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Trade: SXP/USDT/360/VWMA/KCL/8337

Strategy
SXP/USDT/360/VWMA/KCL/8337
Pair
SXP_USDT
Interval
6h
Score
531808
Daily Profit
0.230567
Profit Factor
1.963964
Profitability
80.232558
Streak
280.493857
Best Strategy
Training Data Length
1900.000000
Evaluation Time
2025-10-02 14:51
Expiration Time
2025-11-28 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 438077.5744 237412.0873 200665.4871 -9007087.1651 -4347955.3945 -4659131.7706
Total P&L (%) 438.0776 237.4121 200.6655 -9007.0872 -4347.9554 -4659.1318
Avg Daily Profit (%) 0.2306 0.125 0.1056 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190754 -68654 -190754 -9185712 -4806605 -4774703
Profit Factor 1.964 3.1524 1.5831 0.4924 0.3637 0.5731
Total Trades 86 43 43 86 43 43
Winning Trades 69 34 35 21 12 9
Losing Trades 17 9 8 65 31 34
Profitability (%) 80.2326 79.0698 81.3953 24.4186 27.907 20.9302
Ratio Avg Win / Avg Loss 0.4839 0.8345 0.3618 1.5242 0.9395 2.1649
Largest Winning Trade 39379 33460 39379 3680530 842761 3680530
Largest Losing Trade -190754 -51497 -190754 -1749025 -1279895 -1749025
Avg Bars in Trades 85 38 132 85 38 132
Avg Bars in Winners 70 32 106 110 51 189
Avg Bars in Losers 145 57 244 76 32 117
Bars Traded 7320 1637 5683 7320 1637 5683
Profit Streak 280.4939 280.4939 282.7439 0 0 0
Trades During Streak 11 5 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531808 -17742 -46308 -610147 -597729 -625701
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7600,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759405869295,
    "expiration_time": 1764309600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            438077.5744118058,
            237412.0872764445,
            200665.4871353613,
            -9007087.165144563,
            -4347955.394542142,
            -4659131.77060242
        ],
        [
            438.077574,
            237.412087,
            200.665487,
            -9007.087165,
            -4347.955395,
            -4659.131771
        ],
        [
            0.230567,
            0.124954,
            0.105613,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190754,
            -68654,
            -190754,
            -9185712,
            -4806605,
            -4774703
        ],
        [
            1.963964,
            3.152431,
            1.583067,
            0.492444,
            0.363685,
            0.573064
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            69,
            34,
            35,
            21,
            12,
            9
        ],
        [
            17,
            9,
            8,
            65,
            31,
            34
        ],
        [
            80.232558,
            79.069767,
            81.395349,
            24.418605,
            27.906977,
            20.930233
        ],
        [
            0.483875,
            0.834467,
            0.361844,
            1.52423,
            0.93952,
            2.164909
        ],
        [
            39379,
            33460,
            39379,
            3680530,
            842761,
            3680530
        ],
        [
            -190754,
            -51497,
            -190754,
            -1749025,
            -1279895,
            -1749025
        ],
        [
            85,
            38,
            132,
            85,
            38,
            132
        ],
        [
            70,
            32,
            106,
            110,
            51,
            189
        ],
        [
            145,
            57,
            244,
            76,
            32,
            117
        ],
        [
            7320,
            1637,
            5683,
            7320,
            1637,
            5683
        ],
        [
            280.493857,
            280.493858,
            282.743858,
            0,
            0,
            0
        ],
        [
            11,
            5,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531808,
            -17742,
            -46308,
            -610147,
            -597729,
            -625701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7600,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759405869295,
    "expiration_time": 1764309600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)