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Trade: STORJ/USDT/720/VWAP/HWMA/4340

Strategy
STORJ/USDT/720/VWAP/HWMA/4340
Pair
STORJ_USDT
Interval
12h
Score
441072
Daily Profit
0.247520
Profit Factor
1.565870
Profitability
59.040590
Streak
4.454677
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 493287.6965 466080.7371 27206.9594 -15371.8102 581731.7998 -597103.6099
Total P&L (%) 493.2877 466.0807 27.207 -15.3718 581.7318 -597.1036
Avg Daily Profit (%) 0.262 0.2475 0.0144 -0.0089 0.102 0
Buy And Hold Return (%) 27.1658 27.1658 27.1658 27.1658 27.1658 27.1658
Max Trade Drawdown -203191 -93660 -155174 -925733 -426043 -855919
Profit Factor 1.2558 1.5659 1.0246 0.9969 1.3172 0.8039
Total Trades 542 271 271 542 271 271
Winning Trades 321 160 161 321 160 161
Losing Trades 221 111 110 221 111 110
Profitability (%) 59.2251 59.0406 59.4096 59.2251 59.0406 59.4096
Ratio Avg Win / Avg Loss 0.8646 1.0863 0.7001 0.6863 0.9138 0.5493
Largest Winning Trade 90946 90946 45259 165432 165432 149608
Largest Losing Trade -76794 -34576 -76794 -508334 -161176 -508334
Avg Bars in Trades 6 6 7 6 6 7
Avg Bars in Winners 5 5 6 5 5 6
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 3762 1865 1897 3762 1865 1897
Profit Streak 4.4547 4.4547 14.9547 4.4547 4.4547 14.9547
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405800 441072 -530514 -575803 -55365 -577345

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758797684083,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.32427,
            "nb": 0.1,
            "nc": 0.10512
        }
    }
}
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": [
        [
            493287.6965156066,
            466080.7371233591,
            27206.9593922478,
            -15371.8101551369,
            581731.7997782885,
            -597103.6099334253
        ],
        [
            493.287697,
            466.080737,
            27.206959,
            -15.37181,
            581.7318,
            -597.10361
        ],
        [
            0.261969,
            0.24752,
            0.014449,
            -0.008863,
            0.101989,
            0
        ],
        [
            27.165775,
            27.165775,
            27.165775,
            27.165775,
            27.165775,
            27.165775
        ],
        [
            -203191,
            -93660,
            -155174,
            -925733,
            -426043,
            -855919
        ],
        [
            1.255821,
            1.56587,
            1.024631,
            0.99685,
            1.317249,
            0.803948
        ],
        [
            542,
            271,
            271,
            542,
            271,
            271
        ],
        [
            321,
            160,
            161,
            321,
            160,
            161
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            59.225092,
            59.04059,
            59.409594,
            59.225092,
            59.04059,
            59.409594
        ],
        [
            0.8646,
            1.086322,
            0.700058,
            0.686305,
            0.913841,
            0.549281
        ],
        [
            90946,
            90946,
            45259,
            165432,
            165432,
            149608
        ],
        [
            -76794,
            -34576,
            -76794,
            -508334,
            -161176,
            -508334
        ],
        [
            6,
            6,
            7,
            6,
            6,
            7
        ],
        [
            5,
            5,
            6,
            5,
            5,
            6
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            3762,
            1865,
            1897,
            3762,
            1865,
            1897
        ],
        [
            4.454677,
            4.454677,
            14.954677,
            4.454677,
            4.454677,
            14.954677
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405800,
            441072,
            -530514,
            -575803,
            -55365,
            -577345
        ]
    ]
}
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": 1596067200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758797684083,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.32427,
            "nb": 0.1,
            "nc": 0.10512
        }
    }
}

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)