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Trade: SXP/USDT/360/BBM/MIDPRICE/9647

Strategy
SXP/USDT/360/BBM/MIDPRICE/9647
Pair
SXP_USDT
Interval
6h
Score
393690
Daily Profit
0.200536
Profit Factor
1.278862
Profitability
49.839228
Streak
20.756768
Best Strategy
Training Data Length
1905.250000
Evaluation Time
2025-10-07 21:09
Expiration Time
2025-12-03 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382071.3326 243067.3372 139003.9954 22698.7691 77576.1576 -54877.3885
Total P&L (%) 382.0713 243.0673 139.004 22.6988 77.5762 -54.8774
Avg Daily Profit (%) 0.2005 0.1276 0.073 0.0107 0.0301 -0.0418
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154791 -155238 -91340 -497460 -319248 -328382
Profit Factor 1.2789 1.3 1.2482 1.0095 1.0575 0.9467
Total Trades 311 155 156 311 155 156
Winning Trades 155 67 88 155 67 88
Losing Trades 156 88 68 156 88 68
Profitability (%) 49.8392 43.2258 56.4103 49.8392 43.2258 56.4103
Ratio Avg Win / Avg Loss 1.2871 1.7075 0.9645 1.0161 1.3889 0.7315
Largest Winning Trade 147808 147808 42682 130440 130440 87611
Largest Losing Trade -44775 -41561 -44775 -113376 -105894 -113376
Avg Bars in Trades 23 29 17 23 29 17
Avg Bars in Winners 26 33 21 26 33 21
Avg Bars in Losers 20 27 12 20 27 12
Bars Traded 7401 4607 2794 7401 4607 2794
Profit Streak 20.7568 22.0068 20.7568 20.7568 22.0068 20.7568
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393690 -22561 -95000 -390258 -310978 -578350
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7621,
    "evaluation_days": 1905.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596542400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759860584739,
    "expiration_time": 1764776808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 240,
            "offset": 0,
            "std": 4.53516
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "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": [
        [
            382071.332610017,
            243067.3371767761,
            139003.9954332409,
            22698.769111988,
            77576.157631214,
            -54877.3885192259
        ],
        [
            382.071333,
            243.067337,
            139.003995,
            22.698769,
            77.576158,
            -54.877389
        ],
        [
            0.200536,
            0.127578,
            0.072958,
            0.010737,
            0.030144,
            -0.041759
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154791,
            -155238,
            -91340,
            -497460,
            -319248,
            -328382
        ],
        [
            1.278862,
            1.300032,
            1.248234,
            1.009539,
            1.05747,
            0.946702
        ],
        [
            311,
            155,
            156,
            311,
            155,
            156
        ],
        [
            155,
            67,
            88,
            155,
            67,
            88
        ],
        [
            156,
            88,
            68,
            156,
            88,
            68
        ],
        [
            49.839228,
            43.225806,
            56.410256,
            49.839228,
            43.225806,
            56.410256
        ],
        [
            1.287113,
            1.707505,
            0.964545,
            1.016053,
            1.388916,
            0.731543
        ],
        [
            147808,
            147808,
            42682,
            130440,
            130440,
            87611
        ],
        [
            -44775,
            -41561,
            -44775,
            -113376,
            -105894,
            -113376
        ],
        [
            23,
            29,
            17,
            23,
            29,
            17
        ],
        [
            26,
            33,
            21,
            26,
            33,
            21
        ],
        [
            20,
            27,
            12,
            20,
            27,
            12
        ],
        [
            7401,
            4607,
            2794,
            7401,
            4607,
            2794
        ],
        [
            20.756768,
            22.006768,
            20.756768,
            20.756768,
            22.006768,
            20.756768
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393690,
            -22561,
            -95000,
            -390258,
            -310978,
            -578350
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7621,
    "evaluation_days": 1905.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596542400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759860584739,
    "expiration_time": 1764776808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 240,
            "offset": 0,
            "std": 4.53516
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "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)