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Trade: SXP/USDT/480/PWMA/MIDPRICE/9997

Strategy
SXP/USDT/480/PWMA/MIDPRICE/9997
Pair
SXP_USDT
Interval
8h
Score
461660
Daily Profit
0.238795
Profit Factor
1.821790
Profitability
51.685393
Streak
125.563662
Best Strategy
Training Data Length
1898.330000
Evaluation Time
2025-09-30 16:31
Expiration Time
2025-11-26 08:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453312.09 295636.0885 157676.0015 469440.0325 80715.6804 388724.3521
Total P&L (%) 453.3121 295.6361 157.676 469.44 80.7157 388.7244
Avg Daily Profit (%) 0.2388 0.1557 0.0831 0.0917 0.0312 0.0836
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89305 -95961 -103587 -383959 -325742 -126002
Profit Factor 1.8218 1.8881 1.7209 1.3043 1.0754 1.823
Total Trades 89 44 45 89 44 45
Winning Trades 46 19 27 46 19 27
Losing Trades 43 25 18 43 25 18
Profitability (%) 51.6854 43.1818 60 51.6854 43.1818 60
Ratio Avg Win / Avg Loss 1.703 2.4844 1.1472 1.2193 1.415 1.2153
Largest Winning Trade 133527 133527 56081 230927 230927 128485
Largest Losing Trade -61958 -61958 -41482 -226148 -226148 -79121
Avg Bars in Trades 57 78 36 57 78 36
Avg Bars in Winners 57 76 43 57 76 43
Avg Bars in Losers 58 81 26 58 81 26
Bars Traded 5134 3471 1663 5134 3471 1663
Profit Streak 125.5637 134.5637 125.5637 125.5637 134.5637 125.5637
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461660 316907 -77980 -69048 -290818 -77043
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5695,
    "evaluation_days": 1898.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759239100433,
    "expiration_time": 1764139680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "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": [
        [
            453312.0900276946,
            295636.088511497,
            157676.0015161975,
            469440.0324805081,
            80715.6803635744,
            388724.3521169334
        ],
        [
            453.31209,
            295.636089,
            157.676002,
            469.440032,
            80.71568,
            388.724352
        ],
        [
            0.238795,
            0.155735,
            0.08306,
            0.091674,
            0.031177,
            0.083615
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89305,
            -95961,
            -103587,
            -383959,
            -325742,
            -126002
        ],
        [
            1.82179,
            1.888115,
            1.720855,
            1.304348,
            1.075427,
            1.823003
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            51.685393,
            43.181818,
            60,
            51.685393,
            43.181818,
            60
        ],
        [
            1.702978,
            2.484362,
            1.147236,
            1.219282,
            1.415035,
            1.215335
        ],
        [
            133527,
            133527,
            56081,
            230927,
            230927,
            128485
        ],
        [
            -61958,
            -61958,
            -41482,
            -226148,
            -226148,
            -79121
        ],
        [
            57,
            78,
            36,
            57,
            78,
            36
        ],
        [
            57,
            76,
            43,
            57,
            76,
            43
        ],
        [
            58,
            81,
            26,
            58,
            81,
            26
        ],
        [
            5134,
            3471,
            1663,
            5134,
            3471,
            1663
        ],
        [
            125.563662,
            134.563662,
            125.563662,
            125.563662,
            134.563662,
            125.563662
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461660,
            316907,
            -77980,
            -69048,
            -290818,
            -77043
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5695,
    "evaluation_days": 1898.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759239100433,
    "expiration_time": 1764139680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "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)