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Trade: SXP/USDT/120/T3/TEMA/5071

Strategy
SXP/USDT/120/T3/TEMA/5071
Pair
SXP_USDT
Interval
2h
Score
355411
Daily Profit
0.325597
Profit Factor
1.526370
Profitability
39.542484
Streak
10.609164
Best Strategy
Training Data Length
1899.670000
Evaluation Time
2025-10-02 17:37
Expiration Time
2025-12-10 01:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 618527.7319 382633.908 235893.8239 1307289.0451 -1200676.6795 2507965.7246
Total P&L (%) 618.5277 382.6339 235.8938 1307.289 -1200.6767 2507.9657
Avg Daily Profit (%) 0.3256 0.2014 0.1242 0.1393 0 0.1718
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174407 -99829 -97149 -9659674 -5241521 -6870774
Profit Factor 1.5264 1.6156 1.4262 1.028 0.9519 1.1151
Total Trades 306 153 153 306 153 153
Winning Trades 121 55 66 121 55 66
Losing Trades 185 98 87 185 98 87
Profitability (%) 39.5425 35.9477 43.1373 39.5425 35.9477 43.1373
Ratio Avg Win / Avg Loss 2.3337 2.8786 1.88 1.5717 1.6961 1.4699
Largest Winning Trade 148861 148861 51915 3457823 3457823 1631977
Largest Losing Trade -28107 -25398 -28107 -2099859 -1312172 -2099859
Avg Bars in Trades 74 72 75 74 72 75
Avg Bars in Winners 121 127 116 121 127 116
Avg Bars in Losers 42 41 44 42 41 44
Bars Traded 22649 11073 11576 22649 11073 11576
Profit Streak 10.6092 0 10.9425 10.6092 0 10.9425
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355411 197027 -27052 -197134 -583218 -87894
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22796,
    "evaluation_days": 1899.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596103200000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759415831797,
    "expiration_time": 1765322323200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 55,
            "offset": 0,
            "a": 0.76895
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 120,
            "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": [
        [
            618527.7318660234,
            382633.9079712855,
            235893.8238947379,
            1307289.0450925203,
            -1200676.6794842493,
            2507965.7245767685
        ],
        [
            618.527732,
            382.633908,
            235.893824,
            1307.289045,
            -1200.676679,
            2507.965725
        ],
        [
            0.325597,
            0.201421,
            0.124176,
            0.139292,
            0,
            0.171817
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174407,
            -99829,
            -97149,
            -9659674,
            -5241521,
            -6870774
        ],
        [
            1.52637,
            1.615558,
            1.426205,
            1.027969,
            0.951879,
            1.115105
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            121,
            55,
            66,
            121,
            55,
            66
        ],
        [
            185,
            98,
            87,
            185,
            98,
            87
        ],
        [
            39.542484,
            35.947712,
            43.137255,
            39.542484,
            35.947712,
            43.137255
        ],
        [
            2.333707,
            2.87863,
            1.879997,
            1.571689,
            1.696076,
            1.469911
        ],
        [
            148861,
            148861,
            51915,
            3457823,
            3457823,
            1631977
        ],
        [
            -28107,
            -25398,
            -28107,
            -2099859,
            -1312172,
            -2099859
        ],
        [
            74,
            72,
            75,
            74,
            72,
            75
        ],
        [
            121,
            127,
            116,
            121,
            127,
            116
        ],
        [
            42,
            41,
            44,
            42,
            41,
            44
        ],
        [
            22649,
            11073,
            11576,
            22649,
            11073,
            11576
        ],
        [
            10.609164,
            0,
            10.942498,
            10.609164,
            0,
            10.942498
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355411,
            197027,
            -27052,
            -197134,
            -583218,
            -87894
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22796,
    "evaluation_days": 1899.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596103200000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759415831797,
    "expiration_time": 1765322323200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 55,
            "offset": 0,
            "a": 0.76895
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 120,
            "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)