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Trade: STORJ/USDT/720/HWMA/HL2/1417

Strategy
STORJ/USDT/720/HWMA/HL2/1417
Pair
STORJ_USDT
Interval
12h
Score
302620
Daily Profit
0.217240
Profit Factor
1.610619
Profitability
43.650794
Streak
0.000000
Best Strategy
Training Data Length
1899.500000
Evaluation Time
2025-10-11 16:42
Expiration Time
2025-12-07 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399234.602 412648.2009 -13413.599 -40495.0301 380822.1289 -421317.1591
Total P&L (%) 399.2346 412.6482 -13.4136 -40.495 380.8221 -421.3172
Avg Daily Profit (%) 0.2102 0.2172 -0.0071 -0.0273 0.0827 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177880 -114970 -125838 -899403 -587944 -585318
Profit Factor 1.2859 1.6106 0.9814 0.9918 1.1589 0.834
Total Trades 251 126 125 251 126 125
Winning Trades 119 55 64 119 55 64
Losing Trades 132 71 61 132 71 61
Profitability (%) 47.4104 43.6508 51.2 47.4104 43.6508 51.2
Ratio Avg Win / Avg Loss 1.4263 2.0792 0.9354 1.1001 1.4961 0.7949
Largest Winning Trade 136184 136184 31438 345985 345985 107728
Largest Losing Trade -75238 -32912 -75238 -266272 -206200 -266272
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 14 15 14 14 15 14
Bars Traded 3792 1899 1893 3792 1899 1893
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 298420 302620 -580567 -578527 -130665 -580567
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3799,
    "evaluation_days": 1899.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760190130228,
    "expiration_time": 1765064304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.06161,
            "nc": 0.98323
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            399234.6019807414,
            412648.2009347805,
            -13413.5989540397,
            -40495.0301042989,
            380822.1289463207,
            -421317.1590506201
        ],
        [
            399.234602,
            412.648201,
            -13.413599,
            -40.49503,
            380.822129,
            -421.317159
        ],
        [
            0.210179,
            0.21724,
            -0.007062,
            -0.027325,
            0.082705,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177880,
            -114970,
            -125838,
            -899403,
            -587944,
            -585318
        ],
        [
            1.285858,
            1.610619,
            0.981391,
            0.991793,
            1.158914,
            0.834001
        ],
        [
            251,
            126,
            125,
            251,
            126,
            125
        ],
        [
            119,
            55,
            64,
            119,
            55,
            64
        ],
        [
            132,
            71,
            61,
            132,
            71,
            61
        ],
        [
            47.410359,
            43.650794,
            51.2,
            47.410359,
            43.650794,
            51.2
        ],
        [
            1.42633,
            2.079163,
            0.935389,
            1.100141,
            1.496053,
            0.794908
        ],
        [
            136184,
            136184,
            31438,
            345985,
            345985,
            107728
        ],
        [
            -75238,
            -32912,
            -75238,
            -266272,
            -206200,
            -266272
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            3792,
            1899,
            1893,
            3792,
            1899,
            1893
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            298420,
            302620,
            -580567,
            -578527,
            -130665,
            -580567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3799,
    "evaluation_days": 1899.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760190130228,
    "expiration_time": 1765064304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.06161,
            "nc": 0.98323
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)