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Trade: SXP/USDT/240/VWMA/SINWMA/6292

Strategy
SXP/USDT/240/VWMA/SINWMA/6292
Pair
SXP_USDT
Interval
4h
Score
428935
Daily Profit
0.209933
Profit Factor
2.908103
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1892.170000
Evaluation Time
2025-09-28 08:45
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 506642.0253 397229.118 109412.9073 -204595.2963 364360.6074 -568955.9037
Total P&L (%) 506.642 397.2291 109.4129 -204.5953 364.3606 -568.9559
Avg Daily Profit (%) 0.2678 0.2099 0.0578 0 0.0812 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141033 -61649 -125671 -1652103 -428908 -1498887
Profit Factor 1.9799 2.9081 1.3543 0.9294 1.379 0.7061
Total Trades 60 30 30 60 30 30
Winning Trades 33 14 19 30 18 12
Losing Trades 27 16 11 30 12 18
Profitability (%) 55 46.6667 63.3333 50 60 40
Ratio Avg Win / Avg Loss 1.62 3.3235 0.7841 0.9294 0.9194 1.0592
Largest Winning Trade 427152 427152 71389 570113 570113 386233
Largest Losing Trade -122733 -61649 -122733 -1023081 -419612 -1023081
Avg Bars in Trades 179 111 247 179 111 247
Avg Bars in Winners 201 129 254 175 122 253
Avg Bars in Losers 152 96 234 183 95 242
Bars Traded 10764 3350 7414 10764 3350 7414
Profit Streak 0 0 0 136.5733 139.0733 136.5733
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160473 428935 -115277 -752926 -83452 -582478
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": 1598817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759038337035,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "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": [
        [
            506642.0253081862,
            397229.1179719807,
            109412.9073362052,
            -204595.2962969246,
            364360.6074190377,
            -568955.9037159622
        ],
        [
            506.642025,
            397.229118,
            109.412907,
            -204.595296,
            364.360607,
            -568.955904
        ],
        [
            0.267757,
            0.209933,
            0.057824,
            0,
            0.081183,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141033,
            -61649,
            -125671,
            -1652103,
            -428908,
            -1498887
        ],
        [
            1.979948,
            2.908103,
            1.354283,
            0.929388,
            1.379041,
            0.706147
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            33,
            14,
            19,
            30,
            18,
            12
        ],
        [
            27,
            16,
            11,
            30,
            12,
            18
        ],
        [
            55,
            46.666667,
            63.333333,
            50,
            60,
            40
        ],
        [
            1.619958,
            3.323546,
            0.784059,
            0.929388,
            0.91936,
            1.059221
        ],
        [
            427152,
            427152,
            71389,
            570113,
            570113,
            386233
        ],
        [
            -122733,
            -61649,
            -122733,
            -1023081,
            -419612,
            -1023081
        ],
        [
            179,
            111,
            247,
            179,
            111,
            247
        ],
        [
            201,
            129,
            254,
            175,
            122,
            253
        ],
        [
            152,
            96,
            234,
            183,
            95,
            242
        ],
        [
            10764,
            3350,
            7414,
            10764,
            3350,
            7414
        ],
        [
            0,
            0,
            0,
            136.573345,
            139.073345,
            136.573345
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160473,
            428935,
            -115277,
            -752926,
            -83452,
            -582478
        ]
    ]
}
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": 1598817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759038337035,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "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)