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Trade: SXP/USDT/360/PWMA/PWMA/1020

Strategy
SXP/USDT/360/PWMA/PWMA/1020
Pair
SXP_USDT
Interval
6h
Score
306013
Daily Profit
0.149901
Profit Factor
1.455459
Profitability
59.405941
Streak
15.348018
Best Strategy
Training Data Length
1903.000000
Evaluation Time
2025-10-05 11:21
Expiration Time
2025-12-01 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285260.997 173893.6026 111367.3944 -897740.2479 -267938.6502 -629801.5977
Total P&L (%) 285.261 173.8936 111.3674 -897.7402 -267.9387 -629.8016
Avg Daily Profit (%) 0.1499 0.0914 0.0585 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158971 -71980 -179938 -898894 -517361 -642203
Profit Factor 1.4555 1.5763 1.3431 0.6787 0.8187 0.5216
Total Trades 101 50 51 101 50 51
Winning Trades 60 26 34 40 24 16
Losing Trades 41 24 17 61 26 35
Profitability (%) 59.4059 52 66.6667 39.604 48 31.3725
Ratio Avg Win / Avg Loss 0.9946 1.455 0.6716 1.035 0.8869 1.1409
Largest Winning Trade 77358 77358 54804 234187 234187 192183
Largest Losing Trade -158971 -54565 -158971 -307137 -307137 -160806
Avg Bars in Trades 71 81 62 71 81 62
Avg Bars in Winners 62 67 59 83 97 63
Avg Bars in Losers 84 96 67 63 67 61
Bars Traded 7235 4070 3165 7235 4070 3165
Profit Streak 15.348 0 148.348 0 41.348 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306013 -248991 -292608 -582885 -761061 -766688
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7612,
    "evaluation_days": 1903,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599285600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652468738,
    "expiration_time": 1764576576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 188,
            "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": [
        [
            285260.9969823185,
            173893.6025515121,
            111367.3944308066,
            -897740.2479105581,
            -267938.6502243756,
            -629801.5976861827
        ],
        [
            285.260997,
            173.893603,
            111.367394,
            -897.740248,
            -267.93865,
            -629.801598
        ],
        [
            0.149901,
            0.091379,
            0.058522,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158971,
            -71980,
            -179938,
            -898894,
            -517361,
            -642203
        ],
        [
            1.455459,
            1.576272,
            1.343134,
            0.678675,
            0.818652,
            0.521568
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            60,
            26,
            34,
            40,
            24,
            16
        ],
        [
            41,
            24,
            17,
            61,
            26,
            35
        ],
        [
            59.405941,
            52,
            66.666667,
            39.60396,
            48,
            31.372549
        ],
        [
            0.994563,
            1.45502,
            0.671567,
            1.03498,
            0.886873,
            1.14093
        ],
        [
            77358,
            77358,
            54804,
            234187,
            234187,
            192183
        ],
        [
            -158971,
            -54565,
            -158971,
            -307137,
            -307137,
            -160806
        ],
        [
            71,
            81,
            62,
            71,
            81,
            62
        ],
        [
            62,
            67,
            59,
            83,
            97,
            63
        ],
        [
            84,
            96,
            67,
            63,
            67,
            61
        ],
        [
            7235,
            4070,
            3165,
            7235,
            4070,
            3165
        ],
        [
            15.348018,
            0,
            148.348018,
            0,
            41.348018,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306013,
            -248991,
            -292608,
            -582885,
            -761061,
            -766688
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7612,
    "evaluation_days": 1903,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599285600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652468738,
    "expiration_time": 1764576576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 188,
            "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)