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Trade: SXP/USDT/240/KCL/DCM/5067

Strategy
SXP/USDT/240/KCL/DCM/5067
Pair
SXP_USDT
Interval
4h
Score
489436
Daily Profit
0.332199
Profit Factor
1.861566
Profitability
50.000000
Streak
170.973676
Best Strategy
Training Data Length
1892.170000
Evaluation Time
2025-09-26 18:22
Expiration Time
2025-11-20 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 628577.1858 543731.0854 84846.1004 -41305.764 -79763.6212 38457.8572
Total P&L (%) 628.5772 543.7311 84.8461 -41.3058 -79.7636 38.4579
Avg Daily Profit (%) 0.3322 0.2874 0.0448 -0.0282 -0.0844 0.0172
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -219805 -179309 -45358 -470781 -380694 -107098
Profit Factor 1.8616 1.9935 1.4654 0.9634 0.9105 1.1612
Total Trades 118 59 59 118 59 59
Winning Trades 59 30 29 59 30 29
Losing Trades 59 29 30 59 29 30
Profitability (%) 50 50.8475 49.1525 50 50.8475 49.1525
Ratio Avg Win / Avg Loss 1.8616 1.9271 1.5159 0.9634 0.8801 1.2012
Largest Winning Trade 691696 691696 34528 316637 316637 80233
Largest Losing Trade -45055 -45055 -20849 -176402 -176402 -44852
Avg Bars in Trades 92 158 26 92 158 26
Avg Bars in Winners 112 186 34 112 186 34
Avg Bars in Losers 72 129 17 72 129 17
Bars Traded 10913 9367 1546 10913 9367 1546
Profit Streak 170.9737 172.4737 0 170.9737 172.4737 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 489436 -163416 -307544 -579883 -756766 -392210
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11353,
    "evaluation_days": 1892.17,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597334400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900125615,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "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": [
        [
            628577.1858372787,
            543731.0854250414,
            84846.1004122371,
            -41305.7639731765,
            -79763.6212124794,
            38457.8572393029
        ],
        [
            628.577186,
            543.731085,
            84.8461,
            -41.305764,
            -79.763621,
            38.457857
        ],
        [
            0.332199,
            0.287358,
            0.044841,
            -0.028156,
            -0.084401,
            0.017198
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -219805,
            -179309,
            -45358,
            -470781,
            -380694,
            -107098
        ],
        [
            1.861566,
            1.993548,
            1.465385,
            0.963437,
            0.910489,
            1.161167
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            50,
            50.847458,
            49.152542,
            50,
            50.847458,
            49.152542
        ],
        [
            1.861566,
            1.927097,
            1.515916,
            0.963437,
            0.880139,
            1.201207
        ],
        [
            691696,
            691696,
            34528,
            316637,
            316637,
            80233
        ],
        [
            -45055,
            -45055,
            -20849,
            -176402,
            -176402,
            -44852
        ],
        [
            92,
            158,
            26,
            92,
            158,
            26
        ],
        [
            112,
            186,
            34,
            112,
            186,
            34
        ],
        [
            72,
            129,
            17,
            72,
            129,
            17
        ],
        [
            10913,
            9367,
            1546,
            10913,
            9367,
            1546
        ],
        [
            170.973676,
            172.473676,
            0,
            170.973676,
            172.473676,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489436,
            -163416,
            -307544,
            -579883,
            -756766,
            -392210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11353,
    "evaluation_days": 1892.17,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597334400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900125615,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "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)