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Trade: SXP/USDT/480/HILO/DCM/4934

Strategy
SXP/USDT/480/HILO/DCM/4934
Pair
SXP_USDT
Interval
8h
Score
334387
Daily Profit
0.197449
Profit Factor
1.219124
Profitability
43.699187
Streak
14.625087
Best Strategy
Training Data Length
1904.330000
Evaluation Time
2025-10-06 18:00
Expiration Time
2025-12-02 13:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 376008.0724 288858.5002 87149.5722 -36816.2493 -113770.2981 76954.0488
Total P&L (%) 376.0081 288.8585 87.1496 -36.8162 -113.7703 76.954
Avg Daily Profit (%) 0.1974 0.1517 0.0458 -0.0241 0 0.03
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -248276 -140745 -128758 -1121037 -856909 -562925
Profit Factor 1.2191 1.2858 1.1235 0.994 0.9688 1.0306
Total Trades 492 246 246 492 246 246
Winning Trades 215 91 124 215 91 124
Losing Trades 277 155 122 277 155 122
Profitability (%) 43.6992 36.9919 50.4065 43.6992 36.9919 50.4065
Ratio Avg Win / Avg Loss 1.5707 2.1902 1.1054 1.2807 1.6501 1.014
Largest Winning Trade 205833 205833 35776 642750 642750 149560
Largest Losing Trade -39652 -39652 -28957 -285704 -144199 -285704
Avg Bars in Trades 11 16 6 11 16 6
Avg Bars in Winners 14 22 7 14 22 7
Avg Bars in Losers 9 12 5 9 12 5
Bars Traded 5650 3983 1667 5650 3983 1667
Profit Streak 14.6251 0 18.2918 14.6251 0 18.2918
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334387 153619 -214788 -578122 -582049 -338045
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5713,
    "evaluation_days": 1904.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759762807511,
    "expiration_time": 1764673632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 24,
            "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": [
        [
            376008.0723813856,
            288858.5001723297,
            87149.572209055,
            -36816.249252476,
            -113770.2980871883,
            76954.0488347122
        ],
        [
            376.008072,
            288.8585,
            87.149572,
            -36.816249,
            -113.770298,
            76.954049
        ],
        [
            0.197449,
            0.151685,
            0.045764,
            -0.024107,
            0,
            0.029974
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -248276,
            -140745,
            -128758,
            -1121037,
            -856909,
            -562925
        ],
        [
            1.219124,
            1.285841,
            1.123546,
            0.994019,
            0.968776,
            1.030634
        ],
        [
            492,
            246,
            246,
            492,
            246,
            246
        ],
        [
            215,
            91,
            124,
            215,
            91,
            124
        ],
        [
            277,
            155,
            122,
            277,
            155,
            122
        ],
        [
            43.699187,
            36.99187,
            50.406504,
            43.699187,
            36.99187,
            50.406504
        ],
        [
            1.570686,
            2.190169,
            1.105425,
            1.280667,
            1.650113,
            1.01401
        ],
        [
            205833,
            205833,
            35776,
            642750,
            642750,
            149560
        ],
        [
            -39652,
            -39652,
            -28957,
            -285704,
            -144199,
            -285704
        ],
        [
            11,
            16,
            6,
            11,
            16,
            6
        ],
        [
            14,
            22,
            7,
            14,
            22,
            7
        ],
        [
            9,
            12,
            5,
            9,
            12,
            5
        ],
        [
            5650,
            3983,
            1667,
            5650,
            3983,
            1667
        ],
        [
            14.625087,
            0,
            18.291753,
            14.625087,
            0,
            18.291754
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334387,
            153619,
            -214788,
            -578122,
            -582049,
            -338045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5713,
    "evaluation_days": 1904.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759762807511,
    "expiration_time": 1764673632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 24,
            "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)