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Trade: SXP/USDT/720/SUPERTREND/SWMA/2874

Strategy
SXP/USDT/720/SUPERTREND/SWMA/2874
Pair
SXP_USDT
Interval
12h
Score
348722
Daily Profit
0.161121
Profit Factor
1.499657
Profitability
60.000000
Streak
92.280982
Best Strategy
Training Data Length
1909.000000
Evaluation Time
2025-10-11 09:44
Expiration Time
2025-12-07 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307579.8934 188090.4853 119489.4081 -454635.5223 -81673.8231 -372961.6992
Total P&L (%) 307.5799 188.0905 119.4894 -454.6355 -81.6738 -372.9617
Avg Daily Profit (%) 0.1611 0.0985 0.0626 0 -0.0888 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145704 -69041 -154826 -465781 -180001 -359700
Profit Factor 1.4997 1.8011 1.3138 0.4884 0.7406 0.35
Total Trades 85 42 43 85 42 43
Winning Trades 51 28 23 33 15 18
Losing Trades 34 14 20 52 27 25
Profitability (%) 60 66.6667 53.4884 38.8235 35.7143 41.8605
Ratio Avg Win / Avg Loss 0.9998 0.9005 1.1424 0.7696 1.3331 0.4862
Largest Winning Trade 62052 58936 62052 66045 54189 66045
Largest Losing Trade -128171 -53188 -128171 -142458 -117205 -142458
Avg Bars in Trades 42 31 53 42 31 53
Avg Bars in Winners 37 26 50 46 40 50
Avg Bars in Losers 50 41 56 40 25 55
Bars Traded 3616 1313 2303 3616 1313 2303
Profit Streak 92.281 114.281 92.281 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348722 -58029 -108118 -584897 -584623 -583892
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3818,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760165076878,
    "expiration_time": 1765088928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 103,
            "offset": 0,
            "multiplier": 3.33568
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 102,
            "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": [
        [
            307579.8933547715,
            188090.4852934364,
            119489.408061335,
            -454635.5223465848,
            -81673.8231023606,
            -372961.6992442242
        ],
        [
            307.579893,
            188.090485,
            119.489408,
            -454.635522,
            -81.673823,
            -372.961699
        ],
        [
            0.161121,
            0.098528,
            0.062593,
            0,
            -0.088847,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145704,
            -69041,
            -154826,
            -465781,
            -180001,
            -359700
        ],
        [
            1.499657,
            1.80107,
            1.313799,
            0.488411,
            0.740589,
            0.350048
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            51,
            28,
            23,
            33,
            15,
            18
        ],
        [
            34,
            14,
            20,
            52,
            27,
            25
        ],
        [
            60,
            66.666667,
            53.488372,
            38.823529,
            35.714286,
            41.860465
        ],
        [
            0.999771,
            0.900535,
            1.142434,
            0.769617,
            1.33306,
            0.486178
        ],
        [
            62052,
            58936,
            62052,
            66045,
            54189,
            66045
        ],
        [
            -128171,
            -53188,
            -128171,
            -142458,
            -117205,
            -142458
        ],
        [
            42,
            31,
            53,
            42,
            31,
            53
        ],
        [
            37,
            26,
            50,
            46,
            40,
            50
        ],
        [
            50,
            41,
            56,
            40,
            25,
            55
        ],
        [
            3616,
            1313,
            2303,
            3616,
            1313,
            2303
        ],
        [
            92.280982,
            114.280982,
            92.280982,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348722,
            -58029,
            -108118,
            -584897,
            -584623,
            -583892
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3818,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760165076878,
    "expiration_time": 1765088928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 103,
            "offset": 0,
            "multiplier": 3.33568
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 102,
            "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)