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Trade: STORJ/USDT/480/VWAP/HWMA/8305

Strategy
STORJ/USDT/480/VWAP/HWMA/8305
Pair
STORJ_USDT
Interval
8h
Score
448182
Daily Profit
0.244223
Profit Factor
1.219019
Profitability
60.380349
Streak
7.748381
Best Strategy
Training Data Length
1883.670000
Evaluation Time
2025-09-25 20:57
Expiration Time
2025-11-20 22:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460035.8453 442332.8077 17703.0376 -70565.3471 -15997.1572 -54568.1899
Total P&L (%) 460.0358 442.3328 17.703 -70.5653 -15.9972 -54.5682
Avg Daily Profit (%) 0.2442 0.2348 0.0094 -0.0649 -0.0093 -0.0419
Buy And Hold Return (%) 24.5499 24.5499 24.5499 24.5499 24.5499 24.5499
Max Trade Drawdown -210611 -131687 -151484 -917447 -673650 -445734
Profit Factor 1.219 1.4195 1.0169 0.9814 0.9927 0.9661
Total Trades 631 316 315 631 316 315
Winning Trades 381 195 186 381 195 186
Losing Trades 250 121 129 250 121 129
Profitability (%) 60.3803 61.7089 59.0476 60.3803 61.7089 59.0476
Ratio Avg Win / Avg Loss 0.7999 0.8808 0.7053 0.644 0.616 0.67
Largest Winning Trade 50074 50074 38000 153425 146253 153425
Largest Losing Trade -93086 -39518 -93086 -386377 -364501 -386377
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 7 6 8 7 6 8
Avg Bars in Losers 11 12 10 11 12 10
Bars Traded 5641 2837 2804 5641 2837 2804
Profit Streak 7.7484 7.7484 14.415 7.7484 7.7484 14.415
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448182 399440 -546014 -574249 -576748 -577161

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5651,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758823060122,
    "expiration_time": 1763669664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.08777
        }
    }
}
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": [
        [
            460035.8453089194,
            442332.8076805096,
            17703.0376284106,
            -70565.3470922588,
            -15997.1571939728,
            -54568.1898982859
        ],
        [
            460.035845,
            442.332808,
            17.703038,
            -70.565347,
            -15.997157,
            -54.56819
        ],
        [
            0.244223,
            0.234825,
            0.009398,
            -0.064905,
            -0.009254,
            -0.041875
        ],
        [
            24.549918,
            24.549918,
            24.549918,
            24.549918,
            24.549918,
            24.549918
        ],
        [
            -210611,
            -131687,
            -151484,
            -917447,
            -673650,
            -445734
        ],
        [
            1.219019,
            1.41951,
            1.016924,
            0.981411,
            0.99269,
            0.96606
        ],
        [
            631,
            316,
            315,
            631,
            316,
            315
        ],
        [
            381,
            195,
            186,
            381,
            195,
            186
        ],
        [
            250,
            121,
            129,
            250,
            121,
            129
        ],
        [
            60.380349,
            61.708861,
            59.047619,
            60.380349,
            61.708861,
            59.047619
        ],
        [
            0.799881,
            0.880824,
            0.705286,
            0.643971,
            0.615977,
            0.670009
        ],
        [
            50074,
            50074,
            38000,
            153425,
            146253,
            153425
        ],
        [
            -93086,
            -39518,
            -93086,
            -386377,
            -364501,
            -386377
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            7,
            6,
            8,
            7,
            6,
            8
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            5641,
            2837,
            2804,
            5641,
            2837,
            2804
        ],
        [
            7.748381,
            7.748381,
            14.415047,
            7.748381,
            7.748381,
            14.415048
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448182,
            399440,
            -546014,
            -574249,
            -576748,
            -577161
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5651,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758823060122,
    "expiration_time": 1763669664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.08777
        }
    }
}

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)