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Trade: STORJ/USDT/720/VWAP/HWMA/8843

Strategy
STORJ/USDT/720/VWAP/HWMA/8843
Pair
STORJ_USDT
Interval
12h
Score
432993
Daily Profit
0.226219
Profit Factor
1.215441
Profitability
54.761905
Streak
11.980913
Best Strategy
Training Data Length
1887.500000
Evaluation Time
2025-09-29 14:32
Expiration Time
2025-11-24 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426987.7237 426546.3755 441.3481 -8110.7982 429862.2636 -437973.0618
Total P&L (%) 426.9877 426.5464 0.4413 -8.1108 429.8623 -437.9731
Avg Daily Profit (%) 0.2262 0.226 0.0002 -0.0045 0.0884 0
Buy And Hold Return (%) 22.246 22.246 22.246 22.246 22.246 22.246
Max Trade Drawdown -239343 -121424 -154531 -550408 -174038 -503366
Profit Factor 1.2154 1.419 1.0005 0.9973 1.3084 0.7362
Total Trades 504 252 252 504 252 252
Winning Trades 276 137 139 276 137 139
Losing Trades 228 115 113 228 115 113
Profitability (%) 54.7619 54.3651 55.1587 54.7619 54.3651 55.1587
Ratio Avg Win / Avg Loss 1.0041 1.1911 0.8133 0.8239 1.0983 0.5985
Largest Winning Trade 102472 102472 30814 123483 123483 75157
Largest Losing Trade -52089 -40848 -52089 -221436 -82081 -221436
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 6 7 6 6 7 6
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3762 1909 1853 3762 1909 1853
Profit Streak 11.9809 11.9809 18.9809 11.9809 11.9809 18.9809
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432993 391833 -577692 -576162 -72599 -578508
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3775,
    "evaluation_days": 1887.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145550904,
    "expiration_time": 1763996400000,
    "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": 0.2,
            "nb": 0.32242,
            "nc": 0.1
        }
    }
}
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": [
        [
            426987.7236501651,
            426546.3755419488,
            441.3481082167,
            -8110.7982217071,
            429862.2636063329,
            -437973.0618280398
        ],
        [
            426.987724,
            426.546376,
            0.441348,
            -8.110798,
            429.862264,
            -437.973062
        ],
        [
            0.226219,
            0.225985,
            0.000234,
            -0.004481,
            0.088381,
            0
        ],
        [
            22.245989,
            22.245989,
            22.245989,
            22.245989,
            22.245989,
            22.245989
        ],
        [
            -239343,
            -121424,
            -154531,
            -550408,
            -174038,
            -503366
        ],
        [
            1.215441,
            1.418955,
            1.000458,
            0.997345,
            1.308353,
            0.736244
        ],
        [
            504,
            252,
            252,
            504,
            252,
            252
        ],
        [
            276,
            137,
            139,
            276,
            137,
            139
        ],
        [
            228,
            115,
            113,
            228,
            115,
            113
        ],
        [
            54.761905,
            54.365079,
            55.15873,
            54.761905,
            54.365079,
            55.15873
        ],
        [
            1.00406,
            1.191093,
            0.813322,
            0.823893,
            1.098253,
            0.598529
        ],
        [
            102472,
            102472,
            30814,
            123483,
            123483,
            75157
        ],
        [
            -52089,
            -40848,
            -52089,
            -221436,
            -82081,
            -221436
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3762,
            1909,
            1853,
            3762,
            1909,
            1853
        ],
        [
            11.980913,
            11.980913,
            18.980913,
            11.980913,
            11.980913,
            18.980913
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432993,
            391833,
            -577692,
            -576162,
            -72599,
            -578508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3775,
    "evaluation_days": 1887.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145550904,
    "expiration_time": 1763996400000,
    "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": 0.2,
            "nb": 0.32242,
            "nc": 0.1
        }
    }
}

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)