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Trade: SXP/USDT/480/WMA/MIDPRICE/2725

Strategy
SXP/USDT/480/WMA/MIDPRICE/2725
Pair
SXP_USDT
Interval
8h
Score
378459
Daily Profit
0.163419
Profit Factor
1.401401
Profitability
56.363636
Streak
177.302418
Best Strategy
Training Data Length
1900.330000
Evaluation Time
2025-10-02 18:15
Expiration Time
2025-11-28 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310550.9367 201904.0729 108646.8638 -75888.9331 -66383.6125 -9505.3206
Total P&L (%) 310.5509 201.9041 108.6469 -75.8889 -66.3836 -9.5053
Avg Daily Profit (%) 0.1634 0.1062 0.0572 -0.0748 -0.0574 -0.0053
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157284 -112181 -144630 -124721 -86077 -54002
Profit Factor 1.4014 1.4266 1.3618 0.7268 0.642 0.897
Total Trades 110 55 55 110 55 55
Winning Trades 62 27 35 62 27 35
Losing Trades 48 28 20 48 28 20
Profitability (%) 56.3636 49.0909 63.6364 56.3636 49.0909 63.6364
Ratio Avg Win / Avg Loss 1.085 1.4794 0.7781 0.5627 0.6658 0.5126
Largest Winning Trade 136858 136858 58941 20418 20418 15471
Largest Losing Trade -85925 -60995 -85925 -78944 -78944 -45276
Avg Bars in Trades 49 66 32 49 66 32
Avg Bars in Winners 43 58 31 43 58 31
Avg Bars in Losers 57 74 33 57 74 33
Bars Traded 5420 3660 1760 5420 3660 1760
Profit Streak 177.3024 178.6358 177.3024 177.3024 178.6358 177.3024
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378459 -229724 -295098 -578277 -760216 -758095
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5701,
    "evaluation_days": 1900.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598054400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759418128895,
    "expiration_time": 1764317664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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": [
        [
            310550.9367495899,
            201904.0729095071,
            108646.8638400828,
            -75888.9331046524,
            -66383.6125047122,
            -9505.3205999402
        ],
        [
            310.550937,
            201.904073,
            108.646864,
            -75.888933,
            -66.383613,
            -9.505321
        ],
        [
            0.163419,
            0.106247,
            0.057173,
            -0.074827,
            -0.05735,
            -0.005256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157284,
            -112181,
            -144630,
            -124721,
            -86077,
            -54002
        ],
        [
            1.401401,
            1.426555,
            1.361757,
            0.72676,
            0.641999,
            0.897027
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            56.363636,
            49.090909,
            63.636364,
            56.363636,
            49.090909,
            63.636364
        ],
        [
            1.084956,
            1.479391,
            0.778147,
            0.562653,
            0.665777,
            0.512587
        ],
        [
            136858,
            136858,
            58941,
            20418,
            20418,
            15471
        ],
        [
            -85925,
            -60995,
            -85925,
            -78944,
            -78944,
            -45276
        ],
        [
            49,
            66,
            32,
            49,
            66,
            32
        ],
        [
            43,
            58,
            31,
            43,
            58,
            31
        ],
        [
            57,
            74,
            33,
            57,
            74,
            33
        ],
        [
            5420,
            3660,
            1760,
            5420,
            3660,
            1760
        ],
        [
            177.302418,
            178.635751,
            177.302418,
            177.302418,
            178.635751,
            177.302418
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378459,
            -229724,
            -295098,
            -578277,
            -760216,
            -758095
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5701,
    "evaluation_days": 1900.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598054400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759418128895,
    "expiration_time": 1764317664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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)