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Trade: STORJ/USDT/720/VWMA/HILO/7585

Strategy
STORJ/USDT/720/VWMA/HILO/7585
Pair
STORJ_USDT
Interval
12h
Score
327553
Daily Profit
0.291122
Profit Factor
2.793842
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-09-26 02:02
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 539473.7512 548182.2335 -8708.4823 -36379.0873 -12243.6279 -24135.4594
Total P&L (%) 539.4738 548.1822 -8.7085 -36.3791 -12.2436 -24.1355
Avg Daily Profit (%) 0.2865 0.2911 -0.0046 -0.024 -0.0069 -0.0147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184927 -120050 -114759 -880454 -691219 -252915
Profit Factor 1.9292 2.7938 0.9683 0.9779 0.9879 0.9619
Total Trades 65 33 32 65 33 32
Winning Trades 23 12 11 23 12 11
Losing Trades 42 21 21 42 21 21
Profitability (%) 35.3846 36.3636 34.375 35.3846 36.3636 34.375
Ratio Avg Win / Avg Loss 3.5228 4.8892 1.8486 1.7857 1.7288 1.8363
Largest Winning Trade 650101 650101 41419 666844 666844 153473
Largest Losing Trade -41813 -31117 -41813 -255276 -255276 -165512
Avg Bars in Trades 50 28 73 50 28 73
Avg Bars in Winners 82 31 137 82 31 137
Avg Bars in Losers 33 26 40 33 26 40
Bars Traded 3295 928 2367 3295 928 2367
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 -129520 327553 -584108 -719961 -583050 -584108

Evaluation Data

{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1605657600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841365034,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            539473.751162119,
            548182.2334614772,
            -8708.4822993581,
            -36379.0873307245,
            -12243.6279410202,
            -24135.4593897043
        ],
        [
            539.473751,
            548.182233,
            -8.708482,
            -36.379087,
            -12.243628,
            -24.135459
        ],
        [
            0.286497,
            0.291122,
            -0.004625,
            -0.024013,
            -0.006936,
            -0.014668
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184927,
            -120050,
            -114759,
            -880454,
            -691219,
            -252915
        ],
        [
            1.929179,
            2.793842,
            0.968333,
            0.97789,
            0.987909,
            0.961857
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            35.384615,
            36.363636,
            34.375,
            35.384615,
            36.363636,
            34.375
        ],
        [
            3.522849,
            4.889223,
            1.848635,
            1.785713,
            1.728841,
            1.836273
        ],
        [
            650101,
            650101,
            41419,
            666844,
            666844,
            153473
        ],
        [
            -41813,
            -31117,
            -41813,
            -255276,
            -255276,
            -165512
        ],
        [
            50,
            28,
            73,
            50,
            28,
            73
        ],
        [
            82,
            31,
            137,
            82,
            31,
            137
        ],
        [
            33,
            26,
            40,
            33,
            26,
            40
        ],
        [
            3295,
            928,
            2367,
            3295,
            928,
            2367
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129520,
            327553,
            -584108,
            -719961,
            -583050,
            -584108
        ]
    ]
}
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": 1605657600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841365034,
    "expiration_time": 1763595936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)