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Trade: STORJ/USDT/720/HWMA/BBL/3743

Strategy
STORJ/USDT/720/HWMA/BBL/3743
Pair
STORJ_USDT
Interval
12h
Score
465294
Daily Profit
0.206699
Profit Factor
1.591589
Profitability
50.168350
Streak
0.000000
Best Strategy
Training Data Length
1890.000000
Evaluation Time
2025-10-01 20:08
Expiration Time
2025-11-27 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -186321.2971 121802.0532 -308123.3504 4852992.3428 1776351.6668 3076640.676
Total P&L (%) -186.3213 121.8021 -308.1234 4852.9923 1776.3517 3076.6407
Avg Daily Profit (%) -0.0986 0.0644 -0.163 0.2067 0.1552 0.1832
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -480055 -58044 -486869 -1818311 -484282 -1921326
Profit Factor 0.8428 1.4084 0.6525 1.5916 1.497 1.6646
Total Trades 297 149 148 297 149 148
Winning Trades 225 102 123 149 79 70
Losing Trades 72 47 25 148 70 78
Profitability (%) 75.7576 68.4564 83.1081 50.1684 53.0201 47.2973
Ratio Avg Win / Avg Loss 0.2697 0.649 0.1326 1.5809 1.3264 1.8549
Largest Winning Trade 31599 31599 18712 1387609 417785 1387609
Largest Losing Trade -447343 -35196 -447343 -743871 -402997 -743871
Avg Bars in Trades 12 7 17 12 7 17
Avg Bars in Winners 4 3 6 12 8 16
Avg Bars in Losers 36 16 72 12 6 17
Bars Traded 3670 1102 2568 3670 1102 2568
Profit Streak 0 0 16.7144 0 0 16.7144
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575607 -105288 -574713 465294 340287 417292
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3780,
    "evaluation_days": 1890,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759338522068,
    "expiration_time": 1764218880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89549,
            "nb": 0.58872,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 84,
            "offset": 0,
            "std": 1.00269
        }
    }
}
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": [
        [
            -186321.2971254226,
            121802.0532325106,
            -308123.3503579333,
            4852992.3428286705,
            1776351.6667838998,
            3076640.67604477
        ],
        [
            -186.321297,
            121.802053,
            -308.12335,
            4852.992343,
            1776.351667,
            3076.640676
        ],
        [
            -0.098583,
            0.064446,
            -0.163028,
            0.206699,
            0.155248,
            0.183152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -480055,
            -58044,
            -486869,
            -1818311,
            -484282,
            -1921326
        ],
        [
            0.842755,
            1.408385,
            0.65249,
            1.591589,
            1.496979,
            1.664644
        ],
        [
            297,
            149,
            148,
            297,
            149,
            148
        ],
        [
            225,
            102,
            123,
            149,
            79,
            70
        ],
        [
            72,
            47,
            25,
            148,
            70,
            78
        ],
        [
            75.757576,
            68.456376,
            83.108108,
            50.16835,
            53.020134,
            47.297297
        ],
        [
            0.269682,
            0.648962,
            0.13262,
            1.580908,
            1.326437,
            1.854889
        ],
        [
            31599,
            31599,
            18712,
            1387609,
            417785,
            1387609
        ],
        [
            -447343,
            -35196,
            -447343,
            -743871,
            -402997,
            -743871
        ],
        [
            12,
            7,
            17,
            12,
            7,
            17
        ],
        [
            4,
            3,
            6,
            12,
            8,
            16
        ],
        [
            36,
            16,
            72,
            12,
            6,
            17
        ],
        [
            3670,
            1102,
            2568,
            3670,
            1102,
            2568
        ],
        [
            0,
            0,
            16.714376,
            0,
            0,
            16.714376
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575607,
            -105288,
            -574713,
            465294,
            340287,
            417292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3780,
    "evaluation_days": 1890,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759338522068,
    "expiration_time": 1764218880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89549,
            "nb": 0.58872,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 84,
            "offset": 0,
            "std": 1.00269
        }
    }
}

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)