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Trade: STORJ/USDT/480/PWMA/SINWMA/4249

Strategy
STORJ/USDT/480/PWMA/SINWMA/4249
Pair
STORJ_USDT
Interval
8h
Score
350935
Daily Profit
0.178414
Profit Factor
1.352972
Profitability
54.621849
Streak
37.668667
Best Strategy
Training Data Length
1887.330000
Evaluation Time
2025-09-29 11:02
Expiration Time
2025-11-24 16:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336726.1292 389664.244 -52938.1148 -2780370.4908 -765020.2995 -2015350.1913
Total P&L (%) 336.7261 389.6642 -52.9381 -2780.3705 -765.0203 -2015.3502
Avg Daily Profit (%) 0.1784 0.2065 -0.028 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -328447 -93547 -360434 -3052836 -1765926 -2082355
Profit Factor 1.353 2.0267 0.9078 0.6273 0.8111 0.4091
Total Trades 119 60 59 119 60 59
Winning Trades 65 29 36 54 32 22
Losing Trades 54 31 23 65 28 37
Profitability (%) 54.6218 48.3333 61.0169 45.3782 53.3333 37.2881
Ratio Avg Win / Avg Loss 1.124 2.1665 0.58 0.7551 0.7097 0.6881
Largest Winning Trade 136736 136736 49858 553121 553121 446252
Largest Losing Trade -280994 -45580 -280994 -612681 -612681 -443188
Avg Bars in Trades 45 51 40 45 51 40
Avg Bars in Winners 42 49 36 48 53 41
Avg Bars in Losers 50 53 45 43 49 39
Bars Traded 5464 3086 2378 5464 3086 2378
Profit Streak 37.6687 37.6687 98.002 0 0 0
Trades During Streak 2 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350935 -157755 -755071 -582259 -749526 -762679
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5662,
    "evaluation_days": 1887.33,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1599292800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759132972800,
    "expiration_time": 1763995968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 113,
            "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": [
        [
            336726.1292473252,
            389664.2440328075,
            -52938.1147854824,
            -2780370.490797566,
            -765020.2995255791,
            -2015350.1912719866
        ],
        [
            336.726129,
            389.664244,
            -52.938115,
            -2780.370491,
            -765.0203,
            -2015.350191
        ],
        [
            0.178414,
            0.206463,
            -0.028049,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -328447,
            -93547,
            -360434,
            -3052836,
            -1765926,
            -2082355
        ],
        [
            1.352972,
            2.026739,
            0.907847,
            0.627322,
            0.811097,
            0.409111
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            65,
            29,
            36,
            54,
            32,
            22
        ],
        [
            54,
            31,
            23,
            65,
            28,
            37
        ],
        [
            54.621849,
            48.333333,
            61.016949,
            45.378151,
            53.333333,
            37.288136
        ],
        [
            1.124008,
            2.166514,
            0.580013,
            0.75511,
            0.70971,
            0.688051
        ],
        [
            136736,
            136736,
            49858,
            553121,
            553121,
            446252
        ],
        [
            -280994,
            -45580,
            -280994,
            -612681,
            -612681,
            -443188
        ],
        [
            45,
            51,
            40,
            45,
            51,
            40
        ],
        [
            42,
            49,
            36,
            48,
            53,
            41
        ],
        [
            50,
            53,
            45,
            43,
            49,
            39
        ],
        [
            5464,
            3086,
            2378,
            5464,
            3086,
            2378
        ],
        [
            37.668667,
            37.668667,
            98.002,
            0,
            0,
            0
        ],
        [
            2,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350935,
            -157755,
            -755071,
            -582259,
            -749526,
            -762679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5662,
    "evaluation_days": 1887.33,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1599292800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759132972800,
    "expiration_time": 1763995968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 113,
            "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)