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Trade: SXP/USDT/120/ALMA/PWMA/6870

Strategy
SXP/USDT/120/ALMA/PWMA/6870
Pair
SXP_USDT
Interval
2h
Score
373670
Daily Profit
0.237680
Profit Factor
1.489304
Profitability
51.269036
Streak
0.000000
Best Strategy
Training Data Length
1900.580000
Evaluation Time
2025-10-03 15:40
Expiration Time
2025-12-11 00:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451730.7666 244067.1507 207663.6159 -217122.4395 -67862.5787 -149259.8608
Total P&L (%) 451.7308 244.0672 207.6636 -217.1224 -67.8626 -149.2599
Avg Daily Profit (%) 0.2377 0.1284 0.1093 0 -0.0597 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145780 -67501 -168138 -436431 -189716 -292783
Profit Factor 1.4893 1.5191 1.4584 0.825 0.8918 0.7566
Total Trades 197 98 99 197 98 99
Winning Trades 101 42 59 97 54 43
Losing Trades 96 56 40 100 44 56
Profitability (%) 51.269 42.8571 59.596 49.2386 55.102 43.4343
Ratio Avg Win / Avg Loss 1.4156 2.0254 0.9888 0.8505 0.7267 0.9854
Largest Winning Trade 167202 167202 54330 89380 89380 74715
Largest Losing Trade -107117 -31893 -107117 -150000 -150000 -106361
Avg Bars in Trades 113 121 106 113 121 106
Avg Bars in Winners 108 120 99 112 118 105
Avg Bars in Losers 119 121 117 114 124 107
Bars Traded 22439 11888 10551 22439 11888 10551
Profit Streak 0 0 0 22.6116 22.6116 33.1116
Trades During Streak 0 0 0 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373670 -22120 -46783 -578576 -579861 -582626
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22807,
    "evaluation_days": 1900.58,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759495244394,
    "expiration_time": 1765404374400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "offset": 217
        }
    }
}
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": [
        [
            451730.7666139529,
            244067.1507245001,
            207663.6158894526,
            -217122.4394629824,
            -67862.5786760811,
            -149259.8607869014
        ],
        [
            451.730767,
            244.067151,
            207.663616,
            -217.122439,
            -67.862579,
            -149.259861
        ],
        [
            0.23768,
            0.128417,
            0.109263,
            0,
            -0.059709,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145780,
            -67501,
            -168138,
            -436431,
            -189716,
            -292783
        ],
        [
            1.489304,
            1.519059,
            1.458418,
            0.825011,
            0.891847,
            0.756631
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            101,
            42,
            59,
            97,
            54,
            43
        ],
        [
            96,
            56,
            40,
            100,
            44,
            56
        ],
        [
            51.269036,
            42.857143,
            59.59596,
            49.238579,
            55.102041,
            43.434343
        ],
        [
            1.415576,
            2.025412,
            0.988758,
            0.850527,
            0.72669,
            0.98538
        ],
        [
            167202,
            167202,
            54330,
            89380,
            89380,
            74715
        ],
        [
            -107117,
            -31893,
            -107117,
            -150000,
            -150000,
            -106361
        ],
        [
            113,
            121,
            106,
            113,
            121,
            106
        ],
        [
            108,
            120,
            99,
            112,
            118,
            105
        ],
        [
            119,
            121,
            117,
            114,
            124,
            107
        ],
        [
            22439,
            11888,
            10551,
            22439,
            11888,
            10551
        ],
        [
            0,
            0,
            0,
            22.611625,
            22.611625,
            33.111625
        ],
        [
            0,
            0,
            0,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373670,
            -22120,
            -46783,
            -578576,
            -579861,
            -582626
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22807,
    "evaluation_days": 1900.58,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759495244394,
    "expiration_time": 1765404374400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "offset": 217
        }
    }
}

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)