← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SXP/USDT/720/VWAP/HWMA/3065

Strategy
SXP/USDT/720/VWAP/HWMA/3065
Pair
SXP_USDT
Interval
12h
Score
415722
Daily Profit
0.273671
Profit Factor
1.401191
Profitability
49.130435
Streak
23.404387
Best Strategy
Training Data Length
1892.500000
Evaluation Time
2025-09-27 00:42
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 517923.3038 399598.6248 118324.6791 -533.62 32020.5954 -32554.2153
Total P&L (%) 517.9233 399.5986 118.3247 -0.5336 32.0206 -32.5542
Avg Daily Profit (%) 0.2737 0.2111 0.0625 -0.0003 0.0147 -0.0208
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159858 -131269 -119273 -629415 -434924 -207074
Profit Factor 1.4012 1.6022 1.1886 0.9997 1.0285 0.9568
Total Trades 230 115 115 230 115 115
Winning Trades 113 55 58 113 55 58
Losing Trades 117 60 57 117 60 57
Profitability (%) 49.1304 47.8261 50.4348 49.1304 47.8261 50.4348
Ratio Avg Win / Avg Loss 1.4508 1.7478 1.1681 1.0351 1.122 0.9403
Largest Winning Trade 215949 215949 64729 374532 374532 155738
Largest Losing Trade -79102 -42638 -79102 -113369 -113369 -64444
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3774 1887 1887 3774 1887 1887
Profit Streak 23.4044 31.9044 23.4044 23.4044 31.9044 23.4044
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415722 377035 -121865 -576933 -365604 -580146
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": 1595246400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922939019,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.4253
        }
    }
}
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": [
        [
            517923.3038355963,
            399598.6247735801,
            118324.6790620156,
            -533.6199574908,
            32020.595382705,
            -32554.2153401956
        ],
        [
            517.923304,
            399.598625,
            118.324679,
            -0.53362,
            32.020595,
            -32.554215
        ],
        [
            0.273671,
            0.211149,
            0.062523,
            -0.000283,
            0.014679,
            -0.020809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159858,
            -131269,
            -119273,
            -629415,
            -434924,
            -207074
        ],
        [
            1.401191,
            1.602155,
            1.188611,
            0.999716,
            1.028513,
            0.9568
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            117,
            60,
            57,
            117,
            60,
            57
        ],
        [
            49.130435,
            47.826087,
            50.434783,
            49.130435,
            47.826087,
            50.434783
        ],
        [
            1.450791,
            1.747805,
            1.168117,
            1.035104,
            1.122014,
            0.940304
        ],
        [
            215949,
            215949,
            64729,
            374532,
            374532,
            155738
        ],
        [
            -79102,
            -42638,
            -79102,
            -113369,
            -113369,
            -64444
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3774,
            1887,
            1887,
            3774,
            1887,
            1887
        ],
        [
            23.404387,
            31.904387,
            23.404387,
            23.404387,
            31.904387,
            23.404387
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415722,
            377035,
            -121865,
            -576933,
            -365604,
            -580146
        ]
    ]
}
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": 1595246400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922939019,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.4253
        }
    }
}

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)