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Trade: SXP/USDT/240/MIDPOINT/ZLMA/9634

Strategy
SXP/USDT/240/MIDPOINT/ZLMA/9634
Pair
SXP_USDT
Interval
4h
Score
359193
Daily Profit
0.163441
Profit Factor
1.531536
Profitability
67.647059
Streak
0.000000
Best Strategy
Training Data Length
1892.170000
Evaluation Time
2025-09-26 15:13
Expiration Time
2025-11-20 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309258.2892 150879.2681 158379.0211 -418418.4607 -160942.2322 -257476.2285
Total P&L (%) 309.2583 150.8793 158.379 -418.4185 -160.9422 -257.4762
Avg Daily Profit (%) 0.1634 0.0797 0.0837 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123947 -55878 -135884 -401984 -195437 -387787
Profit Factor 1.5315 1.5526 1.5129 0.689 0.7421 0.6431
Total Trades 102 51 51 102 51 51
Winning Trades 69 30 39 33 20 13
Losing Trades 33 21 12 69 31 38
Profitability (%) 67.6471 58.8235 76.4706 32.3529 39.2157 25.4902
Ratio Avg Win / Avg Loss 0.7325 1.0868 0.4655 1.4407 1.1503 1.8798
Largest Winning Trade 44615 44615 42675 140787 140787 109877
Largest Losing Trade -123947 -55878 -123947 -90788 -87599 -90788
Avg Bars in Trades 108 123 93 108 123 93
Avg Bars in Winners 67 70 65 179 196 152
Avg Bars in Losers 193 198 184 74 76 72
Bars Traded 11045 6288 4757 11045 6288 4757
Profit Streak 0 88.3428 0 9.5094 0 10.5094
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359193 -262366 -258109 -585036 -763360 -785336
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11353,
    "evaluation_days": 1892.17,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598990400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888815066,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "offset": 133
        }
    }
}
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": [
        [
            309258.2892112472,
            150879.2681133427,
            158379.0210979042,
            -418418.460659462,
            -160942.2322031555,
            -257476.2284563065
        ],
        [
            309.258289,
            150.879268,
            158.379021,
            -418.418461,
            -160.942232,
            -257.476228
        ],
        [
            0.163441,
            0.079739,
            0.083702,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123947,
            -55878,
            -135884,
            -401984,
            -195437,
            -387787
        ],
        [
            1.531536,
            1.552552,
            1.512949,
            0.689017,
            0.742097,
            0.643102
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            69,
            30,
            39,
            33,
            20,
            13
        ],
        [
            33,
            21,
            12,
            69,
            31,
            38
        ],
        [
            67.647059,
            58.823529,
            76.470588,
            32.352941,
            39.215686,
            25.490196
        ],
        [
            0.732474,
            1.086787,
            0.465523,
            1.440671,
            1.15025,
            1.879836
        ],
        [
            44615,
            44615,
            42675,
            140787,
            140787,
            109877
        ],
        [
            -123947,
            -55878,
            -123947,
            -90788,
            -87599,
            -90788
        ],
        [
            108,
            123,
            93,
            108,
            123,
            93
        ],
        [
            67,
            70,
            65,
            179,
            196,
            152
        ],
        [
            193,
            198,
            184,
            74,
            76,
            72
        ],
        [
            11045,
            6288,
            4757,
            11045,
            6288,
            4757
        ],
        [
            0,
            88.342767,
            0,
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            0,
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        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359193,
            -262366,
            -258109,
            -585036,
            -763360,
            -785336
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11353,
    "evaluation_days": 1892.17,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598990400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888815066,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "offset": 133
        }
    }
}

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)