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Trade: STORJ/USDT/720/WMA/PWMA/8994

Strategy
STORJ/USDT/720/WMA/PWMA/8994
Pair
STORJ_USDT
Interval
12h
Score
463445
Daily Profit
0.166136
Profit Factor
2.288137
Profitability
67.500000
Streak
0.000000
Best Strategy
Training Data Length
1889.500000
Evaluation Time
2025-10-01 08:57
Expiration Time
2025-11-26 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405195.2775 313913.296 91281.9816 -503671.841 -157116.8319 -346555.009
Total P&L (%) 405.1953 313.9133 91.282 -503.6718 -157.1168 -346.555
Avg Daily Profit (%) 0.2144 0.1661 0.0483 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201182 -84872 -207932 -547454 -189479 -384102
Profit Factor 1.6908 2.2881 1.2662 0.4162 0.5609 0.3137
Total Trades 81 40 41 81 40 41
Winning Trades 55 27 28 25 13 12
Losing Trades 26 13 13 56 27 29
Profitability (%) 67.9012 67.5 68.2927 30.8642 32.5 29.2683
Ratio Avg Win / Avg Loss 0.7993 1.1017 0.5879 0.9322 1.1649 0.758
Largest Winning Trade 166369 166369 39483 62622 62622 39332
Largest Losing Trade -128771 -54560 -128771 -83264 -66108 -83264
Avg Bars in Trades 44 46 41 44 46 41
Avg Bars in Winners 35 41 30 59 58 60
Avg Bars in Losers 61 58 65 37 41 33
Bars Traded 3574 1873 1700 3574 1873 1700
Profit Streak 34.2483 0 326.2483 0 80.7483 0
Trades During Streak 1 0 8 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4967 463445 -126328 -604497 -585330 -591744
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3779,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759298250333,
    "expiration_time": 1764174384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "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": [
        [
            405195.2775450885,
            313913.2959926347,
            91281.9815524538,
            -503671.8409775403,
            -157116.8319484248,
            -346555.0090291156
        ],
        [
            405.195278,
            313.913296,
            91.281982,
            -503.671841,
            -157.116832,
            -346.555009
        ],
        [
            0.214446,
            0.166136,
            0.04831,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201182,
            -84872,
            -207932,
            -547454,
            -189479,
            -384102
        ],
        [
            1.690798,
            2.288137,
            1.266233,
            0.416182,
            0.560861,
            0.313666
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            55,
            27,
            28,
            25,
            13,
            12
        ],
        [
            26,
            13,
            13,
            56,
            27,
            29
        ],
        [
            67.901235,
            67.5,
            68.292683,
            30.864198,
            32.5,
            29.268293
        ],
        [
            0.799286,
            1.101696,
            0.587894,
            0.932247,
            1.164866,
            0.758025
        ],
        [
            166369,
            166369,
            39483,
            62622,
            62622,
            39332
        ],
        [
            -128771,
            -54560,
            -128771,
            -83264,
            -66108,
            -83264
        ],
        [
            44,
            46,
            41,
            44,
            46,
            41
        ],
        [
            35,
            41,
            30,
            59,
            58,
            60
        ],
        [
            61,
            58,
            65,
            37,
            41,
            33
        ],
        [
            3574,
            1873,
            1700,
            3574,
            1873,
            1700
        ],
        [
            34.248268,
            0,
            326.248268,
            0,
            80.748268,
            0
        ],
        [
            1,
            0,
            8,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4967,
            463445,
            -126328,
            -604497,
            -585330,
            -591744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3779,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759298250333,
    "expiration_time": 1764174384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "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)