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Trade: SXP/USDT/720/SUPERTREND/WMA/2207

Strategy
SXP/USDT/720/SUPERTREND/WMA/2207
Pair
SXP_USDT
Interval
12h
Score
445175
Daily Profit
0.195817
Profit Factor
1.605656
Profitability
69.387755
Streak
251.975167
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-10-06 02:24
Expiration Time
2025-12-01 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372737.6898 208975.6752 163762.0146 -554582.2231 -190934.7145 -363647.5086
Total P&L (%) 372.7377 208.9757 163.762 -554.5822 -190.9347 -363.6475
Avg Daily Profit (%) 0.1958 0.1098 0.086 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154390 -109573 -163773 -642017 -271265 -405629
Profit Factor 1.6057 1.8294 1.4505 0.4779 0.5665 0.4151
Total Trades 98 49 49 98 49 49
Winning Trades 68 36 32 31 14 17
Losing Trades 30 13 17 67 35 32
Profitability (%) 69.3878 73.4694 65.3061 31.6327 28.5714 34.6939
Ratio Avg Win / Avg Loss 0.7084 0.6606 0.7706 1.0328 1.4162 0.7813
Largest Winning Trade 68825 68825 49862 69099 56385 69099
Largest Losing Trade -121479 -59872 -121479 -227694 -97559 -227694
Avg Bars in Trades 35 25 46 35 25 46
Avg Bars in Winners 31 20 43 49 37 59
Avg Bars in Losers 45 37 52 29 20 39
Bars Traded 3507 1231 2277 3507 1231 2277
Profit Streak 251.9752 251.9752 279.9752 0 0 0
Trades During Streak 8 4 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445175 -40941 -75308 -585993 -593089 -586634
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759706654424,
    "expiration_time": 1764599472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 3.43188
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "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": [
        [
            372737.6898094343,
            208975.6752240994,
            163762.0145853348,
            -554582.2231279183,
            -190934.7144988148,
            -363647.5086291034
        ],
        [
            372.73769,
            208.975675,
            163.762015,
            -554.582223,
            -190.934714,
            -363.647509
        ],
        [
            0.195817,
            0.109785,
            0.086032,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154390,
            -109573,
            -163773,
            -642017,
            -271265,
            -405629
        ],
        [
            1.605656,
            1.829436,
            1.450541,
            0.477854,
            0.566461,
            0.415087
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            68,
            36,
            32,
            31,
            14,
            17
        ],
        [
            30,
            13,
            17,
            67,
            35,
            32
        ],
        [
            69.387755,
            73.469388,
            65.306122,
            31.632653,
            28.571429,
            34.693878
        ],
        [
            0.708378,
            0.66063,
            0.7706,
            1.032782,
            1.416152,
            0.78134
        ],
        [
            68825,
            68825,
            49862,
            69099,
            56385,
            69099
        ],
        [
            -121479,
            -59872,
            -121479,
            -227694,
            -97559,
            -227694
        ],
        [
            35,
            25,
            46,
            35,
            25,
            46
        ],
        [
            31,
            20,
            43,
            49,
            37,
            59
        ],
        [
            45,
            37,
            52,
            29,
            20,
            39
        ],
        [
            3507,
            1231,
            2277,
            3507,
            1231,
            2277
        ],
        [
            251.975167,
            251.975167,
            279.975167,
            0,
            0,
            0
        ],
        [
            8,
            4,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445175,
            -40941,
            -75308,
            -585993,
            -593089,
            -586634
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759706654424,
    "expiration_time": 1764599472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 3.43188
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "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)