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Trade: STORJ/USDT/360/HLC3/VWAP/9346

Strategy
STORJ/USDT/360/HLC3/VWAP/9346
Pair
STORJ_USDT
Interval
6h
Score
323508
Daily Profit
0.152854
Profit Factor
1.240870
Profitability
60.156250
Streak
9.384899
Best Strategy
Training Data Length
1896.000000
Evaluation Time
2025-10-08 00:14
Expiration Time
2025-12-03 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59411.3061 289811.4904 -230400.1843 -100741.7932 590536.4298 -691278.223
Total P&L (%) 59.4113 289.8115 -230.4002 -100.7418 590.5364 -691.2782
Avg Daily Profit (%) 0.0313 0.1529 -0.1215 0 0.102 0
Buy And Hold Return (%) 19.9894 19.9894 19.9894 19.9894 19.9894 19.9894
Max Trade Drawdown -307071 -137465 -327845 -653248 -182836 -901920
Profit Factor 1.0239 1.2409 0.82 0.9495 1.8619 0.472
Total Trades 769 384 385 769 384 385
Winning Trades 442 231 211 344 168 176
Losing Trades 327 153 174 425 216 209
Profitability (%) 57.4772 60.1563 54.8052 44.7334 43.75 45.7143
Ratio Avg Win / Avg Loss 0.7575 0.8219 0.6762 1.1731 2.3939 0.5605
Largest Winning Trade 178479 178479 30451 214513 214513 46877
Largest Losing Trade -127849 -45477 -127849 -633501 -97538 -633501
Avg Bars in Trades 9 9 10 9 9 10
Avg Bars in Winners 8 7 9 11 12 10
Avg Bars in Losers 11 12 11 8 7 9
Bars Traded 7572 3693 3880 7572 3693 3880
Profit Streak 5.3849 9.3849 5.3849 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -343178 323508 -577711 -576864 -53602 -580709
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7584,
    "evaluation_days": 1896,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759871655262,
    "expiration_time": 1764774432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            59411.3061322826,
            289811.4903940778,
            -230400.1842617948,
            -100741.7931512763,
            590536.4298409929,
            -691278.2229922692
        ],
        [
            59.411306,
            289.81149,
            -230.400184,
            -100.741793,
            590.53643,
            -691.278223
        ],
        [
            0.031335,
            0.152854,
            -0.121519,
            0,
            0.101966,
            0
        ],
        [
            19.989367,
            19.989367,
            19.989367,
            19.989367,
            19.989367,
            19.989367
        ],
        [
            -307071,
            -137465,
            -327845,
            -653248,
            -182836,
            -901920
        ],
        [
            1.023926,
            1.24087,
            0.819996,
            0.949486,
            1.86191,
            0.471983
        ],
        [
            769,
            384,
            385,
            769,
            384,
            385
        ],
        [
            442,
            231,
            211,
            344,
            168,
            176
        ],
        [
            327,
            153,
            174,
            425,
            216,
            209
        ],
        [
            57.477243,
            60.15625,
            54.805195,
            44.73342,
            43.75,
            45.714286
        ],
        [
            0.75752,
            0.821875,
            0.676206,
            1.173057,
            2.393885,
            0.56048
        ],
        [
            178479,
            178479,
            30451,
            214513,
            214513,
            46877
        ],
        [
            -127849,
            -45477,
            -127849,
            -633501,
            -97538,
            -633501
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            8,
            7,
            9,
            11,
            12,
            10
        ],
        [
            11,
            12,
            11,
            8,
            7,
            9
        ],
        [
            7572,
            3693,
            3880,
            7572,
            3693,
            3880
        ],
        [
            5.384898,
            9.384899,
            5.384899,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -343178,
            323508,
            -577711,
            -576864,
            -53602,
            -580709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7584,
    "evaluation_days": 1896,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759871655262,
    "expiration_time": 1764774432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)