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Trade: SXP/USDT/480/HILO/KCL/9907

Strategy
SXP/USDT/480/HILO/KCL/9907
Pair
SXP_USDT
Interval
8h
Score
344205
Daily Profit
0.152485
Profit Factor
1.482384
Profitability
64.800000
Streak
49.836064
Best Strategy
Training Data Length
1894.000000
Evaluation Time
2025-09-26 07:03
Expiration Time
2025-11-21 21:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288807.1783 142749.1841 146057.9942 -932061.2896 -342545.7572 -589515.5323
Total P&L (%) 288.8072 142.7492 146.058 -932.0613 -342.5458 -589.5155
Avg Daily Profit (%) 0.1525 0.0754 0.0771 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162638 -52488 -171489 -1161985 -406342 -810687
Profit Factor 1.4824 1.7139 1.3663 0.6845 0.6739 0.6903
Total Trades 125 63 62 125 63 62
Winning Trades 81 39 42 46 23 23
Losing Trades 44 24 20 79 40 39
Profitability (%) 64.8 61.9048 67.7419 36.8 36.5079 37.0968
Ratio Avg Win / Avg Loss 0.8052 1.0547 0.6506 1.1755 1.1721 1.1705
Largest Winning Trade 43633 43633 37207 362477 187154 362477
Largest Losing Trade -155213 -52488 -155213 -334806 -75391 -334806
Avg Bars in Trades 43 24 61 43 24 61
Avg Bars in Winners 36 23 47 48 26 69
Avg Bars in Losers 55 26 90 40 23 56
Bars Traded 5385 1564 3821 5385 1564 3821
Profit Streak 49.8361 92.8361 0 0 0 101.5027
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344205 -234477 -243043 -583913 -731038 -737629
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5682,
    "evaluation_days": 1894,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597852800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758859435902,
    "expiration_time": 1763754048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 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": [
        [
            288807.1783243367,
            142749.1841039016,
            146057.9942204352,
            -932061.2895608906,
            -342545.7572330948,
            -589515.5323277958
        ],
        [
            288.807178,
            142.749184,
            146.057994,
            -932.06129,
            -342.545757,
            -589.515532
        ],
        [
            0.152485,
            0.075369,
            0.077116,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162638,
            -52488,
            -171489,
            -1161985,
            -406342,
            -810687
        ],
        [
            1.482384,
            1.713883,
            1.366293,
            0.684496,
            0.673949,
            0.690316
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            81,
            39,
            42,
            46,
            23,
            23
        ],
        [
            44,
            24,
            20,
            79,
            40,
            39
        ],
        [
            64.8,
            61.904762,
            67.741935,
            36.8,
            36.507937,
            37.096774
        ],
        [
            0.805246,
            1.054697,
            0.650616,
            1.175547,
            1.172086,
            1.170536
        ],
        [
            43633,
            43633,
            37207,
            362477,
            187154,
            362477
        ],
        [
            -155213,
            -52488,
            -155213,
            -334806,
            -75391,
            -334806
        ],
        [
            43,
            24,
            61,
            43,
            24,
            61
        ],
        [
            36,
            23,
            47,
            48,
            26,
            69
        ],
        [
            55,
            26,
            90,
            40,
            23,
            56
        ],
        [
            5385,
            1564,
            3821,
            5385,
            1564,
            3821
        ],
        [
            49.836064,
            92.836064,
            0,
            0,
            0,
            101.50273
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344205,
            -234477,
            -243043,
            -583913,
            -731038,
            -737629
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5682,
    "evaluation_days": 1894,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597852800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758859435902,
    "expiration_time": 1763754048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 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)