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Trade: SXP/USDT/120/VWMA/EMA/6892

Strategy
SXP/USDT/120/VWMA/EMA/6892
Pair
SXP_USDT
Interval
2h
Score
323302
Daily Profit
0.161261
Profit Factor
1.309220
Profitability
48.648649
Streak
9.662577
Best Strategy
Training Data Length
1899.580000
Evaluation Time
2025-10-02 16:54
Expiration Time
2025-12-09 23:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306328.7565 182422.9893 123905.7672 -35122.384 -66278.1725 31155.7885
Total P&L (%) 306.3288 182.423 123.9058 -35.1224 -66.2782 31.1558
Avg Daily Profit (%) 0.1613 0.096 0.0652 -0.0228 -0.0572 0.0143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221405 -131127 -202036 -151119 -97536 -69558
Profit Factor 1.3092 1.3771 1.2444 0.8895 0.6399 1.233
Total Trades 185 93 92 185 93 92
Winning Trades 90 46 44 90 46 44
Losing Trades 95 47 48 95 47 48
Profitability (%) 48.6486 49.4624 47.8261 48.6486 49.4624 47.8261
Ratio Avg Win / Avg Loss 1.382 1.4071 1.3576 0.9389 0.6538 1.345
Largest Winning Trade 144359 144359 52633 53963 22482 53963
Largest Losing Trade -57664 -56857 -57664 -38826 -38826 -21383
Avg Bars in Trades 121 102 140 121 102 140
Avg Bars in Winners 131 91 173 131 91 173
Avg Bars in Losers 111 112 110 111 112 110
Bars Traded 22412 9500 12912 22412 9500 12912
Profit Streak 9.6626 9.6626 17.9126 9.6626 9.6626 17.9126
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323302 -64057 -106178 -579227 -580627 -177189
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22795,
    "evaluation_days": 1899.58,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596664800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413246665,
    "expiration_time": 1765314864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 197,
            "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": [
        [
            306328.7565490031,
            182422.9893441072,
            123905.767204896,
            -35122.3839628381,
            -66278.1724656061,
            31155.788502768
        ],
        [
            306.328757,
            182.422989,
            123.905767,
            -35.122384,
            -66.278172,
            31.155789
        ],
        [
            0.161261,
            0.096033,
            0.065228,
            -0.022774,
            -0.057208,
            0.014279
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221405,
            -131127,
            -202036,
            -151119,
            -97536,
            -69558
        ],
        [
            1.30922,
            1.377123,
            1.244426,
            0.889474,
            0.639861,
            1.232956
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            48.648649,
            49.462366,
            47.826087,
            48.648649,
            49.462366,
            47.826087
        ],
        [
            1.381955,
            1.40706,
            1.357555,
            0.93889,
            0.653771,
            1.345043
        ],
        [
            144359,
            144359,
            52633,
            53963,
            22482,
            53963
        ],
        [
            -57664,
            -56857,
            -57664,
            -38826,
            -38826,
            -21383
        ],
        [
            121,
            102,
            140,
            121,
            102,
            140
        ],
        [
            131,
            91,
            173,
            131,
            91,
            173
        ],
        [
            111,
            112,
            110,
            111,
            112,
            110
        ],
        [
            22412,
            9500,
            12912,
            22412,
            9500,
            12912
        ],
        [
            9.662577,
            9.662577,
            17.912577,
            9.662577,
            9.662577,
            17.912577
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323302,
            -64057,
            -106178,
            -579227,
            -580627,
            -177189
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22795,
    "evaluation_days": 1899.58,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596664800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413246665,
    "expiration_time": 1765314864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 197,
            "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)