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Trade: SXP/USDT/360/WMA/JMA/3341

Strategy
SXP/USDT/360/WMA/JMA/3341
Pair
SXP_USDT
Interval
6h
Score
450822
Daily Profit
0.186042
Profit Factor
2.148681
Profitability
53.125000
Streak
57.040293
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-10-09 15:58
Expiration Time
2025-12-05 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364085.2432 354781.7852 9303.458 -367340.1567 103393.5096 -470733.6663
Total P&L (%) 364.0852 354.7818 9.3035 -367.3402 103.3935 -470.7337
Avg Daily Profit (%) 0.1909 0.186 0.0049 0 0.0372 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -275798 -153293 -220169 -948752 -429297 -654714
Profit Factor 1.536 2.1487 1.0251 0.797 1.1271 0.5274
Total Trades 64 32 32 64 32 32
Winning Trades 34 17 17 29 13 16
Losing Trades 30 15 15 35 19 16
Profitability (%) 53.125 53.125 53.125 45.3125 40.625 50
Ratio Avg Win / Avg Loss 1.3553 1.8959 0.9045 0.9619 1.6472 0.5274
Largest Winning Trade 463907 463907 63926 439493 439493 92500
Largest Losing Trade -195222 -59373 -195222 -496338 -296224 -496338
Avg Bars in Trades 113 101 126 113 101 126
Avg Bars in Winners 112 109 115 104 98 108
Avg Bars in Losers 115 91 138 122 103 144
Bars Traded 7291 3242 4049 7291 3242 4049
Profit Streak 57.0403 57.0403 87.0403 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133045 450822 -545717 -726378 -226480 -580810
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7628,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760014681336,
    "expiration_time": 1764932544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 213,
            "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": [
        [
            364085.24323316,
            354781.7852000652,
            9303.4580330946,
            -367340.1566773686,
            103393.5095874416,
            -470733.6662648105
        ],
        [
            364.085243,
            354.781785,
            9.303458,
            -367.340157,
            103.39351,
            -470.733666
        ],
        [
            0.19092,
            0.186042,
            0.004879,
            0,
            0.037237,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -275798,
            -153293,
            -220169,
            -948752,
            -429297,
            -654714
        ],
        [
            1.535954,
            2.148681,
            1.025113,
            0.797017,
            1.127064,
            0.527372
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            34,
            17,
            17,
            29,
            13,
            16
        ],
        [
            30,
            15,
            15,
            35,
            19,
            16
        ],
        [
            53.125,
            53.125,
            53.125,
            45.3125,
            40.625,
            50
        ],
        [
            1.355253,
            1.895895,
            0.904512,
            0.961917,
            1.647247,
            0.527372
        ],
        [
            463907,
            463907,
            63926,
            439493,
            439493,
            92500
        ],
        [
            -195222,
            -59373,
            -195222,
            -496338,
            -296224,
            -496338
        ],
        [
            113,
            101,
            126,
            113,
            101,
            126
        ],
        [
            112,
            109,
            115,
            104,
            98,
            108
        ],
        [
            115,
            91,
            138,
            122,
            103,
            144
        ],
        [
            7291,
            3242,
            4049,
            7291,
            3242,
            4049
        ],
        [
            57.040293,
            57.040293,
            87.040293,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133045,
            450822,
            -545717,
            -726378,
            -226480,
            -580810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7628,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760014681336,
    "expiration_time": 1764932544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 213,
            "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)