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Trade: SXP/USDT/240/VWMA/ALMA/9128

Strategy
SXP/USDT/240/VWMA/ALMA/9128
Pair
SXP_USDT
Interval
4h
Score
320822
Daily Profit
0.157039
Profit Factor
1.366164
Profitability
65.254237
Streak
23.481407
Best Strategy
Training Data Length
1899.000000
Evaluation Time
2025-10-01 14:33
Expiration Time
2025-11-27 09:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298217.7146 162064.9195 136152.795 -161388.8368 -110220.3846 -51168.4522
Total P&L (%) 298.2177 162.0649 136.1528 -161.3888 -110.2204 -51.1685
Avg Daily Profit (%) 0.157 0.0853 0.0717 0 0 -0.0377
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153645 -123913 -139959 -277321 -87921 -189399
Profit Factor 1.3662 1.4759 1.2873 0.7352 0.5991 0.8471
Total Trades 118 59 59 118 59 59
Winning Trades 77 37 40 43 23 20
Losing Trades 41 22 19 75 36 39
Profitability (%) 65.2542 62.7119 67.7966 36.4407 38.9831 33.8983
Ratio Avg Win / Avg Loss 0.7274 0.8776 0.6115 1.2824 0.9377 1.6519
Largest Winning Trade 53257 53257 37393 120180 32997 120180
Largest Losing Trade -128193 -61041 -128193 -115976 -64931 -115976
Avg Bars in Trades 94 71 117 94 71 117
Avg Bars in Winners 75 57 92 119 91 151
Avg Bars in Losers 129 95 168 79 58 99
Bars Traded 11134 4220 6914 11134 4220 6914
Profit Streak 23.4814 0 60.8147 0 45.8147 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320822 -254557 -272268 -584071 -761463 -761220
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11394,
    "evaluation_days": 1899,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598472000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759318393607,
    "expiration_time": 1764227808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 150,
            "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": [
        [
            298217.7145701004,
            162064.9195383031,
            136152.7950317972,
            -161388.8368457561,
            -110220.3846159239,
            -51168.4522298323
        ],
        [
            298.217715,
            162.06492,
            136.152795,
            -161.388837,
            -110.220385,
            -51.168452
        ],
        [
            0.157039,
            0.085342,
            0.071697,
            0,
            0,
            -0.037739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153645,
            -123913,
            -139959,
            -277321,
            -87921,
            -189399
        ],
        [
            1.366164,
            1.475938,
            1.28729,
            0.735248,
            0.599066,
            0.84711
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            77,
            37,
            40,
            43,
            23,
            20
        ],
        [
            41,
            22,
            19,
            75,
            36,
            39
        ],
        [
            65.254237,
            62.711864,
            67.79661,
            36.440678,
            38.983051,
            33.898305
        ],
        [
            0.727438,
            0.877585,
            0.611463,
            1.282409,
            0.937668,
            1.651865
        ],
        [
            53257,
            53257,
            37393,
            120180,
            32997,
            120180
        ],
        [
            -128193,
            -61041,
            -128193,
            -115976,
            -64931,
            -115976
        ],
        [
            94,
            71,
            117,
            94,
            71,
            117
        ],
        [
            75,
            57,
            92,
            119,
            91,
            151
        ],
        [
            129,
            95,
            168,
            79,
            58,
            99
        ],
        [
            11134,
            4220,
            6914,
            11134,
            4220,
            6914
        ],
        [
            23.481407,
            0,
            60.814741,
            0,
            45.814741,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320822,
            -254557,
            -272268,
            -584071,
            -761463,
            -761220
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11394,
    "evaluation_days": 1899,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598472000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759318393607,
    "expiration_time": 1764227808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 150,
            "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)