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Trade: SXP/USDT/240/HWMA/RMA/8145

Strategy
SXP/USDT/240/HWMA/RMA/8145
Pair
SXP_USDT
Interval
4h
Score
370786
Daily Profit
0.226909
Profit Factor
1.301167
Profitability
55.076923
Streak
0.000000
Best Strategy
Training Data Length
1897.000000
Evaluation Time
2025-09-29 15:38
Expiration Time
2025-11-25 07:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430446.3663 229328.6686 201117.6976 136530.3406 -342912.5484 479442.889
Total P&L (%) 430.4464 229.3287 201.1177 136.5303 -342.9125 479.4429
Avg Daily Profit (%) 0.2269 0.1209 0.106 0.0454 0 0.0927
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -287969 -200936 -120067 -2587901 -1805327 -877206
Profit Factor 1.3012 1.3253 1.2776 1.025 0.8864 1.1964
Total Trades 325 163 162 325 163 162
Winning Trades 179 82 97 179 82 97
Losing Trades 146 81 65 146 81 65
Profitability (%) 55.0769 50.3067 59.8765 55.0769 50.3067 59.8765
Ratio Avg Win / Avg Loss 1.0613 1.3092 0.8562 0.836 0.8756 0.8017
Largest Winning Trade 85526 85526 40898 377572 377572 377176
Largest Losing Trade -64653 -41610 -64653 -871915 -871915 -358064
Avg Bars in Trades 34 34 34 34 34 34
Avg Bars in Winners 34 34 34 34 34 34
Avg Bars in Losers 34 34 34 34 34 34
Bars Traded 11120 5601 5519 11120 5601 5519
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370786 -31042 -51593 -324604 -580439 -73818
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11382,
    "evaluation_days": 1897,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759149505960,
    "expiration_time": 1764049824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07052,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 244,
            "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": [
        [
            430446.3662526301,
            229328.6686455167,
            201117.6976071132,
            136530.340639379,
            -342912.5483715309,
            479442.8890109092
        ],
        [
            430.446366,
            229.328669,
            201.117698,
            136.530341,
            -342.912548,
            479.442889
        ],
        [
            0.226909,
            0.12089,
            0.106019,
            0.045393,
            0,
            0.092657
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -287969,
            -200936,
            -120067,
            -2587901,
            -1805327,
            -877206
        ],
        [
            1.301167,
            1.325333,
            1.277649,
            1.025013,
            0.886362,
            1.196423
        ],
        [
            325,
            163,
            162,
            325,
            163,
            162
        ],
        [
            179,
            82,
            97,
            179,
            82,
            97
        ],
        [
            146,
            81,
            65,
            146,
            81,
            65
        ],
        [
            55.076923,
            50.306748,
            59.876543,
            55.076923,
            50.306748,
            59.876543
        ],
        [
            1.061287,
            1.30917,
            0.856157,
            0.836044,
            0.875553,
            0.801727
        ],
        [
            85526,
            85526,
            40898,
            377572,
            377572,
            377176
        ],
        [
            -64653,
            -41610,
            -64653,
            -871915,
            -871915,
            -358064
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            11120,
            5601,
            5519,
            11120,
            5601,
            5519
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370786,
            -31042,
            -51593,
            -324604,
            -580439,
            -73818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11382,
    "evaluation_days": 1897,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759149505960,
    "expiration_time": 1764049824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07052,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 244,
            "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)