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Trade: SXP/USDT/480/ALMA/WMA/2319

Strategy
SXP/USDT/480/ALMA/WMA/2319
Pair
SXP_USDT
Interval
8h
Score
353849
Daily Profit
0.192025
Profit Factor
1.584754
Profitability
50.602410
Streak
32.219679
Best Strategy
Training Data Length
1896.000000
Evaluation Time
2025-09-28 08:16
Expiration Time
2025-11-23 23:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364079.8794 241979.4821 122100.3974 147368.7904 -90096.0602 237464.8506
Total P&L (%) 364.0799 241.9795 122.1004 147.3688 -90.0961 237.4649
Avg Daily Profit (%) 0.192 0.1276 0.0644 0.0478 -0.1219 0.0642
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90929 -118725 -124026 -294819 -253218 -147308
Profit Factor 1.5848 1.7003 1.4407 1.1449 0.8622 1.6543
Total Trades 83 41 42 83 41 42
Winning Trades 42 20 22 42 20 22
Losing Trades 41 21 20 41 21 20
Profitability (%) 50.6024 48.7805 52.381 50.6024 48.7805 52.381
Ratio Avg Win / Avg Loss 1.547 1.7853 1.3097 1.1177 0.9053 1.5039
Largest Winning Trade 144388 144388 43881 106666 106666 91904
Largest Losing Trade -49080 -36665 -49080 -85692 -85692 -69931
Avg Bars in Trades 62 76 48 62 76 48
Avg Bars in Winners 68 72 64 68 72 64
Avg Bars in Losers 56 80 31 56 80 31
Bars Traded 5184 3136 2048 5184 3136 2048
Profit Streak 32.2197 0 165.8863 32.2197 0 165.8863
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353849 -19854 -104263 -190864 -581216 -102377
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5688,
    "evaluation_days": 1896,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1601884800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759036580274,
    "expiration_time": 1763932032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 232,
            "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": [
        [
            364079.8794404633,
            241979.4820517187,
            122100.3973887448,
            147368.7903746502,
            -90096.0602306756,
            237464.8506053257
        ],
        [
            364.079879,
            241.979482,
            122.100397,
            147.36879,
            -90.09606,
            237.464851
        ],
        [
            0.192025,
            0.127626,
            0.064399,
            0.047781,
            -0.121879,
            0.064171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90929,
            -118725,
            -124026,
            -294819,
            -253218,
            -147308
        ],
        [
            1.584754,
            1.7003,
            1.440663,
            1.144927,
            0.862218,
            1.654279
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            50.60241,
            48.780488,
            52.380952,
            50.60241,
            48.780488,
            52.380952
        ],
        [
            1.547022,
            1.785315,
            1.309693,
            1.117667,
            0.905329,
            1.50389
        ],
        [
            144388,
            144388,
            43881,
            106666,
            106666,
            91904
        ],
        [
            -49080,
            -36665,
            -49080,
            -85692,
            -85692,
            -69931
        ],
        [
            62,
            76,
            48,
            62,
            76,
            48
        ],
        [
            68,
            72,
            64,
            68,
            72,
            64
        ],
        [
            56,
            80,
            31,
            56,
            80,
            31
        ],
        [
            5184,
            3136,
            2048,
            5184,
            3136,
            2048
        ],
        [
            32.219679,
            0,
            165.886346,
            32.219679,
            0,
            165.886346
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353849,
            -19854,
            -104263,
            -190864,
            -581216,
            -102377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5688,
    "evaluation_days": 1896,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1601884800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759036580274,
    "expiration_time": 1763932032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 232,
            "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)