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Trade: SXP/USDT/120/KCU/MIDPOINT/8029

Strategy
SXP/USDT/120/KCU/MIDPOINT/8029
Pair
SXP_USDT
Interval
2h
Score
394934
Daily Profit
0.207110
Profit Factor
1.458934
Profitability
60.199005
Streak
55.708527
Best Strategy
Training Data Length
1891.670000
Evaluation Time
2025-09-27 18:00
Expiration Time
2025-12-01 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391783.3998 226756.7139 165026.6859 -2673428.2198 -1976905.2007 -696523.0191
Total P&L (%) 391.7834 226.7567 165.0267 -2673.4282 -1976.9052 -696.523
Avg Daily Profit (%) 0.2071 0.1199 0.0872 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205616 -30663 -219495 -3747786 -2126749 -2821433
Profit Factor 1.4589 2.0741 1.2568 0.8258 0.6164 0.9317
Total Trades 201 101 100 201 101 100
Winning Trades 121 57 64 84 47 37
Losing Trades 80 44 36 117 54 63
Profitability (%) 60.199 56.4356 64 41.791 46.5347 37
Ratio Avg Win / Avg Loss 0.9646 1.601 0.707 1.1502 0.7082 1.5864
Largest Winning Trade 59062 23583 59062 1522789 380680 1522789
Largest Losing Trade -205616 -17982 -205616 -1003460 -418547 -1003460
Avg Bars in Trades 110 24 196 110 24 196
Avg Bars in Winners 107 28 177 107 21 216
Avg Bars in Losers 113 19 228 112 28 184
Bars Traded 22121 2514 19607 22121 2514 19607
Profit Streak 55.7085 56.0419 55.7085 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394934 -26806 -75825 -581251 -582132 -583343
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22700,
    "evaluation_days": 1891.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596355200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758985216714,
    "expiration_time": 1764606240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 155,
            "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": [
        [
            391783.399844866,
            226756.7139067234,
            165026.6859381425,
            -2673428.2198388427,
            -1976905.2007164613,
            -696523.0191223803
        ],
        [
            391.7834,
            226.756714,
            165.026686,
            -2673.42822,
            -1976.905201,
            -696.523019
        ],
        [
            0.20711,
            0.119871,
            0.087239,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205616,
            -30663,
            -219495,
            -3747786,
            -2126749,
            -2821433
        ],
        [
            1.458934,
            2.074075,
            1.256826,
            0.825799,
            0.616373,
            0.93167
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            121,
            57,
            64,
            84,
            47,
            37
        ],
        [
            80,
            44,
            36,
            117,
            54,
            63
        ],
        [
            60.199005,
            56.435644,
            64,
            41.791045,
            46.534653,
            37
        ],
        [
            0.964584,
            1.60104,
            0.706964,
            1.150219,
            0.708173,
            1.586358
        ],
        [
            59062,
            23583,
            59062,
            1522789,
            380680,
            1522789
        ],
        [
            -205616,
            -17982,
            -205616,
            -1003460,
            -418547,
            -1003460
        ],
        [
            110,
            24,
            196,
            110,
            24,
            196
        ],
        [
            107,
            28,
            177,
            107,
            21,
            216
        ],
        [
            113,
            19,
            228,
            112,
            28,
            184
        ],
        [
            22121,
            2514,
            19607,
            22121,
            2514,
            19607
        ],
        [
            55.708527,
            56.04186,
            55.708527,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394934,
            -26806,
            -75825,
            -581251,
            -582132,
            -583343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22700,
    "evaluation_days": 1891.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596355200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758985216714,
    "expiration_time": 1764606240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 155,
            "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)