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Trade: STORJ/USDT/240/VWMA/ALMA/1792

Strategy
STORJ/USDT/240/VWMA/ALMA/1792
Pair
STORJ_USDT
Interval
4h
Score
559578
Daily Profit
0.182368
Profit Factor
2.641707
Profitability
62.222222
Streak
185.384864
Best Strategy
Training Data Length
1889.670000
Evaluation Time
2025-10-01 20:14
Expiration Time
2025-11-27 10:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 489752.142 344614.8072 145137.3348 -457023.253 80213.9513 -537237.2043
Total P&L (%) 489.7521 344.6148 145.1373 -457.0233 80.214 -537.2372
Avg Daily Profit (%) 0.2592 0.1824 0.0768 0 0.0312 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120248 -60875 -154556 -653730 -129401 -592798
Profit Factor 1.998 2.6417 1.5169 0.5997 1.2304 0.3229
Total Trades 90 45 45 90 45 45
Winning Trades 58 28 30 34 19 15
Losing Trades 32 17 15 56 26 30
Profitability (%) 64.4444 62.2222 66.6667 37.7778 42.2222 33.3333
Ratio Avg Win / Avg Loss 1.1024 1.6039 0.7584 0.9877 1.6837 0.6459
Largest Winning Trade 150471 150471 35516 123528 123528 76330
Largest Losing Trade -107297 -27991 -107297 -233745 -61728 -233745
Avg Bars in Trades 121 110 133 121 110 133
Avg Bars in Winners 81 77 86 179 154 211
Avg Bars in Losers 194 166 226 86 78 93
Bars Traded 10975 4989 5985 10975 4989 5985
Profit Streak 185.3849 185.3849 326.7182 0 0 0
Trades During Streak 9 4 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 529973 559578 -86982 -585290 -153431 -587193
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11338,
    "evaluation_days": 1889.67,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1598428800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338852294,
    "expiration_time": 1764232416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 164,
            "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": [
        [
            489752.1419544383,
            344614.8071946306,
            145137.3347598076,
            -457023.252981266,
            80213.9513082757,
            -537237.2042895418
        ],
        [
            489.752142,
            344.614807,
            145.137335,
            -457.023253,
            80.213951,
            -537.237204
        ],
        [
            0.259173,
            0.182368,
            0.076806,
            0,
            0.031173,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120248,
            -60875,
            -154556,
            -653730,
            -129401,
            -592798
        ],
        [
            1.998033,
            2.641707,
            1.516862,
            0.599681,
            1.23039,
            0.322937
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            58,
            28,
            30,
            34,
            19,
            15
        ],
        [
            32,
            17,
            15,
            56,
            26,
            30
        ],
        [
            64.444444,
            62.222222,
            66.666667,
            37.777778,
            42.222222,
            33.333333
        ],
        [
            1.102363,
            1.603894,
            0.758431,
            0.98771,
            1.683692,
            0.645874
        ],
        [
            150471,
            150471,
            35516,
            123528,
            123528,
            76330
        ],
        [
            -107297,
            -27991,
            -107297,
            -233745,
            -61728,
            -233745
        ],
        [
            121,
            110,
            133,
            121,
            110,
            133
        ],
        [
            81,
            77,
            86,
            179,
            154,
            211
        ],
        [
            194,
            166,
            226,
            86,
            78,
            93
        ],
        [
            10975,
            4989,
            5985,
            10975,
            4989,
            5985
        ],
        [
            185.384864,
            185.384864,
            326.718198,
            0,
            0,
            0
        ],
        [
            9,
            4,
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            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            529973,
            559578,
            -86982,
            -585290,
            -153431,
            -587193
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11338,
    "evaluation_days": 1889.67,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1598428800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338852294,
    "expiration_time": 1764232416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 164,
            "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)