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Trade: SXP/USDT/720/SINWMA/MIDPRICE/7695

Strategy
SXP/USDT/720/SINWMA/MIDPRICE/7695
Pair
SXP_USDT
Interval
12h
Score
387560
Daily Profit
0.234133
Profit Factor
1.547736
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
1896.500000
Evaluation Time
2025-09-28 15:57
Expiration Time
2025-11-24 11:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 444034.007 295831.5876 148202.4194 296102.7069 23466.1622 272636.5447
Total P&L (%) 444.034 295.8316 148.2024 296.1027 23.4662 272.6365
Avg Daily Profit (%) 0.2341 0.156 0.0781 0.0726 0.0111 0.0694
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133867 -91738 -73254 -1304569 -942022 -424276
Profit Factor 1.5477 1.6307 1.4338 1.0718 1.0093 1.1711
Total Trades 160 80 80 160 80 80
Winning Trades 76 37 39 76 37 39
Losing Trades 84 43 41 84 43 41
Profitability (%) 47.5 46.25 48.75 47.5 46.25 48.75
Ratio Avg Win / Avg Loss 1.7107 1.8952 1.5073 1.1846 1.1729 1.2311
Largest Winning Trade 140247 140247 55104 710952 710952 345169
Largest Losing Trade -42905 -42905 -41636 -497543 -497543 -188512
Avg Bars in Trades 22 29 15 22 29 15
Avg Bars in Winners 24 30 19 24 30 19
Avg Bars in Losers 20 27 12 20 27 12
Bars Traded 3584 2330 1254 3584 2330 1254
Profit Streak 0 0 80.5402 0 0 80.5402
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387560 -10306 -105303 -237446 -413537 -151349
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3793,
    "evaluation_days": 1896.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597449600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064272974,
    "expiration_time": 1763976528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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": [
        [
            444034.0070070967,
            295831.5876216051,
            148202.4193854908,
            296102.7069306793,
            23466.162194484,
            272636.5447361953
        ],
        [
            444.034007,
            295.831588,
            148.202419,
            296.102707,
            23.466162,
            272.636545
        ],
        [
            0.234133,
            0.155988,
            0.078145,
            0.072608,
            0.011116,
            0.069385
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133867,
            -91738,
            -73254,
            -1304569,
            -942022,
            -424276
        ],
        [
            1.547736,
            1.630713,
            1.43381,
            1.071757,
            1.009265,
            1.171068
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            47.5,
            46.25,
            48.75,
            47.5,
            46.25,
            48.75
        ],
        [
            1.710655,
            1.895153,
            1.507339,
            1.184574,
            1.17293,
            1.231123
        ],
        [
            140247,
            140247,
            55104,
            710952,
            710952,
            345169
        ],
        [
            -42905,
            -42905,
            -41636,
            -497543,
            -497543,
            -188512
        ],
        [
            22,
            29,
            15,
            22,
            29,
            15
        ],
        [
            24,
            30,
            19,
            24,
            30,
            19
        ],
        [
            20,
            27,
            12,
            20,
            27,
            12
        ],
        [
            3584,
            2330,
            1254,
            3584,
            2330,
            1254
        ],
        [
            0,
            0,
            80.540196,
            0,
            0,
            80.540196
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387560,
            -10306,
            -105303,
            -237446,
            -413537,
            -151349
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3793,
    "evaluation_days": 1896.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597449600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064272974,
    "expiration_time": 1763976528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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)