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Trade: STORJ/USDT/360/VWMA/DCU/5667

Strategy
STORJ/USDT/360/VWMA/DCU/5667
Pair
STORJ_USDT
Interval
6h
Score
364106
Daily Profit
0.297934
Profit Factor
1.688519
Profitability
44.094488
Streak
0.000000
Best Strategy
Training Data Length
1882.750000
Evaluation Time
2025-09-27 11:30
Expiration Time
2025-11-20 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560935.7108 605118.7932 -44183.0825 -64652.2093 164613.4154 -229265.6247
Total P&L (%) 560.9357 605.1188 -44.1831 -64.6522 164.6134 -229.2656
Avg Daily Profit (%) 0.2979 0.3214 -0.0235 -0.0552 0.0517 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214056 -173445 -101921 -812789 -452555 -465524
Profit Factor 1.6885 2.2238 0.862 0.9626 1.1655 0.6875
Total Trades 127 63 64 127 63 64
Winning Trades 56 27 29 56 27 29
Losing Trades 71 36 35 71 36 35
Profitability (%) 44.0945 42.8571 45.3125 44.0945 42.8571 45.3125
Ratio Avg Win / Avg Loss 2.1408 2.965 1.0404 1.2204 1.554 0.8297
Largest Winning Trade 665799 665799 31653 358847 358847 122877
Largest Losing Trade -42211 -42211 -36234 -266312 -215335 -266312
Avg Bars in Trades 56 98 14 56 98 14
Avg Bars in Winners 59 101 19 59 101 19
Avg Bars in Losers 53 95 11 53 95 11
Bars Traded 7121 6174 947 7121 6174 947
Profit Streak 0 97.1048 0 0 97.1048 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364106 -135070 -720114 -581071 -309581 -721781
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7531,
    "evaluation_days": 1882.75,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1597860000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961855813,
    "expiration_time": 1763595288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 37,
            "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": [
        [
            560935.7107672128,
            605118.7932416733,
            -44183.0824744606,
            -64652.2093276905,
            164613.4154034668,
            -229265.6247311574
        ],
        [
            560.935711,
            605.118793,
            -44.183082,
            -64.652209,
            164.613415,
            -229.265625
        ],
        [
            0.297934,
            0.321402,
            -0.023467,
            -0.05522,
            0.051698,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214056,
            -173445,
            -101921,
            -812789,
            -452555,
            -465524
        ],
        [
            1.688519,
            2.223764,
            0.862025,
            0.962587,
            1.165535,
            0.687485
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            44.094488,
            42.857143,
            45.3125,
            44.094488,
            42.857143,
            45.3125
        ],
        [
            2.140801,
            2.965018,
            1.040375,
            1.220422,
            1.554046,
            0.829724
        ],
        [
            665799,
            665799,
            31653,
            358847,
            358847,
            122877
        ],
        [
            -42211,
            -42211,
            -36234,
            -266312,
            -215335,
            -266312
        ],
        [
            56,
            98,
            14,
            56,
            98,
            14
        ],
        [
            59,
            101,
            19,
            59,
            101,
            19
        ],
        [
            53,
            95,
            11,
            53,
            95,
            11
        ],
        [
            7121,
            6174,
            947,
            7121,
            6174,
            947
        ],
        [
            0,
            97.104813,
            0,
            0,
            97.104813,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364106,
            -135070,
            -720114,
            -581071,
            -309581,
            -721781
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7531,
    "evaluation_days": 1882.75,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1597860000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961855813,
    "expiration_time": 1763595288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 37,
            "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)