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Trade: STORJ/USDT/480/VWAP/KCL/1179

Strategy
STORJ/USDT/480/VWAP/KCL/1179
Pair
STORJ_USDT
Interval
8h
Score
559811
Daily Profit
0.265164
Profit Factor
2.396709
Profitability
48.913043
Streak
56.070957
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-09-27 04:42
Expiration Time
2025-11-22 07:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4876.281 179883.1365 -175006.8555 14618920.8902 3780427.7224 10838493.1678
Total P&L (%) 4.8763 179.8831 -175.0069 14618.9209 3780.4277 10838.4932
Avg Daily Profit (%) 0.0026 0.0954 -0.0928 0.2652 0.1943 0.2494
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -352433 -42778 -372307 -2788950 -935684 -2292709
Profit Factor 1.0052 1.9115 0.7612 2.3967 1.8963 2.7344
Total Trades 184 92 92 184 92 92
Winning Trades 144 68 76 90 47 43
Losing Trades 40 24 16 94 45 49
Profitability (%) 78.2609 73.913 82.6087 48.913 51.087 46.7391
Ratio Avg Win / Avg Loss 0.2792 0.6746 0.1603 2.5032 1.8156 3.116
Largest Winning Trade 50074 50074 24479 3730027 904905 3730027
Largest Losing Trade -352433 -30764 -352433 -935684 -935684 -926573
Avg Bars in Trades 29 16 42 29 16 42
Avg Bars in Winners 14 8 19 34 20 49
Avg Bars in Losers 86 41 153 25 13 36
Bars Traded 5478 1558 3920 5478 1558 3920
Profit Streak 56.071 116.071 56.071 56.071 116.071 56.071
Trades During Streak 6 7 3 6 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -565087 -59873 -575264 559811 475015 486078
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5655,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758937330713,
    "expiration_time": 1763788320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 103,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            4876.2810221375,
            179883.1365457196,
            -175006.8555235821,
            14618920.890217332,
            3780427.722408885,
            10838493.167808447
        ],
        [
            4.876281,
            179.883137,
            -175.006856,
            14618.92089,
            3780.427722,
            10838.493168
        ],
        [
            0.002587,
            0.095429,
            -0.092842,
            0.265164,
            0.194275,
            0.249375
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -352433,
            -42778,
            -372307,
            -2788950,
            -935684,
            -2292709
        ],
        [
            1.005241,
            1.911454,
            0.761238,
            2.396709,
            1.89632,
            2.734446
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            144,
            68,
            76,
            90,
            47,
            43
        ],
        [
            40,
            24,
            16,
            94,
            45,
            49
        ],
        [
            78.26087,
            73.913043,
            82.608696,
            48.913043,
            51.086957,
            46.73913
        ],
        [
            0.279234,
            0.674631,
            0.160261,
            2.50323,
            1.815626,
            3.115996
        ],
        [
            50074,
            50074,
            24479,
            3730027,
            904905,
            3730027
        ],
        [
            -352433,
            -30764,
            -352433,
            -935684,
            -935684,
            -926573
        ],
        [
            29,
            16,
            42,
            29,
            16,
            42
        ],
        [
            14,
            8,
            19,
            34,
            20,
            49
        ],
        [
            86,
            41,
            153,
            25,
            13,
            36
        ],
        [
            5478,
            1558,
            3920,
            5478,
            1558,
            3920
        ],
        [
            56.070957,
            116.070957,
            56.070957,
            56.070957,
            116.070957,
            56.070957
        ],
        [
            6,
            7,
            3,
            6,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -565087,
            -59873,
            -575264,
            559811,
            475015,
            486078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5655,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758937330713,
    "expiration_time": 1763788320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 103,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)