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Trade: SXP/USDT/360/T3/PWMA/3417

Strategy
SXP/USDT/360/T3/PWMA/3417
Pair
SXP_USDT
Interval
6h
Score
420697
Daily Profit
0.236777
Profit Factor
1.787744
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
1892.250000
Evaluation Time
2025-09-27 02:40
Expiration Time
2025-11-20 08:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 448040.8652 262301.6304 185739.2348 -2066.6511 296434.3865 -298501.0375
Total P&L (%) 448.0409 262.3016 185.7392 -2.0667 296.4344 -298.501
Avg Daily Profit (%) 0.2368 0.1386 0.0982 -0.0011 0.0728 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187192 -112426 -149477 -1671573 -1112504 -1370644
Profit Factor 1.7877 1.9818 1.6158 0.9994 1.2033 0.8538
Total Trades 96 48 48 96 48 48
Winning Trades 57 24 33 57 24 33
Losing Trades 39 24 15 39 24 15
Profitability (%) 59.375 50 68.75 59.375 50 68.75
Ratio Avg Win / Avg Loss 1.2232 1.9818 0.7345 0.6838 1.2033 0.3881
Largest Winning Trade 140990 140990 65143 439978 439978 355921
Largest Losing Trade -96070 -34136 -96070 -1353107 -493785 -1353107
Avg Bars in Trades 75 88 62 75 88 62
Avg Bars in Winners 71 87 59 71 87 59
Avg Bars in Losers 81 88 68 81 88 68
Bars Traded 7221 4238 2983 7221 4238 2983
Profit Streak 0 0 57.4867 0 0 57.4867
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420697 -4127 -58567 -579306 -96138 -577697
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7569,
    "evaluation_days": 1892.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599199200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930051638,
    "expiration_time": 1763619912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 170,
            "offset": 0,
            "a": 0.73642
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 184,
            "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": [
        [
            448040.8651684574,
            262301.6303569359,
            185739.2348115211,
            -2066.6510645404,
            296434.3864766881,
            -298501.0375412284
        ],
        [
            448.040865,
            262.30163,
            185.739235,
            -2.066651,
            296.434386,
            -298.501038
        ],
        [
            0.236777,
            0.138619,
            0.098158,
            -0.001104,
            0.072815,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187192,
            -112426,
            -149477,
            -1671573,
            -1112504,
            -1370644
        ],
        [
            1.787744,
            1.981793,
            1.615849,
            0.99941,
            1.203251,
            0.8538
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            57,
            24,
            33,
            57,
            24,
            33
        ],
        [
            39,
            24,
            15,
            39,
            24,
            15
        ],
        [
            59.375,
            50,
            68.75,
            59.375,
            50,
            68.75
        ],
        [
            1.223193,
            1.981793,
            0.734477,
            0.683807,
            1.203251,
            0.388091
        ],
        [
            140990,
            140990,
            65143,
            439978,
            439978,
            355921
        ],
        [
            -96070,
            -34136,
            -96070,
            -1353107,
            -493785,
            -1353107
        ],
        [
            75,
            88,
            62,
            75,
            88,
            62
        ],
        [
            71,
            87,
            59,
            71,
            87,
            59
        ],
        [
            81,
            88,
            68,
            81,
            88,
            68
        ],
        [
            7221,
            4238,
            2983,
            7221,
            4238,
            2983
        ],
        [
            0,
            0,
            57.486709,
            0,
            0,
            57.486709
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420697,
            -4127,
            -58567,
            -579306,
            -96138,
            -577697
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7569,
    "evaluation_days": 1892.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599199200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930051638,
    "expiration_time": 1763619912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 170,
            "offset": 0,
            "a": 0.73642
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 184,
            "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)