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Trade: SXP/USDT/120/DCU/RMA/6410

Strategy
SXP/USDT/120/DCU/RMA/6410
Pair
SXP_USDT
Interval
2h
Score
423178
Daily Profit
0.201104
Profit Factor
1.594648
Profitability
66.666667
Streak
207.478038
Best Strategy
Training Data Length
1897.420000
Evaluation Time
2025-09-30 12:28
Expiration Time
2025-12-07 17:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381579.0219 217047.7368 164531.2851 432578.5659 89086.4902 343492.0757
Total P&L (%) 381.579 217.0477 164.5313 432.5786 89.0865 343.4921
Avg Daily Profit (%) 0.2011 0.1144 0.0867 0.0882 0.0336 0.0785
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148492 -40889 -152309 -1594620 -213515 -1381105
Profit Factor 1.5946 1.9974 1.388 1.1801 1.1271 1.2019
Total Trades 117 59 58 117 59 58
Winning Trades 78 38 40 54 26 28
Losing Trades 39 21 18 63 33 30
Profitability (%) 66.6667 64.4068 68.9655 46.1538 44.0678 48.2759
Ratio Avg Win / Avg Loss 0.7973 1.1038 0.6246 1.3768 1.4306 1.2877
Largest Winning Trade 53210 53210 44341 1400317 147610 1400317
Largest Losing Trade -147472 -33830 -147472 -389074 -118373 -389074
Avg Bars in Trades 177 58 298 177 58 298
Avg Bars in Winners 138 58 215 158 44 263
Avg Bars in Losers 255 59 483 194 69 331
Bars Traded 20767 3455 17312 20767 3455 17312
Profit Streak 207.478 207.478 276.3947 207.478 207.478 276.3947
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423178 -211053 -254437 -97418 -406372 -267943
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22769,
    "evaluation_days": 1897.42,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596628800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759224502476,
    "expiration_time": 1765120924800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 193,
            "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": [
        [
            381579.0219023575,
            217047.7367843984,
            164531.2851179587,
            432578.5659018033,
            89086.4901992149,
            343492.0757025881
        ],
        [
            381.579022,
            217.047737,
            164.531285,
            432.578566,
            89.08649,
            343.492076
        ],
        [
            0.201104,
            0.114391,
            0.086713,
            0.088188,
            0.033579,
            0.078533
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148492,
            -40889,
            -152309,
            -1594620,
            -213515,
            -1381105
        ],
        [
            1.594648,
            1.997442,
            1.387968,
            1.180073,
            1.127106,
            1.201893
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            78,
            38,
            40,
            54,
            26,
            28
        ],
        [
            39,
            21,
            18,
            63,
            33,
            30
        ],
        [
            66.666667,
            64.40678,
            68.965517,
            46.153846,
            44.067797,
            48.275862
        ],
        [
            0.797324,
            1.103849,
            0.624586,
            1.376752,
            1.430558,
            1.287742
        ],
        [
            53210,
            53210,
            44341,
            1400317,
            147610,
            1400317
        ],
        [
            -147472,
            -33830,
            -147472,
            -389074,
            -118373,
            -389074
        ],
        [
            177,
            58,
            298,
            177,
            58,
            298
        ],
        [
            138,
            58,
            215,
            158,
            44,
            263
        ],
        [
            255,
            59,
            483,
            194,
            69,
            331
        ],
        [
            20767,
            3455,
            17312,
            20767,
            3455,
            17312
        ],
        [
            207.478038,
            207.478038,
            276.394704,
            207.478038,
            207.478038,
            276.394705
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423178,
            -211053,
            -254437,
            -97418,
            -406372,
            -267943
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22769,
    "evaluation_days": 1897.42,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596628800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759224502476,
    "expiration_time": 1765120924800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 193,
            "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)