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Trade: STORJ/USDT/720/HILO/KCU/5337

Strategy
STORJ/USDT/720/HILO/KCU/5337
Pair
STORJ_USDT
Interval
12h
Score
548444
Daily Profit
0.308045
Profit Factor
2.002856
Profitability
56.122449
Streak
148.473538
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-27 14:21
Expiration Time
2025-11-20 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 580048.1795 450421.3439 129626.8356 673341.132 243658.9539 429682.178
Total P&L (%) 580.0482 450.4213 129.6268 673.3411 243.659 429.6822
Avg Daily Profit (%) 0.308 0.2392 0.0688 0.1087 0.0656 0.0886
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119290 -117676 -55208 -731865 -686815 -281727
Profit Factor 2.0029 2.213 1.626 1.2273 1.1186 1.4732
Total Trades 98 49 49 98 49 49
Winning Trades 55 24 31 55 24 31
Losing Trades 43 25 18 43 25 18
Profitability (%) 56.1224 48.9796 63.2653 56.1224 48.9796 63.2653
Ratio Avg Win / Avg Loss 1.5659 2.3052 0.9441 0.9596 1.1652 0.8554
Largest Winning Trade 320733 320733 33276 642716 642716 193749
Largest Losing Trade -48775 -48775 -26138 -557118 -557118 -138799
Avg Bars in Trades 36 64 8 36 64 8
Avg Bars in Winners 24 45 8 24 45 8
Avg Bars in Losers 51 81 9 51 81 9
Bars Traded 3562 3145 417 3562 3145 417
Profit Streak 148.4735 148.4735 315.4735 148.4735 148.4735 315.4735
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 548444 461861 -97257 -47026 -194731 -71771
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972113709,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            580048.179505421,
            450421.3438634876,
            129626.8356419333,
            673341.1319533987,
            243658.9539186624,
            429682.1780347361
        ],
        [
            580.04818,
            450.421344,
            129.626836,
            673.341132,
            243.658954,
            429.682178
        ],
        [
            0.308045,
            0.239204,
            0.068841,
            0.108692,
            0.065581,
            0.088574
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119290,
            -117676,
            -55208,
            -731865,
            -686815,
            -281727
        ],
        [
            2.002856,
            2.212995,
            1.626016,
            1.227338,
            1.118635,
            1.473217
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            56.122449,
            48.979592,
            63.265306,
            56.122449,
            48.979592,
            63.265306
        ],
        [
            1.56587,
            2.305204,
            0.944139,
            0.959555,
            1.165245,
            0.855417
        ],
        [
            320733,
            320733,
            33276,
            642716,
            642716,
            193749
        ],
        [
            -48775,
            -48775,
            -26138,
            -557118,
            -557118,
            -138799
        ],
        [
            36,
            64,
            8,
            36,
            64,
            8
        ],
        [
            24,
            45,
            8,
            24,
            45,
            8
        ],
        [
            51,
            81,
            9,
            51,
            81,
            9
        ],
        [
            3562,
            3145,
            417,
            3562,
            3145,
            417
        ],
        [
            148.473538,
            148.473538,
            315.473538,
            148.473538,
            148.473538,
            315.473538
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            548444,
            461861,
            -97257,
            -47026,
            -194731,
            -71771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972113709,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)