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Trade: STORJ/USDT/720/OHLC4/HWMA/3013

Strategy
STORJ/USDT/720/OHLC4/HWMA/3013
Pair
STORJ_USDT
Interval
12h
Score
457293
Daily Profit
0.257364
Profit Factor
1.249464
Profitability
51.175407
Streak
13.923730
Best Strategy
Training Data Length
1890.000000
Evaluation Time
2025-10-02 01:10
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 486418.2512 462106.123 24312.1283 76379.4455 -10626.1205 87005.5659
Total P&L (%) 486.4183 462.1061 24.3121 76.3794 -10.6261 87.0056
Avg Daily Profit (%) 0.2574 0.2445 0.0129 0.03 -0.0059 0.0331
Buy And Hold Return (%) 27.6471 27.6471 27.6471 27.6471 27.6471 27.6471
Max Trade Drawdown -244772 -111318 -169867 -1096947 -810355 -777509
Profit Factor 1.2495 1.4578 1.0259 1.0103 0.9974 1.0257
Total Trades 553 276 277 553 276 277
Winning Trades 283 141 142 283 141 142
Losing Trades 270 135 135 270 135 135
Profitability (%) 51.1754 51.087 51.2635 51.1754 51.087 51.2635
Ratio Avg Win / Avg Loss 1.1921 1.3958 0.9753 0.9639 0.9549 0.9751
Largest Winning Trade 134215 134215 42982 224225 224225 178124
Largest Losing Trade -44092 -39840 -44092 -424184 -424184 -384645
Avg Bars in Trades 6 7 6 6 7 6
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 6 7 5 6 7 5
Bars Traded 3776 1958 1818 3776 1958 1818
Profit Streak 13.9237 13.9237 14.4237 13.9237 13.9237 14.4237
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457293 394339 -532779 -362150 -578873 -343171
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3780,
    "evaluation_days": 1890,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759356610282,
    "expiration_time": 1764218880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.47974,
            "nb": 0.1,
            "nc": 0.20504
        }
    }
}
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": [
        [
            486418.2512415362,
            462106.1229902931,
            24312.1282512421,
            76379.445472128,
            -10626.1204589998,
            87005.5659311282
        ],
        [
            486.418251,
            462.106123,
            24.312128,
            76.379445,
            -10.62612,
            87.005566
        ],
        [
            0.257364,
            0.244501,
            0.012864,
            0.030029,
            -0.005944,
            0.033125
        ],
        [
            27.647059,
            27.647059,
            27.647059,
            27.647059,
            27.647059,
            27.647059
        ],
        [
            -244772,
            -111318,
            -169867,
            -1096947,
            -810355,
            -777509
        ],
        [
            1.249464,
            1.457799,
            1.025852,
            1.010288,
            0.997366,
            1.025666
        ],
        [
            553,
            276,
            277,
            553,
            276,
            277
        ],
        [
            283,
            141,
            142,
            283,
            141,
            142
        ],
        [
            270,
            135,
            135,
            270,
            135,
            135
        ],
        [
            51.175407,
            51.086957,
            51.263538,
            51.175407,
            51.086957,
            51.263538
        ],
        [
            1.192068,
            1.395765,
            0.975282,
            0.963879,
            0.954925,
            0.975105
        ],
        [
            134215,
            134215,
            42982,
            224225,
            224225,
            178124
        ],
        [
            -44092,
            -39840,
            -44092,
            -424184,
            -424184,
            -384645
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            6,
            7,
            5,
            6,
            7,
            5
        ],
        [
            3776,
            1958,
            1818,
            3776,
            1958,
            1818
        ],
        [
            13.92373,
            13.92373,
            14.42373,
            13.92373,
            13.92373,
            14.42373
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457293,
            394339,
            -532779,
            -362150,
            -578873,
            -343171
        ]
    ]
}
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": 1596067200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759356610282,
    "expiration_time": 1764218880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.47974,
            "nb": 0.1,
            "nc": 0.20504
        }
    }
}

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)