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Trade: SXP/USDT/720/SWMA/MIDPOINT/1791

Strategy
SXP/USDT/720/SWMA/MIDPOINT/1791
Pair
SXP_USDT
Interval
12h
Score
378165
Daily Profit
0.212264
Profit Factor
1.513886
Profitability
51.145038
Streak
12.593693
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 05:14
Expiration Time
2025-11-30 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403726.7332 232534.6361 171192.0971 62575.8584 -42290.6464 104866.5048
Total P&L (%) 403.7267 232.5346 171.1921 62.5759 -42.2906 104.8665
Avg Daily Profit (%) 0.2123 0.1223 0.09 0.0256 -0.0289 0.0377
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116954 -119260 -104458 -89578 -77324 -34593
Profit Factor 1.5139 1.485 1.5591 1.1106 0.8953 1.6478
Total Trades 131 65 66 131 65 66
Winning Trades 67 31 36 67 31 36
Losing Trades 64 34 30 64 34 30
Profitability (%) 51.145 47.6923 54.5455 51.145 47.6923 54.5455
Ratio Avg Win / Avg Loss 1.4461 1.6287 1.2993 1.0609 0.9819 1.3731
Largest Winning Trade 148144 148144 54714 60998 60998 24951
Largest Losing Trade -71451 -71451 -43495 -76996 -76996 -22071
Avg Bars in Trades 28 35 21 28 35 21
Avg Bars in Winners 30 36 25 30 36 25
Avg Bars in Losers 26 35 16 26 35 16
Bars Traded 3733 2327 1406 3733 2327 1406
Profit Streak 12.5937 0 76.0937 12.5937 0 76.0937
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378165 -160047 -193479 -256697 -713355 -262860
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3804,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597708800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759544095076,
    "expiration_time": 1764465984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 58,
            "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": [
        [
            403726.7332082601,
            232534.6360913697,
            171192.0971168904,
            62575.8584016079,
            -42290.6463585921,
            104866.5047602
        ],
        [
            403.726733,
            232.534636,
            171.192097,
            62.575858,
            -42.290646,
            104.866505
        ],
        [
            0.212264,
            0.122258,
            0.090006,
            0.025554,
            -0.0289,
            0.037714
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116954,
            -119260,
            -104458,
            -89578,
            -77324,
            -34593
        ],
        [
            1.513886,
            1.485001,
            1.559117,
            1.11061,
            0.89528,
            1.64776
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            51.145038,
            47.692308,
            54.545455,
            51.145038,
            47.692308,
            54.545455
        ],
        [
            1.4461,
            1.628711,
            1.299264,
            1.060881,
            0.98192,
            1.373133
        ],
        [
            148144,
            148144,
            54714,
            60998,
            60998,
            24951
        ],
        [
            -71451,
            -71451,
            -43495,
            -76996,
            -76996,
            -22071
        ],
        [
            28,
            35,
            21,
            28,
            35,
            21
        ],
        [
            30,
            36,
            25,
            30,
            36,
            25
        ],
        [
            26,
            35,
            16,
            26,
            35,
            16
        ],
        [
            3733,
            2327,
            1406,
            3733,
            2327,
            1406
        ],
        [
            12.593693,
            0,
            76.093693,
            12.593693,
            0,
            76.093693
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378165,
            -160047,
            -193479,
            -256697,
            -713355,
            -262860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3804,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597708800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759544095076,
    "expiration_time": 1764465984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 58,
            "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)