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Trade: SXP/USDT/720/RMA/HWMA/3073

Strategy
SXP/USDT/720/RMA/HWMA/3073
Pair
SXP_USDT
Interval
12h
Score
504160
Daily Profit
0.327418
Profit Factor
1.613400
Profitability
56.502242
Streak
10.732941
Best Strategy
Training Data Length
1910.000000
Evaluation Time
2025-10-12 08:35
Expiration Time
2025-12-08 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625367.4698 407558.5246 217808.9452 1325934.2846 609681.7737 716252.5109
Total P&L (%) 625.3675 407.5585 217.8089 1325.9343 609.6818 716.2525
Avg Daily Profit (%) 0.3274 0.2134 0.114 0.1392 0.1027 0.11
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91794 -59285 -136610 -1027626 -882837 -986852
Profit Factor 1.6134 1.8567 1.4005 1.1784 1.184 1.174
Total Trades 223 111 112 223 111 112
Winning Trades 126 58 68 126 58 68
Losing Trades 97 53 44 97 53 44
Profitability (%) 56.5022 52.2523 60.7143 56.5022 52.2523 60.7143
Ratio Avg Win / Avg Loss 1.2421 1.6967 0.9062 0.9072 1.0819 0.7596
Largest Winning Trade 180297 180297 64661 500767 500767 282418
Largest Losing Trade -48994 -34767 -48994 -578779 -404101 -578779
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 16 15 15 16 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3563 1774 1789 3563 1774 1789
Profit Streak 10.7329 0 50.7329 10.7329 0 50.7329
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504160 416522 -38901 -29724 -73379 -73710
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3820,
    "evaluation_days": 1910,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1605873600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760247326075,
    "expiration_time": 1765177920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.49464
        }
    }
}
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": [
        [
            625367.4698076089,
            407558.5245866575,
            217808.945220951,
            1325934.284604026,
            609681.7736787846,
            716252.5109252415
        ],
        [
            625.36747,
            407.558525,
            217.808945,
            1325.934285,
            609.681774,
            716.252511
        ],
        [
            0.327418,
            0.213381,
            0.114036,
            0.139228,
            0.102652,
            0.109985
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91794,
            -59285,
            -136610,
            -1027626,
            -882837,
            -986852
        ],
        [
            1.6134,
            1.856726,
            1.400536,
            1.178443,
            1.183961,
            1.174001
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            126,
            58,
            68,
            126,
            58,
            68
        ],
        [
            97,
            53,
            44,
            97,
            53,
            44
        ],
        [
            56.502242,
            52.252252,
            60.714286,
            56.502242,
            52.252252,
            60.714286
        ],
        [
            1.242062,
            1.696663,
            0.906229,
            0.907214,
            1.081895,
            0.759648
        ],
        [
            180297,
            180297,
            64661,
            500767,
            500767,
            282418
        ],
        [
            -48994,
            -34767,
            -48994,
            -578779,
            -404101,
            -578779
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            16,
            15,
            15,
            16,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3563,
            1774,
            1789,
            3563,
            1774,
            1789
        ],
        [
            10.732941,
            0,
            50.732941,
            10.732941,
            0,
            50.732941
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504160,
            416522,
            -38901,
            -29724,
            -73379,
            -73710
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3820,
    "evaluation_days": 1910,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1605873600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760247326075,
    "expiration_time": 1765177920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.49464
        }
    }
}

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)