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Trade: SXP/USDT/720/KCL/VWAP/4302

Strategy
SXP/USDT/720/KCL/VWAP/4302
Pair
SXP_USDT
Interval
12h
Score
373307
Daily Profit
0.164946
Profit Factor
1.552328
Profitability
52.173913
Streak
46.023323
Best Strategy
Training Data Length
1899.000000
Evaluation Time
2025-10-01 15:33
Expiration Time
2025-11-27 01:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 313231.8779 231493.6164 81738.2616 15686.9477 -131432.4567 147119.4044
Total P&L (%) 313.2319 231.4936 81.7383 15.6869 -131.4325 147.1194
Avg Daily Profit (%) 0.1649 0.1219 0.043 0.0077 0 0.0477
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109341 -140871 -34374 -323785 -395092 -101222
Profit Factor 1.5523 1.5706 1.5064 1.014 0.8482 1.5749
Total Trades 115 57 58 115 57 58
Winning Trades 60 32 28 60 32 28
Losing Trades 55 25 30 55 25 30
Profitability (%) 52.1739 56.1404 48.2759 52.1739 56.1404 48.2759
Ratio Avg Win / Avg Loss 1.423 1.227 1.614 0.9295 0.6627 1.6874
Largest Winning Trade 181676 181676 32056 199412 199412 77670
Largest Losing Trade -64397 -64397 -20572 -181343 -181343 -34893
Avg Bars in Trades 29 49 10 29 49 10
Avg Bars in Winners 21 28 13 21 28 13
Avg Bars in Losers 38 75 8 38 75 8
Bars Traded 3414 2803 611 3414 2803 611
Profit Streak 46.0233 0 53.5233 46.0233 0 53.5233
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373307 -207790 -312844 -397727 -760037 -306280
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3798,
    "evaluation_days": 1899,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759322015084,
    "expiration_time": 1764199008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 93
        }
    }
}
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": [
        [
            313231.8779436742,
            231493.6163660783,
            81738.2615775959,
            15686.9477436339,
            -131432.4566985033,
            147119.4044421374
        ],
        [
            313.231878,
            231.493616,
            81.738262,
            15.686948,
            -131.432457,
            147.119404
        ],
        [
            0.164946,
            0.121903,
            0.043043,
            0.007674,
            0,
            0.047652
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109341,
            -140871,
            -34374,
            -323785,
            -395092,
            -101222
        ],
        [
            1.552328,
            1.570611,
            1.506378,
            1.013984,
            0.84821,
            1.574892
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            52.173913,
            56.140351,
            48.275862,
            52.173913,
            56.140351,
            48.275862
        ],
        [
            1.422968,
            1.22704,
            1.613976,
            0.929485,
            0.662664,
            1.687385
        ],
        [
            181676,
            181676,
            32056,
            199412,
            199412,
            77670
        ],
        [
            -64397,
            -64397,
            -20572,
            -181343,
            -181343,
            -34893
        ],
        [
            29,
            49,
            10,
            29,
            49,
            10
        ],
        [
            21,
            28,
            13,
            21,
            28,
            13
        ],
        [
            38,
            75,
            8,
            38,
            75,
            8
        ],
        [
            3414,
            2803,
            611,
            3414,
            2803,
            611
        ],
        [
            46.023323,
            0,
            53.523323,
            46.023323,
            0,
            53.523323
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373307,
            -207790,
            -312844,
            -397727,
            -760037,
            -306280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3798,
    "evaluation_days": 1899,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759322015084,
    "expiration_time": 1764199008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 93
        }
    }
}

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)