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Trade: SXP/USDT/360/KCB/DCM/7154

Strategy
SXP/USDT/360/KCB/DCM/7154
Pair
SXP_USDT
Interval
6h
Score
419877
Daily Profit
0.237171
Profit Factor
2.014441
Profitability
45.555556
Streak
129.165905
Best Strategy
Training Data Length
1903.000000
Evaluation Time
2025-10-05 12:58
Expiration Time
2025-12-01 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451336.0144 296243.6282 155092.3862 195030.2073 -15192.5085 210222.7159
Total P&L (%) 451.336 296.2436 155.0924 195.0302 -15.1925 210.2227
Avg Daily Profit (%) 0.2372 0.1557 0.0815 0.0569 -0.0087 0.0595
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80730 -112820 -56571 -264024 -334680 -254579
Profit Factor 2.0144 2.0542 1.9462 1.1574 0.98 1.4398
Total Trades 90 45 45 90 45 45
Winning Trades 41 18 23 41 18 23
Losing Trades 49 27 22 49 27 22
Profitability (%) 45.5556 40 51.1111 45.5556 40 51.1111
Ratio Avg Win / Avg Loss 2.4075 3.0814 1.8616 1.3832 1.4701 1.3772
Largest Winning Trade 399000 399000 63846 307446 307446 136726
Largest Losing Trade -41020 -41020 -30065 -155712 -155712 -122981
Avg Bars in Trades 81 68 94 81 68 94
Avg Bars in Winners 135 108 156 135 108 156
Avg Bars in Losers 36 42 29 36 42 29
Bars Traded 7338 3089 4249 7338 3089 4249
Profit Streak 129.1659 129.1659 148.1659 129.1659 129.1659 148.1659
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419877 298205 -79271 -164525 -581974 -111350
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7612,
    "evaluation_days": 1903,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598248800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759658334206,
    "expiration_time": 1764576576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 57,
            "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": [
        [
            451336.0143904921,
            296243.6282272774,
            155092.3861632147,
            195030.2073452322,
            -15192.5085291915,
            210222.7158744237
        ],
        [
            451.336014,
            296.243628,
            155.092386,
            195.030207,
            -15.192509,
            210.222716
        ],
        [
            0.237171,
            0.155672,
            0.081499,
            0.056869,
            -0.008659,
            0.059509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80730,
            -112820,
            -56571,
            -264024,
            -334680,
            -254579
        ],
        [
            2.014441,
            2.054245,
            1.946203,
            1.157351,
            0.980047,
            1.439769
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            45.555556,
            40,
            51.111111,
            45.555556,
            40,
            51.111111
        ],
        [
            2.407503,
            3.081368,
            1.861585,
            1.383176,
            1.470071,
            1.377171
        ],
        [
            399000,
            399000,
            63846,
            307446,
            307446,
            136726
        ],
        [
            -41020,
            -41020,
            -30065,
            -155712,
            -155712,
            -122981
        ],
        [
            81,
            68,
            94,
            81,
            68,
            94
        ],
        [
            135,
            108,
            156,
            135,
            108,
            156
        ],
        [
            36,
            42,
            29,
            36,
            42,
            29
        ],
        [
            7338,
            3089,
            4249,
            7338,
            3089,
            4249
        ],
        [
            129.165905,
            129.165905,
            148.165905,
            129.165905,
            129.165905,
            148.165905
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419877,
            298205,
            -79271,
            -164525,
            -581974,
            -111350
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7612,
    "evaluation_days": 1903,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598248800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759658334206,
    "expiration_time": 1764576576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 57,
            "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)