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Trade: SXP/USDT/120/MIDPOINT/JMA/7808

Strategy
SXP/USDT/120/MIDPOINT/JMA/7808
Pair
SXP_USDT
Interval
2h
Score
353641
Daily Profit
0.223095
Profit Factor
1.333979
Profitability
51.557093
Streak
0.000000
Best Strategy
Training Data Length
1895.920000
Evaluation Time
2025-09-29 00:17
Expiration Time
2025-12-06 04:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 422970.5929 280306.8286 142663.7643 48061.6384 -217496.196 265557.8344
Total P&L (%) 422.9706 280.3068 142.6638 48.0616 -217.4962 265.5578
Avg Daily Profit (%) 0.2231 0.1478 0.0752 0.0207 0 0.0684
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169836 -147376 -112178 -754394 -658366 -301044
Profit Factor 1.334 1.4073 1.2467 1.0141 0.8879 1.1816
Total Trades 289 145 144 289 145 144
Winning Trades 149 70 79 149 70 79
Losing Trades 140 75 65 140 75 65
Profitability (%) 51.5571 48.2759 54.8611 51.5571 48.2759 54.8611
Ratio Avg Win / Avg Loss 1.2534 1.5079 1.0258 0.9529 0.9513 0.9722
Largest Winning Trade 170163 170163 47032 256880 256880 163535
Largest Losing Trade -62410 -35254 -62410 -244146 -244146 -129262
Avg Bars in Trades 77 66 89 77 66 89
Avg Bars in Winners 76 55 94 76 55 94
Avg Bars in Losers 79 76 82 79 76 82
Bars Traded 22475 9627 12848 22475 9627 12848
Profit Streak 0 0 79.3869 0 0 79.3869
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353641 192001 -90891 -371651 -581618 -122206
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22751,
    "evaluation_days": 1895.92,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596592800000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759094227038,
    "expiration_time": 1764986659200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 188,
            "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": [
        [
            422970.5928694239,
            280306.8286167702,
            142663.7642526537,
            48061.6383994427,
            -217496.1960053433,
            265557.8344047857
        ],
        [
            422.970593,
            280.306829,
            142.663764,
            48.061638,
            -217.496196,
            265.557834
        ],
        [
            0.223095,
            0.147847,
            0.075248,
            0.020702,
            0,
            0.068394
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169836,
            -147376,
            -112178,
            -754394,
            -658366,
            -301044
        ],
        [
            1.333979,
            1.407347,
            1.246681,
            1.014126,
            0.887895,
            1.181614
        ],
        [
            289,
            145,
            144,
            289,
            145,
            144
        ],
        [
            149,
            70,
            79,
            149,
            70,
            79
        ],
        [
            140,
            75,
            65,
            140,
            75,
            65
        ],
        [
            51.557093,
            48.275862,
            54.861111,
            51.557093,
            48.275862,
            54.861111
        ],
        [
            1.253403,
            1.507872,
            1.02575,
            0.95287,
            0.951316,
            0.972214
        ],
        [
            170163,
            170163,
            47032,
            256880,
            256880,
            163535
        ],
        [
            -62410,
            -35254,
            -62410,
            -244146,
            -244146,
            -129262
        ],
        [
            77,
            66,
            89,
            77,
            66,
            89
        ],
        [
            76,
            55,
            94,
            76,
            55,
            94
        ],
        [
            79,
            76,
            82,
            79,
            76,
            82
        ],
        [
            22475,
            9627,
            12848,
            22475,
            9627,
            12848
        ],
        [
            0,
            0,
            79.386887,
            0,
            0,
            79.386887
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353641,
            192001,
            -90891,
            -371651,
            -581618,
            -122206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22751,
    "evaluation_days": 1895.92,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596592800000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759094227038,
    "expiration_time": 1764986659200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 188,
            "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)