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Trade: SXP/USDT/480/ALMA/MIDPRICE/5473

Strategy
SXP/USDT/480/ALMA/MIDPRICE/5473
Pair
SXP_USDT
Interval
8h
Score
455041
Daily Profit
0.230169
Profit Factor
1.775521
Profitability
56.989247
Streak
139.550794
Best Strategy
Training Data Length
1903.670000
Evaluation Time
2025-10-06 00:13
Expiration Time
2025-12-01 20:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 438166.2803 289040.1847 149126.0956 261203.1512 93073.0513 168130.0999
Total P&L (%) 438.1663 289.0402 149.1261 261.2032 93.0731 168.1301
Avg Daily Profit (%) 0.2302 0.1518 0.0783 0.0675 0.0346 0.0518
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92051 -91673 -121268 -250091 -220402 -187723
Profit Factor 1.7755 1.8691 1.6416 1.231 1.1271 1.4222
Total Trades 93 46 47 93 46 47
Winning Trades 53 20 33 53 20 33
Losing Trades 40 26 14 40 26 14
Profitability (%) 56.9892 43.4783 70.2128 56.9892 43.4783 70.2128
Ratio Avg Win / Avg Loss 1.34 2.4298 0.6964 0.9291 1.4652 0.6033
Largest Winning Trade 117031 117031 55740 167058 167058 73314
Largest Losing Trade -63958 -63958 -58922 -171609 -171609 -102946
Avg Bars in Trades 55 75 35 55 75 35
Avg Bars in Winners 50 69 39 50 69 39
Avg Bars in Losers 61 80 24 61 80 24
Bars Traded 5138 3492 1646 5138 3492 1646
Profit Streak 139.5508 139.5508 147.5508 139.5508 139.5508 147.5508
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455041 319139 -84363 -102324 -229339 -120880
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5711,
    "evaluation_days": 1903.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599494400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759698788637,
    "expiration_time": 1764614304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 149,
            "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": [
        [
            438166.2803174637,
            289040.1847003211,
            149126.0956171426,
            261203.1511586946,
            93073.051251669,
            168130.0999070255
        ],
        [
            438.16628,
            289.040185,
            149.126096,
            261.203151,
            93.073051,
            168.1301
        ],
        [
            0.230169,
            0.151833,
            0.078336,
            0.067486,
            0.034565,
            0.051824
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92051,
            -91673,
            -121268,
            -250091,
            -220402,
            -187723
        ],
        [
            1.775521,
            1.869101,
            1.641617,
            1.231029,
            1.12709,
            1.422155
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            53,
            20,
            33,
            53,
            20,
            33
        ],
        [
            40,
            26,
            14,
            40,
            26,
            14
        ],
        [
            56.989247,
            43.478261,
            70.212766,
            56.989247,
            43.478261,
            70.212766
        ],
        [
            1.340016,
            2.429831,
            0.696444,
            0.929078,
            1.465216,
            0.603339
        ],
        [
            117031,
            117031,
            55740,
            167058,
            167058,
            73314
        ],
        [
            -63958,
            -63958,
            -58922,
            -171609,
            -171609,
            -102946
        ],
        [
            55,
            75,
            35,
            55,
            75,
            35
        ],
        [
            50,
            69,
            39,
            50,
            69,
            39
        ],
        [
            61,
            80,
            24,
            61,
            80,
            24
        ],
        [
            5138,
            3492,
            1646,
            5138,
            3492,
            1646
        ],
        [
            139.550794,
            139.550794,
            147.550794,
            139.550794,
            139.550794,
            147.550794
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455041,
            319139,
            -84363,
            -102324,
            -229339,
            -120880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5711,
    "evaluation_days": 1903.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599494400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759698788637,
    "expiration_time": 1764614304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 149,
            "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)