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Trade: SXP/USDT/120/SWMA/KCB/9287

Strategy
SXP/USDT/120/SWMA/KCB/9287
Pair
SXP_USDT
Interval
2h
Score
352884
Daily Profit
0.205488
Profit Factor
1.412648
Profitability
46.987952
Streak
20.791878
Best Strategy
Training Data Length
1891.670000
Evaluation Time
2025-09-27 18:00
Expiration Time
2025-12-01 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388715.788 197913.9307 190801.8573 183907.244 -10224.7343 194131.9783
Total P&L (%) 388.7158 197.9139 190.8019 183.9072 -10.2247 194.132
Avg Daily Profit (%) 0.2055 0.1046 0.1009 0.0552 -0.0057 0.057
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118054 -94160 -84693 -214059 -162362 -120405
Profit Factor 1.4126 1.3572 1.4919 1.114 0.9896 1.3068
Total Trades 166 83 83 166 83 83
Winning Trades 78 39 39 78 39 39
Losing Trades 88 44 44 88 44 44
Profitability (%) 46.988 46.988 46.988 46.988 46.988 46.988
Ratio Avg Win / Avg Loss 1.5938 1.5312 1.6832 1.2568 1.1164 1.4743
Largest Winning Trade 111875 111875 52231 131016 131016 59933
Largest Losing Trade -35399 -33071 -35399 -85338 -85338 -65813
Avg Bars in Trades 134 146 121 134 146 121
Avg Bars in Winners 173 175 170 173 175 170
Avg Bars in Losers 99 120 79 99 120 79
Bars Traded 22274 12155 10119 22274 12155 10119
Profit Streak 20.7919 25.8752 0 20.7919 25.8752 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352884 -52724 -57456 -214107 -580072 -118120
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22700,
    "evaluation_days": 1891.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596679200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758985218235,
    "expiration_time": 1764606240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 200,
            "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": [
        [
            388715.7880351244,
            197913.9307451943,
            190801.8572899301,
            183907.2440352025,
            -10224.7343064025,
            194131.9783416049
        ],
        [
            388.715788,
            197.913931,
            190.801857,
            183.907244,
            -10.224734,
            194.131978
        ],
        [
            0.205488,
            0.104624,
            0.100864,
            0.055177,
            -0.005702,
            0.057048
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118054,
            -94160,
            -84693,
            -214059,
            -162362,
            -120405
        ],
        [
            1.412648,
            1.357167,
            1.491908,
            1.114005,
            0.989571,
            1.306804
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            46.987952,
            46.987952,
            46.987952,
            46.987952,
            46.987952,
            46.987952
        ],
        [
            1.593757,
            1.531162,
            1.683179,
            1.256826,
            1.116439,
            1.474343
        ],
        [
            111875,
            111875,
            52231,
            131016,
            131016,
            59933
        ],
        [
            -35399,
            -33071,
            -35399,
            -85338,
            -85338,
            -65813
        ],
        [
            134,
            146,
            121,
            134,
            146,
            121
        ],
        [
            173,
            175,
            170,
            173,
            175,
            170
        ],
        [
            99,
            120,
            79,
            99,
            120,
            79
        ],
        [
            22274,
            12155,
            10119,
            22274,
            12155,
            10119
        ],
        [
            20.791878,
            25.875211,
            0,
            20.791878,
            25.875211,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352884,
            -52724,
            -57456,
            -214107,
            -580072,
            -118120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22700,
    "evaluation_days": 1891.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596679200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758985218235,
    "expiration_time": 1764606240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 200,
            "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)