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Trade: SXP/USDT/360/BBL/DCL/6507

Strategy
SXP/USDT/360/BBL/DCL/6507
Pair
SXP_USDT
Interval
6h
Score
430531
Daily Profit
0.250556
Profit Factor
1.675167
Profitability
57.024793
Streak
12.751536
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-05 03:02
Expiration Time
2025-11-30 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476682.8363 259428.7013 217254.135 331010.3343 -105766.8005 436777.1348
Total P&L (%) 476.6828 259.4287 217.2541 331.0103 -105.7668 436.7771
Avg Daily Profit (%) 0.2506 0.1364 0.1142 0.0768 0 0.0884
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109079 -107979 -79030 -199973 -244591 -223972
Profit Factor 1.6752 1.5005 2.1578 1.1815 0.9243 2.0233
Total Trades 121 60 61 121 60 61
Winning Trades 69 28 41 69 28 41
Losing Trades 52 32 20 52 32 20
Profitability (%) 57.0248 46.6667 67.2131 57.0248 46.6667 67.2131
Ratio Avg Win / Avg Loss 1.2624 1.7148 1.0526 0.8904 1.0564 0.987
Largest Winning Trade 119765 119765 25422 180247 180247 59073
Largest Losing Trade -60896 -60896 -26678 -165369 -165369 -134406
Avg Bars in Trades 61 101 21 61 101 21
Avg Bars in Winners 52 96 22 52 96 22
Avg Bars in Losers 72 107 18 72 107 18
Bars Traded 7405 6117 1288 7405 6117 1288
Profit Streak 12.7515 0 148.5015 12.7515 0 148.5015
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430531 -179046 -195762 -111127 -749587 -232126
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7610,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759622532732,
    "expiration_time": 1764532080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 52,
            "offset": 0,
            "std": 4.90865
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 119,
            "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": [
        [
            476682.83633201,
            259428.7013189465,
            217254.1350130637,
            331010.3343243266,
            -105766.8004603977,
            436777.1347847243
        ],
        [
            476.682836,
            259.428701,
            217.254135,
            331.010334,
            -105.7668,
            436.777135
        ],
        [
            0.250556,
            0.136362,
            0.114194,
            0.076821,
            0,
            0.088366
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109079,
            -107979,
            -79030,
            -199973,
            -244591,
            -223972
        ],
        [
            1.675167,
            1.500461,
            2.157805,
            1.181455,
            0.92431,
            2.02331
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            69,
            28,
            41,
            69,
            28,
            41
        ],
        [
            52,
            32,
            20,
            52,
            32,
            20
        ],
        [
            57.024793,
            46.666667,
            67.213115,
            57.024793,
            46.666667,
            67.213115
        ],
        [
            1.262445,
            1.714813,
            1.052588,
            0.890372,
            1.056355,
            0.986981
        ],
        [
            119765,
            119765,
            25422,
            180247,
            180247,
            59073
        ],
        [
            -60896,
            -60896,
            -26678,
            -165369,
            -165369,
            -134406
        ],
        [
            61,
            101,
            21,
            61,
            101,
            21
        ],
        [
            52,
            96,
            22,
            52,
            96,
            22
        ],
        [
            72,
            107,
            18,
            72,
            107,
            18
        ],
        [
            7405,
            6117,
            1288,
            7405,
            6117,
            1288
        ],
        [
            12.751536,
            0,
            148.501536,
            12.751536,
            0,
            148.501536
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430531,
            -179046,
            -195762,
            -111127,
            -749587,
            -232126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7610,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759622532732,
    "expiration_time": 1764532080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 52,
            "offset": 0,
            "std": 4.90865
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 119,
            "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)