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Trade: SXP/USDT/720/VWAP/KCL/8098

Strategy
SXP/USDT/720/VWAP/KCL/8098
Pair
SXP_USDT
Interval
12h
Score
523693
Daily Profit
0.180924
Profit Factor
1.607850
Profitability
80.891720
Streak
105.338946
Best Strategy
Training Data Length
1900.500000
Evaluation Time
2025-10-02 23:08
Expiration Time
2025-11-28 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343846.965 170483.4115 173363.5535 -1868143.2759 178305.5574 -2046448.8333
Total P&L (%) 343.847 170.4834 173.3636 -1868.1433 178.3056 -2046.4488
Avg Daily Profit (%) 0.1809 0.0897 0.0912 0 0.0539 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171611 -67840 -181877 -3153270 -1070889 -3289516
Profit Factor 1.6079 1.9795 1.4427 0.7545 1.0668 0.5857
Total Trades 157 79 78 157 79 78
Winning Trades 127 56 71 44 28 16
Losing Trades 30 23 7 113 51 62
Profitability (%) 80.8917 70.8861 91.0256 28.0255 35.443 20.5128
Ratio Avg Win / Avg Loss 0.3798 0.813 0.1422 1.9377 1.9431 2.2697
Largest Winning Trade 28125 25679 28125 1718032 1718032 1125260
Largest Losing Trade -170328 -67840 -170328 -789286 -274081 -789286
Avg Bars in Trades 23 14 32 23 14 32
Avg Bars in Winners 14 7 18 39 24 64
Avg Bars in Losers 63 31 169 17 9 24
Bars Traded 3684 1161 2523 3684 1161 2523
Profit Streak 105.3389 105.3389 287.3389 0 0 0
Trades During Streak 6 3 14 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523693 -94557 -99546 -593380 -299266 -662049
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3801,
    "evaluation_days": 1900.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759435684932,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            343846.9649592717,
            170483.4115085269,
            173363.5534507448,
            -1868143.2759075973,
            178305.5574108362,
            -2046448.8333184319
        ],
        [
            343.846965,
            170.483412,
            173.363553,
            -1868.143276,
            178.305557,
            -2046.448833
        ],
        [
            0.180924,
            0.089705,
            0.09122,
            0,
            0.053871,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171611,
            -67840,
            -181877,
            -3153270,
            -1070889,
            -3289516
        ],
        [
            1.60785,
            1.979519,
            1.442672,
            0.754496,
            1.06679,
            0.585721
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            127,
            56,
            71,
            44,
            28,
            16
        ],
        [
            30,
            23,
            7,
            113,
            51,
            62
        ],
        [
            80.89172,
            70.886076,
            91.025641,
            28.025478,
            35.443038,
            20.512821
        ],
        [
            0.379807,
            0.813017,
            0.142235,
            1.937683,
            1.943082,
            2.269667
        ],
        [
            28125,
            25679,
            28125,
            1718032,
            1718032,
            1125260
        ],
        [
            -170328,
            -67840,
            -170328,
            -789286,
            -274081,
            -789286
        ],
        [
            23,
            14,
            32,
            23,
            14,
            32
        ],
        [
            14,
            7,
            18,
            39,
            24,
            64
        ],
        [
            63,
            31,
            169,
            17,
            9,
            24
        ],
        [
            3684,
            1161,
            2523,
            3684,
            1161,
            2523
        ],
        [
            105.338946,
            105.338946,
            287.338946,
            0,
            0,
            0
        ],
        [
            6,
            3,
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            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            523693,
            -94557,
            -99546,
            -593380,
            -299266,
            -662049
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3801,
    "evaluation_days": 1900.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759435684932,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)