← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SXP/USDT/240/WMA/MIDPRICE/6546

Strategy
SXP/USDT/240/WMA/MIDPRICE/6546
Pair
SXP_USDT
Interval
4h
Score
334467
Daily Profit
0.177732
Profit Factor
1.251711
Profitability
46.783626
Streak
16.689884
Best Strategy
Training Data Length
1906.500000
Evaluation Time
2025-10-08 23:33
Expiration Time
2025-12-05 02:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338846.709 195704.8556 143141.8534 36273.2947 269660.1202 -233386.8255
Total P&L (%) 338.8467 195.7049 143.1419 36.2733 269.6601 -233.3868
Avg Daily Profit (%) 0.1777 0.1027 0.0751 0.0162 0.0686 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177185 -129439 -107577 -778243 -468395 -594076
Profit Factor 1.2517 1.2571 1.2447 1.0076 1.105 0.8936
Total Trades 342 171 171 342 171 171
Winning Trades 160 80 80 160 80 80
Losing Trades 182 91 91 182 91 91
Profitability (%) 46.7836 46.7836 46.7836 46.7836 46.7836 46.7836
Ratio Avg Win / Avg Loss 1.4238 1.43 1.4158 1.1462 1.257 1.0165
Largest Winning Trade 142877 142877 46096 334527 334527 149584
Largest Losing Trade -42234 -30139 -42234 -319839 -226050 -319839
Avg Bars in Trades 32 39 26 32 39 26
Avg Bars in Winners 38 44 32 38 44 32
Avg Bars in Losers 27 34 20 27 34 20
Bars Traded 11161 6705 4457 11161 6705 4457
Profit Streak 16.6899 16.6899 49.8566 16.6899 16.6899 49.8566
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334467 -55958 -92168 -383790 -206188 -578327
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11439,
    "evaluation_days": 1906.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597147200000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759955606010,
    "expiration_time": 1764895248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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": [
        [
            338846.7090108838,
            195704.8556350725,
            143141.8533758113,
            36273.2947176435,
            269660.1202198891,
            -233386.8255022457
        ],
        [
            338.846709,
            195.704856,
            143.141853,
            36.273295,
            269.66012,
            -233.386826
        ],
        [
            0.177732,
            0.102651,
            0.075081,
            0.016235,
            0.0686,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177185,
            -129439,
            -107577,
            -778243,
            -468395,
            -594076
        ],
        [
            1.251711,
            1.257118,
            1.244676,
            1.007617,
            1.105019,
            0.893647
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            46.783626,
            46.783626,
            46.783626,
            46.783626,
            46.783626,
            46.783626
        ],
        [
            1.423821,
            1.429971,
            1.415819,
            1.146164,
            1.256959,
            1.016524
        ],
        [
            142877,
            142877,
            46096,
            334527,
            334527,
            149584
        ],
        [
            -42234,
            -30139,
            -42234,
            -319839,
            -226050,
            -319839
        ],
        [
            32,
            39,
            26,
            32,
            39,
            26
        ],
        [
            38,
            44,
            32,
            38,
            44,
            32
        ],
        [
            27,
            34,
            20,
            27,
            34,
            20
        ],
        [
            11161,
            6705,
            4457,
            11161,
            6705,
            4457
        ],
        [
            16.689884,
            16.689884,
            49.856551,
            16.689884,
            16.689884,
            49.856551
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334467,
            -55958,
            -92168,
            -383790,
            -206188,
            -578327
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11439,
    "evaluation_days": 1906.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597147200000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759955606010,
    "expiration_time": 1764895248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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)