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Trade: SXP/USDT/480/MIDPRICE/PWMA/9645

Strategy
SXP/USDT/480/MIDPRICE/PWMA/9645
Pair
SXP_USDT
Interval
8h
Score
329517
Daily Profit
0.153580
Profit Factor
1.425969
Profitability
47.368421
Streak
80.296328
Best Strategy
Training Data Length
1897.670000
Evaluation Time
2025-09-30 02:06
Expiration Time
2025-11-25 16:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1830.1409 105493.0444 -103662.9035 -1458080.6484 1739719.4397 -3197800.0881
Total P&L (%) 1.8301 105.493 -103.6629 -1458.0806 1739.7194 -3197.8001
Avg Daily Profit (%) 0.001 0.0556 -0.0546 0 0.1536 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -383226 -107415 -357034 -4339778 -1403951 -3623557
Profit Factor 1.0023 1.3632 0.7909 0.8481 1.426 0.42
Total Trades 77 38 39 77 38 39
Winning Trades 48 23 25 34 18 16
Losing Trades 29 15 14 43 20 23
Profitability (%) 62.3377 60.5263 64.1026 44.1558 47.3684 41.0256
Ratio Avg Win / Avg Loss 0.6056 0.8891 0.4429 1.0726 1.5844 0.6038
Largest Winning Trade 86767 86767 44790 2763364 2763364 577553
Largest Losing Trade -357034 -69358 -357034 -1269586 -1080133 -1269586
Avg Bars in Trades 70 73 67 70 73 67
Avg Bars in Winners 52 48 55 84 102 63
Avg Bars in Losers 100 111 87 59 47 70
Bars Traded 5410 2788 2622 5410 2788 2622
Profit Streak 31.963 0 85.6297 0 80.2963 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -620791 -118503 -577968 -627661 329517 -584247
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5693,
    "evaluation_days": 1897.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759187202706,
    "expiration_time": 1764080352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "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": [
        [
            1830.1408840039,
            105493.0443750254,
            -103662.9034910214,
            -1458080.6483969316,
            1739719.439746815,
            -3197800.088143746
        ],
        [
            1.830141,
            105.493044,
            -103.662903,
            -1458.080648,
            1739.71944,
            -3197.800088
        ],
        [
            0.000964,
            0.055591,
            -0.054626,
            0,
            0.15358,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -383226,
            -107415,
            -357034,
            -4339778,
            -1403951,
            -3623557
        ],
        [
            1.002328,
            1.363212,
            0.790868,
            0.848081,
            1.425969,
            0.420017
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            48,
            23,
            25,
            34,
            18,
            16
        ],
        [
            29,
            15,
            14,
            43,
            20,
            23
        ],
        [
            62.337662,
            60.526316,
            64.102564,
            44.155844,
            47.368421,
            41.025641
        ],
        [
            0.605573,
            0.889051,
            0.442886,
            1.072573,
            1.58441,
            0.603774
        ],
        [
            86767,
            86767,
            44790,
            2763364,
            2763364,
            577553
        ],
        [
            -357034,
            -69358,
            -357034,
            -1269586,
            -1080133,
            -1269586
        ],
        [
            70,
            73,
            67,
            70,
            73,
            67
        ],
        [
            52,
            48,
            55,
            84,
            102,
            63
        ],
        [
            100,
            111,
            87,
            59,
            47,
            70
        ],
        [
            5410,
            2788,
            2622,
            5410,
            2788,
            2622
        ],
        [
            31.962994,
            0,
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        ],
        [
            1,
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            0
        ],
        [
            0.8,
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        ],
        [
            -620791,
            -118503,
            -577968,
            -627661,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5693,
    "evaluation_days": 1897.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759187202706,
    "expiration_time": 1764080352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "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)