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Trade: SXP/USDT/480/WMA/MIDPRICE/9394

Strategy
SXP/USDT/480/WMA/MIDPRICE/9394
Pair
SXP_USDT
Interval
8h
Score
306353
Daily Profit
0.164281
Profit Factor
1.787993
Profitability
42.857143
Streak
237.711050
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-03 20:03
Expiration Time
2025-11-29 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278163.8967 312352.2615 -34188.3648 -80769.8946 184947.2607 -265717.1553
Total P&L (%) 278.1639 312.3523 -34.1884 -80.7699 184.9473 -265.7172
Avg Daily Profit (%) 0.1463 0.1643 -0.018 -0.0867 0.0551 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -270995 -203929 -108401 -442807 -186697 -266454
Profit Factor 1.4468 1.788 0.8488 0.8526 1.7764 0.1421
Total Trades 71 35 36 71 35 36
Winning Trades 32 15 17 32 15 17
Losing Trades 39 20 19 39 20 19
Profitability (%) 45.0704 42.8571 47.2222 45.0704 42.8571 47.2222
Ratio Avg Win / Avg Loss 1.7633 2.384 0.9487 1.0391 2.3686 0.1588
Largest Winning Trade 419560 419560 33565 367488 367488 6685
Largest Losing Trade -56472 -56472 -51653 -181218 -62176 -181218
Avg Bars in Trades 64 106 23 64 106 23
Avg Bars in Winners 84 140 34 84 140 34
Avg Bars in Losers 47 80 13 47 80 13
Bars Traded 4550 3710 840 4550 3710 840
Profit Streak 0 237.7111 0 0 237.7111 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88842 306353 -581582 -672305 -118182 -581582
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5704,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759511034748,
    "expiration_time": 1764406656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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": [
        [
            278163.8966927752,
            312352.2614633915,
            -34188.3647706162,
            -80769.8945624194,
            184947.2607256058,
            -265717.1552880253
        ],
        [
            278.163897,
            312.352261,
            -34.188365,
            -80.769895,
            184.947261,
            -265.717155
        ],
        [
            0.1463,
            0.164281,
            -0.017981,
            -0.086675,
            0.055089,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -270995,
            -203929,
            -108401,
            -442807,
            -186697,
            -266454
        ],
        [
            1.44682,
            1.787993,
            0.848826,
            0.852587,
            1.77643,
            0.142051
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            45.070423,
            42.857143,
            47.222222,
            45.070423,
            42.857143,
            47.222222
        ],
        [
            1.763311,
            2.38399,
            0.948688,
            1.03909,
            2.368573,
            0.158763
        ],
        [
            419560,
            419560,
            33565,
            367488,
            367488,
            6685
        ],
        [
            -56472,
            -56472,
            -51653,
            -181218,
            -62176,
            -181218
        ],
        [
            64,
            106,
            23,
            64,
            106,
            23
        ],
        [
            84,
            140,
            34,
            84,
            140,
            34
        ],
        [
            47,
            80,
            13,
            47,
            80,
            13
        ],
        [
            4550,
            3710,
            840,
            4550,
            3710,
            840
        ],
        [
            0,
            237.71105,
            0,
            0,
            237.71105,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88842,
            306353,
            -581582,
            -672305,
            -118182,
            -581582
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5704,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759511034748,
    "expiration_time": 1764406656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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)