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Trade: SXP/USDT/360/WMA/MIDPRICE/8189

Strategy
SXP/USDT/360/WMA/MIDPRICE/8189
Pair
SXP_USDT
Interval
6h
Score
400794
Daily Profit
0.184609
Profit Factor
1.614699
Profitability
49.450549
Streak
74.830228
Best Strategy
Training Data Length
1900.750000
Evaluation Time
2025-10-03 04:55
Expiration Time
2025-11-29 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350896.0182 228593.4467 122302.5715 104809.8807 -46325.3997 151135.2803
Total P&L (%) 350.896 228.5934 122.3026 104.8099 -46.3254 151.1353
Avg Daily Profit (%) 0.1846 0.1203 0.0643 0.0377 -0.0327 0.0485
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123934 -151519 -123479 -311889 -325306 -136303
Profit Factor 1.6147 1.6595 1.5454 1.1178 0.9227 1.5195
Total Trades 91 45 46 91 45 46
Winning Trades 45 20 25 45 20 25
Losing Trades 46 25 21 46 25 21
Profitability (%) 49.4505 44.4444 54.3478 49.4505 44.4444 54.3478
Ratio Avg Win / Avg Loss 1.6506 2.0744 1.2981 1.1426 1.1533 1.2763
Largest Winning Trade 152240 152240 61570 96199 96199 78805
Largest Losing Trade -61394 -61394 -45549 -127669 -127669 -39347
Avg Bars in Trades 75 106 44 75 106 44
Avg Bars in Winners 85 122 56 85 122 56
Avg Bars in Losers 65 94 30 65 94 30
Bars Traded 6862 4798 2064 6862 4798 2064
Profit Streak 74.8302 0 75.0802 74.8302 0 75.0802
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400794 -31404 -104235 -232895 -581205 -125576
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7603,
    "evaluation_days": 1900.75,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598724000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456531725,
    "expiration_time": 1764376344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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": [
        [
            350896.0182420819,
            228593.4467495914,
            122302.5714924906,
            104809.8806784994,
            -46325.3996650494,
            151135.2803435489
        ],
        [
            350.896018,
            228.593447,
            122.302571,
            104.809881,
            -46.3254,
            151.13528
        ],
        [
            0.184609,
            0.120265,
            0.064344,
            0.037724,
            -0.032731,
            0.048457
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123934,
            -151519,
            -123479,
            -311889,
            -325306,
            -136303
        ],
        [
            1.614699,
            1.659535,
            1.545398,
            1.117775,
            0.922659,
            1.519463
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            49.450549,
            44.444444,
            54.347826,
            49.450549,
            44.444444,
            54.347826
        ],
        [
            1.650581,
            2.074419,
            1.298134,
            1.142614,
            1.153324,
            1.276349
        ],
        [
            152240,
            152240,
            61570,
            96199,
            96199,
            78805
        ],
        [
            -61394,
            -61394,
            -45549,
            -127669,
            -127669,
            -39347
        ],
        [
            75,
            106,
            44,
            75,
            106,
            44
        ],
        [
            85,
            122,
            56,
            85,
            122,
            56
        ],
        [
            65,
            94,
            30,
            65,
            94,
            30
        ],
        [
            6862,
            4798,
            2064,
            6862,
            4798,
            2064
        ],
        [
            74.830228,
            0,
            75.080228,
            74.830228,
            0,
            75.080228
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400794,
            -31404,
            -104235,
            -232895,
            -581205,
            -125576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7603,
    "evaluation_days": 1900.75,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598724000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456531725,
    "expiration_time": 1764376344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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)