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Trade: STORJ/USDT/480/VWMA/SSF/6489

Strategy
STORJ/USDT/480/VWMA/SSF/6489
Pair
STORJ_USDT
Interval
8h
Score
505545
Daily Profit
0.325560
Profit Factor
1.925606
Profitability
65.671642
Streak
0.000000
Best Strategy
Training Data Length
1895.000000
Evaluation Time
2025-10-07 00:46
Expiration Time
2025-12-02 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 616935.8522 451139.7251 165796.1271 -322544.135 -21109.9959 -301434.1391
Total P&L (%) 616.9359 451.1397 165.7961 -322.5441 -21.11 -301.4341
Avg Daily Profit (%) 0.3256 0.2381 0.0875 0 -0.0125 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184930 -30990 -220361 -558454 -166310 -462117
Profit Factor 1.9256 3.9727 1.3221 0.6535 0.9144 0.5593
Total Trades 134 67 67 134 67 67
Winning Trades 88 41 47 52 33 19
Losing Trades 46 26 20 82 34 48
Profitability (%) 65.6716 61.194 70.1493 38.806 49.2537 28.3582
Ratio Avg Win / Avg Loss 1.0066 2.5193 0.5626 1.0304 0.9421 1.413
Largest Winning Trade 76232 76232 54637 115526 48704 115526
Largest Losing Trade -117237 -29427 -117237 -306651 -48699 -306651
Avg Bars in Trades 41 26 56 41 26 56
Avg Bars in Winners 35 24 45 46 25 82
Avg Bars in Losers 51 28 81 37 26 45
Bars Traded 5502 1749 3753 5502 1749 3753
Profit Streak 0 0 0 14.9074 29.5741 14.9074
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505545 -99963 -191667 -582036 -696930 -710496
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5685,
    "evaluation_days": 1895,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1597680000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759787203240,
    "expiration_time": 1764678240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 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": [
        [
            616935.8521729636,
            451139.7250953921,
            165796.1270775716,
            -322544.1349715948,
            -21109.9958917879,
            -301434.139079807
        ],
        [
            616.935852,
            451.139725,
            165.796127,
            -322.544135,
            -21.109996,
            -301.434139
        ],
        [
            0.32556,
            0.238068,
            0.087491,
            0,
            -0.012512,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184930,
            -30990,
            -220361,
            -558454,
            -166310,
            -462117
        ],
        [
            1.925606,
            3.972688,
            1.322084,
            0.653453,
            0.91443,
            0.559331
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            88,
            41,
            47,
            52,
            33,
            19
        ],
        [
            46,
            26,
            20,
            82,
            34,
            48
        ],
        [
            65.671642,
            61.19403,
            70.149254,
            38.80597,
            49.253731,
            28.358209
        ],
        [
            1.006567,
            2.519266,
            0.562589,
            1.030445,
            0.94214,
            1.413046
        ],
        [
            76232,
            76232,
            54637,
            115526,
            48704,
            115526
        ],
        [
            -117237,
            -29427,
            -117237,
            -306651,
            -48699,
            -306651
        ],
        [
            41,
            26,
            56,
            41,
            26,
            56
        ],
        [
            35,
            24,
            45,
            46,
            25,
            82
        ],
        [
            51,
            28,
            81,
            37,
            26,
            45
        ],
        [
            5502,
            1749,
            3753,
            5502,
            1749,
            3753
        ],
        [
            0,
            0,
            0,
            14.907445,
            29.574112,
            14.907445
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505545,
            -99963,
            -191667,
            -582036,
            -696930,
            -710496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5685,
    "evaluation_days": 1895,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1597680000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759787203240,
    "expiration_time": 1764678240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 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)