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Trade: SXP/USDT/360/PWMA/SSF/6048

Strategy
SXP/USDT/360/PWMA/SSF/6048
Pair
SXP_USDT
Interval
6h
Score
351241
Daily Profit
0.225477
Profit Factor
1.448895
Profitability
46.907216
Streak
0.000000
Best Strategy
Training Data Length
1892.250000
Evaluation Time
2025-09-26 08:48
Expiration Time
2025-11-20 08:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426658.5982 228446.6954 198211.9028 280082.4566 83937.2163 196145.2403
Total P&L (%) 426.6586 228.4467 198.2119 280.0825 83.9372 196.1452
Avg Daily Profit (%) 0.2255 0.1207 0.1047 0.0706 0.0322 0.0574
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119594 -114731 -62209 -609939 -510569 -324012
Profit Factor 1.4489 1.4445 1.4541 1.077 1.0447 1.1114
Total Trades 194 97 97 194 97 97
Winning Trades 91 40 51 91 40 51
Losing Trades 103 57 46 103 57 46
Profitability (%) 46.9072 41.2371 52.5773 46.9072 41.2371 52.5773
Ratio Avg Win / Avg Loss 1.64 2.0584 1.3116 1.219 1.4887 1.0024
Largest Winning Trade 121583 121583 50403 299064 299064 171093
Largest Losing Trade -34280 -27988 -34280 -248074 -155810 -248074
Avg Bars in Trades 38 36 39 38 36 39
Avg Bars in Winners 44 42 46 44 42 46
Avg Bars in Losers 32 32 33 32 32 33
Bars Traded 7420 3549 3870 7420 3549 3870
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 351241 -33461 -52076 -234745 -324935 -214234

Evaluation Data

{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7569,
    "evaluation_days": 1892.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597644000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865691544,
    "expiration_time": 1763619912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 212,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            426658.5982232402,
            228446.6954285153,
            198211.9027947253,
            280082.4565919981,
            83937.2163305618,
            196145.2402614359
        ],
        [
            426.658598,
            228.446695,
            198.211903,
            280.082457,
            83.937216,
            196.14524
        ],
        [
            0.225477,
            0.120728,
            0.104749,
            0.070587,
            0.032212,
            0.057392
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119594,
            -114731,
            -62209,
            -609939,
            -510569,
            -324012
        ],
        [
            1.448895,
            1.444461,
            1.454115,
            1.076963,
            1.044684,
            1.111398
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            91,
            40,
            51,
            91,
            40,
            51
        ],
        [
            103,
            57,
            46,
            103,
            57,
            46
        ],
        [
            46.907216,
            41.237113,
            52.57732,
            46.907216,
            41.237113,
            52.57732
        ],
        [
            1.639958,
            2.058357,
            1.311555,
            1.21898,
            1.488675,
            1.002437
        ],
        [
            121583,
            121583,
            50403,
            299064,
            299064,
            171093
        ],
        [
            -34280,
            -27988,
            -34280,
            -248074,
            -155810,
            -248074
        ],
        [
            38,
            36,
            39,
            38,
            36,
            39
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            7420,
            3549,
            3870,
            7420,
            3549,
            3870
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351241,
            -33461,
            -52076,
            -234745,
            -324935,
            -214234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7569,
    "evaluation_days": 1892.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597644000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865691544,
    "expiration_time": 1763619912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 212,
            "offset": 0,
            "poles": 2
        }
    }
}

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)