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Trade: STORJ/USDT/360/PWMA/SSF/3058

Strategy
STORJ/USDT/360/PWMA/SSF/3058
Pair
STORJ_USDT
Interval
6h
Score
334893
Daily Profit
0.283254
Profit Factor
1.411086
Profitability
40.549828
Streak
20.217998
Best Strategy
Training Data Length
1894.250000
Evaluation Time
2025-10-06 08:13
Expiration Time
2025-12-01 21:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 536554.5257 502537.5699 34016.9557 67744.3024 143718.4191 -75974.1167
Total P&L (%) 536.5545 502.5376 34.017 67.7443 143.7184 -75.9741
Avg Daily Profit (%) 0.2833 0.2653 0.018 0.0273 0.047 -0.0753
Buy And Hold Return (%) 13.3496 13.3496 13.3496 13.3496 13.3496 13.3496
Max Trade Drawdown -107466 -93934 -78402 -326979 -252652 -211060
Profit Factor 1.4111 1.7826 1.0513 1.0253 1.11 0.9445
Total Trades 291 145 146 291 145 146
Winning Trades 118 53 65 118 53 65
Losing Trades 173 92 81 173 92 81
Profitability (%) 40.5498 36.5517 44.5205 40.5498 36.5517 44.5205
Ratio Avg Win / Avg Loss 2.0688 3.0944 1.3101 1.5032 1.9267 1.177
Largest Winning Trade 358209 358209 36329 207412 207412 80660
Largest Losing Trade -48397 -28328 -48397 -145947 -47600 -145947
Avg Bars in Trades 25 25 26 25 25 26
Avg Bars in Winners 41 43 39 41 43 39
Avg Bars in Losers 15 14 15 15 14 15
Bars Traded 7471 3666 3804 7471 3666 3804
Profit Streak 20.218 0 27.218 20.218 0 27.218
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334893 246756 -337953 -350557 -233656 -580590
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7577,
    "evaluation_days": 1894.25,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596952800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759727635072,
    "expiration_time": 1764618696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 14,
            "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": [
        [
            536554.5256501838,
            502537.5699437126,
            34016.9557064711,
            67744.3023947728,
            143718.4190990814,
            -75974.1167043085
        ],
        [
            536.554526,
            502.53757,
            34.016956,
            67.744302,
            143.718419,
            -75.974117
        ],
        [
            0.283254,
            0.265296,
            0.017958,
            0.027311,
            0.04704,
            -0.075254
        ],
        [
            13.349633,
            13.349633,
            13.349633,
            13.349633,
            13.349633,
            13.349633
        ],
        [
            -107466,
            -93934,
            -78402,
            -326979,
            -252652,
            -211060
        ],
        [
            1.411086,
            1.782639,
            1.051299,
            1.025322,
            1.109971,
            0.944482
        ],
        [
            291,
            145,
            146,
            291,
            145,
            146
        ],
        [
            118,
            53,
            65,
            118,
            53,
            65
        ],
        [
            173,
            92,
            81,
            173,
            92,
            81
        ],
        [
            40.549828,
            36.551724,
            44.520548,
            40.549828,
            36.551724,
            44.520548
        ],
        [
            2.068795,
            3.094392,
            1.310081,
            1.503226,
            1.926742,
            1.17697
        ],
        [
            358209,
            358209,
            36329,
            207412,
            207412,
            80660
        ],
        [
            -48397,
            -28328,
            -48397,
            -145947,
            -47600,
            -145947
        ],
        [
            25,
            25,
            26,
            25,
            25,
            26
        ],
        [
            41,
            43,
            39,
            41,
            43,
            39
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            7471,
            3666,
            3804,
            7471,
            3666,
            3804
        ],
        [
            20.217998,
            0,
            27.217998,
            20.217998,
            0,
            27.217999
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334893,
            246756,
            -337953,
            -350557,
            -233656,
            -580590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7577,
    "evaluation_days": 1894.25,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596952800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759727635072,
    "expiration_time": 1764618696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 14,
            "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)