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Trade: SXP/USDT/480/ZLMA/MIDPRICE/8466

Strategy
SXP/USDT/480/ZLMA/MIDPRICE/8466
Pair
SXP_USDT
Interval
8h
Score
301031
Daily Profit
0.166187
Profit Factor
1.346541
Profitability
45.652174
Streak
0.000000
Best Strategy
Training Data Length
1903.000000
Evaluation Time
2025-10-05 05:56
Expiration Time
2025-12-01 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316254.0255 202253.1931 114000.8325 16622.7223 -2891.0005 19513.7227
Total P&L (%) 316.254 202.2532 114.0008 16.6227 -2.891 19.5137
Avg Daily Profit (%) 0.1662 0.1063 0.0599 0.0081 -0.0015 0.0094
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185406 -79052 -155729 -139412 -136563 -104902
Profit Factor 1.3465 1.4104 1.2716 1.0171 0.9946 1.0445
Total Trades 184 92 92 184 92 92
Winning Trades 84 37 47 84 37 47
Losing Trades 100 55 45 100 55 45
Profitability (%) 45.6522 40.2174 51.087 45.6522 40.2174 51.087
Ratio Avg Win / Avg Loss 1.603 2.0965 1.2175 1.2109 1.4784 1
Largest Winning Trade 130722 130722 53989 88778 88778 52887
Largest Losing Trade -51601 -31462 -51601 -63154 -42185 -63154
Avg Bars in Trades 29 33 26 29 33 26
Avg Bars in Winners 40 47 35 40 47 35
Avg Bars in Losers 20 24 16 20 24 16
Bars Traded 5496 3083 2413 5496 3083 2413
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301031 -53341 -112911 -393321 -583224 -359033
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5709,
    "evaluation_days": 1903,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632970107,
    "expiration_time": 1764554976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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": [
        [
            316254.0255136177,
            202253.1930543548,
            114000.8324592627,
            16622.7222513032,
            -2891.000468283,
            19513.7227195862
        ],
        [
            316.254026,
            202.253193,
            114.000832,
            16.622722,
            -2.891,
            19.513723
        ],
        [
            0.166187,
            0.106281,
            0.059906,
            0.008081,
            -0.001542,
            0.009368
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185406,
            -79052,
            -155729,
            -139412,
            -136563,
            -104902
        ],
        [
            1.346541,
            1.410355,
            1.271606,
            1.017116,
            0.994569,
            1.044466
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            84,
            37,
            47,
            84,
            37,
            47
        ],
        [
            100,
            55,
            45,
            100,
            55,
            45
        ],
        [
            45.652174,
            40.217391,
            51.086957,
            45.652174,
            40.217391,
            51.086957
        ],
        [
            1.603025,
            2.096474,
            1.217495,
            1.210853,
            1.478413,
            1.00002
        ],
        [
            130722,
            130722,
            53989,
            88778,
            88778,
            52887
        ],
        [
            -51601,
            -31462,
            -51601,
            -63154,
            -42185,
            -63154
        ],
        [
            29,
            33,
            26,
            29,
            33,
            26
        ],
        [
            40,
            47,
            35,
            40,
            47,
            35
        ],
        [
            20,
            24,
            16,
            20,
            24,
            16
        ],
        [
            5496,
            3083,
            2413,
            5496,
            3083,
            2413
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301031,
            -53341,
            -112911,
            -393321,
            -583224,
            -359033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5709,
    "evaluation_days": 1903,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632970107,
    "expiration_time": 1764554976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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)