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Trade: SXP/USDT/720/SMA/DCM/5683

Strategy
SXP/USDT/720/SMA/DCM/5683
Pair
SXP_USDT
Interval
12h
Score
493631
Daily Profit
0.303063
Profit Factor
1.988531
Profitability
48.387097
Streak
59.471561
Best Strategy
Training Data Length
1892.500000
Evaluation Time
2025-09-27 02:19
Expiration Time
2025-11-20 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 573546.9596 424531.4046 149015.555 492621.1969 60377.9689 432243.228
Total P&L (%) 573.547 424.5314 149.0156 492.6212 60.378 432.2432
Avg Daily Profit (%) 0.3031 0.2243 0.0787 0.0941 0.025 0.0884
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119736 -103567 -105857 -376542 -406989 -194027
Profit Factor 1.9885 2.2865 1.5955 1.312 1.0568 1.8387
Total Trades 93 46 47 93 46 47
Winning Trades 45 19 26 45 19 26
Losing Trades 48 27 21 48 27 21
Profitability (%) 48.3871 41.3043 55.3191 48.3871 41.3043 55.3191
Ratio Avg Win / Avg Loss 2.1211 3.2493 1.2887 1.3995 1.5017 1.4851
Largest Winning Trade 214116 214116 55194 209866 209866 149256
Largest Losing Trade -65469 -63869 -65469 -319361 -319361 -164596
Avg Bars in Trades 36 53 19 36 53 19
Avg Bars in Winners 48 78 25 48 78 25
Avg Bars in Losers 25 35 12 25 35 12
Bars Traded 3394 2468 926 3394 2468 926
Profit Streak 59.4716 59.4716 372.9716 59.4716 59.4716 372.9716
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493631 339639 -83500 -66210 -319868 -70154
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3785,
    "evaluation_days": 1892.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928742907,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "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": [
        [
            573546.9596279304,
            424531.4046237898,
            149015.5550041404,
            492621.1969186499,
            60377.968875637,
            432243.228043013
        ],
        [
            573.54696,
            424.531405,
            149.015555,
            492.621197,
            60.377969,
            432.243228
        ],
        [
            0.303063,
            0.224323,
            0.07874,
            0.094067,
            0.024963,
            0.088384
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119736,
            -103567,
            -105857,
            -376542,
            -406989,
            -194027
        ],
        [
            1.988531,
            2.286532,
            1.595539,
            1.312042,
            1.056781,
            1.838741
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            48.387097,
            41.304348,
            55.319149,
            48.387097,
            41.304348,
            55.319149
        ],
        [
            2.1211,
            3.249282,
            1.288704,
            1.399511,
            1.501741,
            1.485137
        ],
        [
            214116,
            214116,
            55194,
            209866,
            209866,
            149256
        ],
        [
            -65469,
            -63869,
            -65469,
            -319361,
            -319361,
            -164596
        ],
        [
            36,
            53,
            19,
            36,
            53,
            19
        ],
        [
            48,
            78,
            25,
            48,
            78,
            25
        ],
        [
            25,
            35,
            12,
            25,
            35,
            12
        ],
        [
            3394,
            2468,
            926,
            3394,
            2468,
            926
        ],
        [
            59.471561,
            59.471561,
            372.971561,
            59.471561,
            59.471561,
            372.971561
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493631,
            339639,
            -83500,
            -66210,
            -319868,
            -70154
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3785,
    "evaluation_days": 1892.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928742907,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "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)