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Trade: SXP/USDT/240/SINWMA/SINWMA/3124

Strategy
SXP/USDT/240/SINWMA/SINWMA/3124
Pair
SXP_USDT
Interval
4h
Score
307267
Daily Profit
0.158562
Profit Factor
1.313015
Profitability
52.258065
Streak
0.000000
Best Strategy
Training Data Length
1902.830000
Evaluation Time
2025-10-05 09:22
Expiration Time
2025-12-01 08:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 301717.0061 206835.5875 94881.4185 -41185.8039 -26387.3428 -14798.4611
Total P&L (%) 301.717 206.8356 94.8814 -41.1858 -26.3873 -14.7985
Avg Daily Profit (%) 0.1586 0.1087 0.0499 -0.0279 -0.0161 -0.0084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185216 -96509 -192490 -122953 -68205 -88576
Profit Factor 1.313 1.4656 1.1826 0.8915 0.8589 0.9232
Total Trades 155 78 77 155 78 77
Winning Trades 81 41 40 81 41 40
Losing Trades 74 37 37 74 37 37
Profitability (%) 52.2581 52.5641 51.9481 52.2581 52.5641 51.9481
Ratio Avg Win / Avg Loss 1.1995 1.3226 1.0939 0.8145 0.7751 0.8539
Largest Winning Trade 136080 136080 60610 28537 28537 18867
Largest Losing Trade -73523 -30519 -73523 -35368 -34411 -35368
Avg Bars in Trades 71 76 66 71 76 66
Avg Bars in Winners 74 75 73 74 75 73
Avg Bars in Losers 68 78 57 68 78 57
Bars Traded 11068 5981 5087 11068 5981 5087
Profit Streak 0 0 83.0989 0 0 83.0989
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307267 -80904 -186361 -579673 -614903 -621117
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11417,
    "evaluation_days": 1902.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598443200000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759645345573,
    "expiration_time": 1764568944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 78
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "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": [
        [
            301717.0060756705,
            206835.5875288718,
            94881.4185467985,
            -41185.8039336457,
            -26387.3427897365,
            -14798.4611439092
        ],
        [
            301.717006,
            206.835588,
            94.881419,
            -41.185804,
            -26.387343,
            -14.798461
        ],
        [
            0.158562,
            0.108699,
            0.049863,
            -0.027891,
            -0.016099,
            -0.008416
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185216,
            -96509,
            -192490,
            -122953,
            -68205,
            -88576
        ],
        [
            1.313015,
            1.465627,
            1.182571,
            0.891513,
            0.858928,
            0.923161
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            52.258065,
            52.564103,
            51.948052,
            52.258065,
            52.564103,
            51.948052
        ],
        [
            1.199545,
            1.322639,
            1.093878,
            0.814469,
            0.77513,
            0.853924
        ],
        [
            136080,
            136080,
            60610,
            28537,
            28537,
            18867
        ],
        [
            -73523,
            -30519,
            -73523,
            -35368,
            -34411,
            -35368
        ],
        [
            71,
            76,
            66,
            71,
            76,
            66
        ],
        [
            74,
            75,
            73,
            74,
            75,
            73
        ],
        [
            68,
            78,
            57,
            68,
            78,
            57
        ],
        [
            11068,
            5981,
            5087,
            11068,
            5981,
            5087
        ],
        [
            0,
            0,
            83.098907,
            0,
            0,
            83.098907
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307267,
            -80904,
            -186361,
            -579673,
            -614903,
            -621117
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11417,
    "evaluation_days": 1902.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598443200000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759645345573,
    "expiration_time": 1764568944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 78
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "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)