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Trade: SXP/USDT/720/HWMA/KCL/9483

Strategy
SXP/USDT/720/HWMA/KCL/9483
Pair
SXP_USDT
Interval
12h
Score
518793
Daily Profit
0.164957
Profit Factor
1.723316
Profitability
81.481481
Streak
65.572104
Best Strategy
Training Data Length
1904.000000
Evaluation Time
2025-10-06 04:43
Expiration Time
2025-12-02 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314078.2276 133150.046 180928.1816 -1433725.9555 -318076.6343 -1115649.3212
Total P&L (%) 314.0782 133.15 180.9282 -1433.726 -318.0766 -1115.6493
Avg Daily Profit (%) 0.165 0.0699 0.095 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148505 -104293 -138884 -1490490 -487300 -1155924
Profit Factor 1.7233 1.6735 1.765 0.315 0.606 0.1324
Total Trades 135 67 68 135 67 68
Winning Trades 110 50 60 28 17 11
Losing Trades 25 17 8 107 50 57
Profitability (%) 81.4815 74.6269 88.2353 20.7407 25.3731 16.1765
Ratio Avg Win / Avg Loss 0.3917 0.569 0.2353 1.2039 1.7823 0.686
Largest Winning Trade 29320 23027 29320 210286 210286 48830
Largest Losing Trade -138884 -60937 -138884 -196773 -95650 -196773
Avg Bars in Trades 26 24 28 26 24 28
Avg Bars in Winners 12 9 14 66 61 73
Avg Bars in Losers 86 65 132 15 11 20
Bars Traded 3558 1611 1947 3558 1611 1947
Profit Streak 65.5721 104.0721 65.5721 0 0 0
Trades During Streak 10 7 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518793 -210872 -168257 -627063 -722850 -758662
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3808,
    "evaluation_days": 1904,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715029767,
    "expiration_time": 1764643968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.62051,
            "nb": 0.1,
            "nc": 0.17943
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 169,
            "offset": 238,
            "scalar": 2
        }
    }
}
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": [
        [
            314078.2275596029,
            133150.045982725,
            180928.1815768777,
            -1433725.95551565,
            -318076.6342922729,
            -1115649.3212233777
        ],
        [
            314.078228,
            133.150046,
            180.928182,
            -1433.725956,
            -318.076634,
            -1115.649321
        ],
        [
            0.164957,
            0.069932,
            0.095025,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148505,
            -104293,
            -138884,
            -1490490,
            -487300,
            -1155924
        ],
        [
            1.723316,
            1.673497,
            1.764957,
            0.31503,
            0.605975,
            0.13238
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            110,
            50,
            60,
            28,
            17,
            11
        ],
        [
            25,
            17,
            8,
            107,
            50,
            57
        ],
        [
            81.481481,
            74.626866,
            88.235294,
            20.740741,
            25.373134,
            16.176471
        ],
        [
            0.391663,
            0.568989,
            0.235328,
            1.203866,
            1.78228,
            0.685968
        ],
        [
            29320,
            23027,
            29320,
            210286,
            210286,
            48830
        ],
        [
            -138884,
            -60937,
            -138884,
            -196773,
            -95650,
            -196773
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            12,
            9,
            14,
            66,
            61,
            73
        ],
        [
            86,
            65,
            132,
            15,
            11,
            20
        ],
        [
            3558,
            1611,
            1947,
            3558,
            1611,
            1947
        ],
        [
            65.572104,
            104.072104,
            65.572104,
            0,
            0,
            0
        ],
        [
            10,
            7,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518793,
            -210872,
            -168257,
            -627063,
            -722850,
            -758662
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3808,
    "evaluation_days": 1904,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715029767,
    "expiration_time": 1764643968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.62051,
            "nb": 0.1,
            "nc": 0.17943
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 169,
            "offset": 238,
            "scalar": 2
        }
    }
}

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)