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Trade: SXP/USDT/480/BBM/WMA/7596

Strategy
SXP/USDT/480/BBM/WMA/7596
Pair
SXP_USDT
Interval
8h
Score
389848
Daily Profit
0.160407
Profit Factor
1.429742
Profitability
69.285714
Streak
22.801043
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 06:13
Expiration Time
2025-11-30 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305094.2409 126437.3025 178656.9385 -557858.1708 -185372.1546 -372486.0162
Total P&L (%) 305.0942 126.4373 178.6569 -557.8582 -185.3722 -372.486
Avg Daily Profit (%) 0.1604 0.0665 0.0939 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147916 -63692 -150826 -695541 -374682 -437546
Profit Factor 1.4297 1.3391 1.5301 0.6391 0.7466 0.5424
Total Trades 140 70 70 140 70 70
Winning Trades 97 42 55 47 28 19
Losing Trades 43 28 15 93 42 51
Profitability (%) 69.2857 60 78.5714 33.5714 40 27.1429
Ratio Avg Win / Avg Loss 0.6338 0.8927 0.4173 1.2645 1.12 1.4558
Largest Winning Trade 65670 65670 26720 137573 104621 137573
Largest Losing Trade -134902 -58626 -134902 -119217 -83935 -119217
Avg Bars in Trades 39 47 32 39 47 32
Avg Bars in Winners 21 21 21 68 78 54
Avg Bars in Losers 80 84 73 25 26 24
Bars Traded 5562 3291 2271 5562 3291 2271
Profit Streak 22.801 22.801 65.801 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389848 -197852 -157247 -585129 -677458 -693939
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5706,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598112000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759547610124,
    "expiration_time": 1764465984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 3.02408
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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": [
        [
            305094.2409207698,
            126437.3024698856,
            178656.9384508843,
            -557858.1707616809,
            -185372.1545526976,
            -372486.0162089834
        ],
        [
            305.094241,
            126.437302,
            178.656938,
            -557.858171,
            -185.372155,
            -372.486016
        ],
        [
            0.160407,
            0.066476,
            0.093931,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147916,
            -63692,
            -150826,
            -695541,
            -374682,
            -437546
        ],
        [
            1.429742,
            1.339059,
            1.530075,
            0.639067,
            0.746643,
            0.542365
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            97,
            42,
            55,
            47,
            28,
            19
        ],
        [
            43,
            28,
            15,
            93,
            42,
            51
        ],
        [
            69.285714,
            60,
            78.571429,
            33.571429,
            40,
            27.142857
        ],
        [
            0.633803,
            0.892706,
            0.417293,
            1.264538,
            1.119965,
            1.455823
        ],
        [
            65670,
            65670,
            26720,
            137573,
            104621,
            137573
        ],
        [
            -134902,
            -58626,
            -134902,
            -119217,
            -83935,
            -119217
        ],
        [
            39,
            47,
            32,
            39,
            47,
            32
        ],
        [
            21,
            21,
            21,
            68,
            78,
            54
        ],
        [
            80,
            84,
            73,
            25,
            26,
            24
        ],
        [
            5562,
            3291,
            2271,
            5562,
            3291,
            2271
        ],
        [
            22.801043,
            22.801043,
            65.801043,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389848,
            -197852,
            -157247,
            -585129,
            -677458,
            -693939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5706,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598112000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759547610124,
    "expiration_time": 1764465984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 3.02408
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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)