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Trade: SXP/USDT/360/SMA/SSF/3608

Strategy
SXP/USDT/360/SMA/SSF/3608
Pair
SXP_USDT
Interval
6h
Score
419676
Daily Profit
0.191358
Profit Factor
1.565237
Profitability
67.058824
Streak
100.896319
Best Strategy
Training Data Length
1909.750000
Evaluation Time
2025-10-12 06:30
Expiration Time
2025-12-08 09:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365445.2007 164538.7683 200906.4324 -95925.5182 -63808.6686 -32116.8496
Total P&L (%) 365.4452 164.5388 200.9064 -95.9255 -63.8087 -32.1169
Avg Daily Profit (%) 0.1914 0.0862 0.1052 -0.1674 -0.0532 -0.0203
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164780 -88705 -136068 -141018 -8229 -92885
Profit Factor 1.5652 1.4875 1.6502 0.4648 0.2545 0.657
Total Trades 85 42 43 85 42 43
Winning Trades 57 23 34 49 23 26
Losing Trades 28 19 9 36 19 17
Profitability (%) 67.0588 54.7619 79.0698 57.6471 54.7619 60.4651
Ratio Avg Win / Avg Loss 0.7689 1.2288 0.4368 0.3415 0.2102 0.4296
Largest Winning Trade 75962 75962 37195 37195 15552 37195
Largest Losing Trade -112251 -56663 -112251 -89744 -73007 -89744
Avg Bars in Trades 87 98 77 87 98 77
Avg Bars in Winners 66 71 63 77 88 68
Avg Bars in Losers 131 132 130 101 112 89
Bars Traded 7472 4156 3316 7472 4156 3316
Profit Streak 100.8963 100.8963 301.1463 100.8963 100.8963 301.1463
Trades During Streak 3 1 8 3 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419676 -75479 -46920 -578203 -579557 -577917
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7639,
    "evaluation_days": 1909.75,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596564000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239841947,
    "expiration_time": 1765177272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            365445.2007236491,
            164538.768284893,
            200906.4324387562,
            -95925.5181793776,
            -63808.6685845046,
            -32116.849594873
        ],
        [
            365.445201,
            164.538768,
            200.906432,
            -95.925518,
            -63.808669,
            -32.11685
        ],
        [
            0.191358,
            0.086157,
            0.1052,
            -0.167443,
            -0.053205,
            -0.020282
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164780,
            -88705,
            -136068,
            -141018,
            -8229,
            -92885
        ],
        [
            1.565237,
            1.487453,
            1.650211,
            0.464784,
            0.254457,
            0.65702
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            57,
            23,
            34,
            49,
            23,
            26
        ],
        [
            28,
            19,
            9,
            36,
            19,
            17
        ],
        [
            67.058824,
            54.761905,
            79.069767,
            57.647059,
            54.761905,
            60.465116
        ],
        [
            0.768888,
            1.228765,
            0.436821,
            0.341474,
            0.210204,
            0.42959
        ],
        [
            75962,
            75962,
            37195,
            37195,
            15552,
            37195
        ],
        [
            -112251,
            -56663,
            -112251,
            -89744,
            -73007,
            -89744
        ],
        [
            87,
            98,
            77,
            87,
            98,
            77
        ],
        [
            66,
            71,
            63,
            77,
            88,
            68
        ],
        [
            131,
            132,
            130,
            101,
            112,
            89
        ],
        [
            7472,
            4156,
            3316,
            7472,
            4156,
            3316
        ],
        [
            100.896319,
            100.896319,
            301.146319,
            100.896319,
            100.896319,
            301.146319
        ],
        [
            3,
            1,
            8,
            3,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419676,
            -75479,
            -46920,
            -578203,
            -579557,
            -577917
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7639,
    "evaluation_days": 1909.75,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596564000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239841947,
    "expiration_time": 1765177272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 3
        }
    }
}

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)