            324.7020842475,
            339672.0086649296,
            -339347.3065806816
        ],
        [
            367.122361,
            309.344542,
            57.77782,
            0.324702,
            339.672009,
            -339.347307
        ],
        [
            0.193189,
            0.162785,
            0.030404,
            0.000171,
            0.077957,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132026,
            -103305,
            -86972,
            -527528,
            -162225,
            -579565
        ],
        [
            1.36025,
            1.640621,
            1.107755,
            1.000167,
            1.470564,
            0.722659
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            87,
            41,
            46,
            87,
            41,
            46
        ],
        [
            119,
            62,
            57,
            119,
            62,
            57
        ],
        [
            42.23301,
            39.805825,
            44.660194,
            42.23301,
            39.805825,
            44.660194
        ],
        [
            1.860572,
            2.480939,
            1.372654,
            1.368044,
            2.22378,
            0.895469
        ],
        [
            135908,
            135908,
            49666,
            176663,
            176663,
            91685
        ],
        [
            -73370,
            -19546,
            -73370,
            -438238,
            -59234,
            -438238
        ],
        [
            109,
            86,
            132,
            109,
            86,
            132
        ],
        [
            157,
            121,
            188,
            157,
            121,
            188
        ],
        [
            74,
            62,
            86,
            74,
            62,
            86
        ],
        [
            22494,
            8860,
            13633,
            22494,
            8860,
            13633
        ],
        [
            7.031854,
            7.031854,
            32.281854,
            7.031854,
            7.031854,
            32.281854
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300124,
            246573,
            -255982,
            -579488,
            -90186,
            -581680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22804,
    "evaluation_days": 1900.33,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1597780800000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760309152168,
    "expiration_time": 1766217196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 3
        }
    }
}

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)