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Trade: SXP/USDT/120/DCL/T3/2807

Strategy
SXP/USDT/120/DCL/T3/2807
Pair
SXP_USDT
Interval
2h
Score
305655
Daily Profit
0.213458
Profit Factor
1.781410
Profitability
45.054945
Streak
3.216642
Best Strategy
Training Data Length
1906.830000
Evaluation Time
2025-10-09 22:11
Expiration Time
2025-12-17 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407027.9729 382760.0389 24267.934 -74170.0435 -68145.5115 -6024.532
Total P&L (%) 407.028 382.76 24.2679 -74.17 -68.1455 -6.0245
Avg Daily Profit (%) 0.2135 0.2007 0.0127 -0.071 -0.06 -0.0033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -234596 -224491 -13879 -630656 -612735 -33235
Profit Factor 1.7814 1.7916 1.6492 0.9088 0.9116 0.8584
Total Trades 91 45 46 91 45 46
Winning Trades 41 16 25 41 16 25
Losing Trades 50 29 21 50 29 21
Profitability (%) 45.0549 35.5556 54.3478 45.0549 35.5556 54.3478
Ratio Avg Win / Avg Loss 2.1725 3.2473 1.3854 1.1083 1.6523 0.721
Largest Winning Trade 497449 497449 7687 545133 545133 5364
Largest Losing Trade -66042 -66042 -6065 -394911 -394911 -10168
Avg Bars in Trades 236 467 9 236 467 9
Avg Bars in Winners 223 560 7 223 560 7
Avg Bars in Losers 246 416 11 246 416 11
Bars Traded 21486 21040 446 21486 21040 446
Profit Streak 3.2166 0 85.6333 3.2166 0 85.6333
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305655 197069 -175992 -581735 -583551 -578902
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22882,
    "evaluation_days": 1906.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595844000000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760037117900,
    "expiration_time": 1765963814400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 84,
            "offset": 0,
            "a": 0.65225
        }
    }
}
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": [
        [
            407027.9728889127,
            382760.0389295326,
            24267.9339593798,
            -74170.0434670835,
            -68145.5115032764,
            -6024.5319638071
        ],
        [
            407.027973,
            382.760039,
            24.267934,
            -74.170043,
            -68.145512,
            -6.024532
        ],
        [
            0.213458,
            0.200731,
            0.012727,
            -0.070964,
            -0.059976,
            -0.003259
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -234596,
            -224491,
            -13879,
            -630656,
            -612735,
            -33235
        ],
        [
            1.78141,
            1.791628,
            1.649232,
            0.908825,
            0.911609,
            0.858369
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            41,
            16,
            25,
            41,
            16,
            25
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            45.054945,
            35.555556,
            54.347826,
            45.054945,
            35.555556,
            54.347826
        ],
        [
            2.172451,
            3.247326,
            1.385355,
            1.108323,
            1.652291,
            0.72103
        ],
        [
            497449,
            497449,
            7687,
            545133,
            545133,
            5364
        ],
        [
            -66042,
            -66042,
            -6065,
            -394911,
            -394911,
            -10168
        ],
        [
            236,
            467,
            9,
            236,
            467,
            9
        ],
        [
            223,
            560,
            7,
            223,
            560,
            7
        ],
        [
            246,
            416,
            11,
            246,
            416,
            11
        ],
        [
            21486,
            21040,
            446,
            21486,
            21040,
            446
        ],
        [
            3.216642,
            0,
            85.633309,
            3.216642,
            0,
            85.633309
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305655,
            197069,
            -175992,
            -581735,
            -583551,
            -578902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22882,
    "evaluation_days": 1906.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595844000000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760037117900,
    "expiration_time": 1765963814400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 84,
            "offset": 0,
            "a": 0.65225
        }
    }
}

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)