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Trade: SXP/USDT/360/HL2/KCL/6172

Strategy
SXP/USDT/360/HL2/KCL/6172
Pair
SXP_USDT
Interval
6h
Score
497644
Daily Profit
0.161570
Profit Factor
1.357381
Profitability
79.834254
Streak
8.778559
Best Strategy
Training Data Length
1909.000000
Evaluation Time
2025-10-11 15:41
Expiration Time
2025-12-07 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308437.7161 182342.3789 126095.3372 -11690951.4434 -3250082.7057 -8440868.7377
Total P&L (%) 308.4377 182.3424 126.0953 -11690.9514 -3250.0827 -8440.8687
Avg Daily Profit (%) 0.1616 0.0955 0.0661 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -306158 -69530 -301929 -11965311 -4481237 -8663802
Profit Factor 1.3574 1.5818 1.2294 0.4074 0.585 0.2905
Total Trades 362 181 181 362 181 181
Winning Trades 289 134 155 95 52 43
Losing Trades 73 47 26 267 129 138
Profitability (%) 79.8343 74.0331 85.6354 26.2431 28.7293 23.7569
Ratio Avg Win / Avg Loss 0.3429 0.5548 0.2062 1.145 1.4512 0.9322
Largest Winning Trade 34992 34992 25403 1568651 1568651 837868
Largest Losing Trade -290929 -68837 -290929 -1089125 -463199 -1089125
Avg Bars in Trades 20 17 23 20 17 23
Avg Bars in Winners 10 5 13 42 42 42
Avg Bars in Losers 62 52 80 12 7 17
Bars Traded 7438 3255 4183 7438 3255 4183
Profit Streak 8.7786 8.7786 71.5286 0 0 0
Trades During Streak 7 3 16 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497644 -59974 -99619 -601276 -591819 -615401
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7636,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598940000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760186467504,
    "expiration_time": 1765110528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            308437.7161026737,
            182342.3789449648,
            126095.3371577091,
            -11690951.44341698,
            -3250082.705682775,
            -8440868.737734208
        ],
        [
            308.437716,
            182.342379,
            126.095337,
            -11690.951443,
            -3250.082706,
            -8440.868738
        ],
        [
            0.16157,
            0.095517,
            0.066053,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -306158,
            -69530,
            -301929,
            -11965311,
            -4481237,
            -8663802
        ],
        [
            1.357381,
            1.581804,
            1.229414,
            0.407391,
            0.584991,
            0.29048
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            289,
            134,
            155,
            95,
            52,
            43
        ],
        [
            73,
            47,
            26,
            267,
            129,
            138
        ],
        [
            79.834254,
            74.033149,
            85.635359,
            26.243094,
            28.729282,
            23.756906
        ],
        [
            0.342868,
            0.554812,
            0.206224,
            1.144983,
            1.451227,
            0.932237
        ],
        [
            34992,
            34992,
            25403,
            1568651,
            1568651,
            837868
        ],
        [
            -290929,
            -68837,
            -290929,
            -1089125,
            -463199,
            -1089125
        ],
        [
            20,
            17,
            23,
            20,
            17,
            23
        ],
        [
            10,
            5,
            13,
            42,
            42,
            42
        ],
        [
            62,
            52,
            80,
            12,
            7,
            17
        ],
        [
            7438,
            3255,
            4183,
            7438,
            3255,
            4183
        ],
        [
            8.778559,
            8.778559,
            71.528559,
            0,
            0,
            0
        ],
        [
            7,
            3,
            16,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497644,
            -59974,
            -99619,
            -601276,
            -591819,
            -615401
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7636,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598940000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760186467504,
    "expiration_time": 1765110528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)