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Trade: STORJ/USDT/720/HWMA/SMA/5132

Strategy
STORJ/USDT/720/HWMA/SMA/5132
Pair
STORJ_USDT
Interval
12h
Score
328321
Daily Profit
0.153673
Profit Factor
1.452178
Profitability
56.349206
Streak
0.000000
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-25 13:54
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 254617.1435 289366.0915 -34748.948 -401701.5888 17269.3836 -418970.9724
Total P&L (%) 254.6171 289.3661 -34.7489 -401.7016 17.2694 -418.971
Avg Daily Profit (%) 0.1352 0.1537 -0.0185 0 0.0085 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207639 -88502 -235028 -725166 -406110 -595644
Profit Factor 1.1864 1.4522 0.9521 0.8965 1.009 0.7874
Total Trades 252 126 126 252 126 126
Winning Trades 136 71 65 121 60 61
Losing Trades 116 55 61 131 66 65
Profitability (%) 53.9683 56.3492 51.5873 48.0159 47.619 48.4127
Ratio Avg Win / Avg Loss 1.012 1.1249 0.8935 0.9706 1.1099 0.839
Largest Winning Trade 73284 73284 36362 198232 108621 198232
Largest Losing Trade -176757 -50198 -176757 -168358 -100583 -168358
Avg Bars in Trades 13 13 14 13 13 14
Avg Bars in Winners 13 13 13 13 14 13
Avg Bars in Losers 14 14 14 14 13 14
Bars Traded 3507 1742 1765 3507 1742 1765
Profit Streak 0 0 23.4546 9.9546 16.4546 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -25854 328321 -579968 -579289 -401115 -581337

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1606737600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758797678845,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.20587,
            "nc": 0.28287
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 248,
            "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": [
        [
            254617.1434914398,
            289366.091537894,
            -34748.9480464545,
            -401701.5888178716,
            17269.3836176785,
            -418970.9724355499
        ],
        [
            254.617143,
            289.366092,
            -34.748948,
            -401.701589,
            17.269384,
            -418.970972
        ],
        [
            0.135219,
            0.153673,
            -0.018454,
            0,
            0.00846,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207639,
            -88502,
            -235028,
            -725166,
            -406110,
            -595644
        ],
        [
            1.186433,
            1.452178,
            0.952123,
            0.89651,
            1.009037,
            0.787396
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            136,
            71,
            65,
            121,
            60,
            61
        ],
        [
            116,
            55,
            61,
            131,
            66,
            65
        ],
        [
            53.968254,
            56.349206,
            51.587302,
            48.015873,
            47.619048,
            48.412698
        ],
        [
            1.011958,
            1.124926,
            0.89353,
            0.970602,
            1.109941,
            0.839028
        ],
        [
            73284,
            73284,
            36362,
            198232,
            108621,
            198232
        ],
        [
            -176757,
            -50198,
            -176757,
            -168358,
            -100583,
            -168358
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            13,
            13,
            13,
            13,
            14,
            13
        ],
        [
            14,
            14,
            14,
            14,
            13,
            14
        ],
        [
            3507,
            1742,
            1765,
            3507,
            1742,
            1765
        ],
        [
            0,
            0,
            23.454616,
            9.954616,
            16.454616,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25854,
            328321,
            -579968,
            -579289,
            -401115,
            -581337
        ]
    ]
}
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": 1606737600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758797678845,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.20587,
            "nc": 0.28287
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 248,
            "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)