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Trade: SXP/USDT/480/HMA/DCM/1782

Strategy
SXP/USDT/480/HMA/DCM/1782
Pair
SXP_USDT
Interval
8h
Score
323009
Daily Profit
0.171126
Profit Factor
1.449179
Profitability
61.290323
Streak
77.928445
Best Strategy
Training Data Length
1898.000000
Evaluation Time
2025-09-30 09:16
Expiration Time
2025-11-26 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324796.3743 263327.3352 61469.0391 -629773.8607 -122567.5693 -507206.2914
Total P&L (%) 324.7964 263.3273 61.469 -629.7739 -122.5676 -507.2063
Avg Daily Profit (%) 0.1711 0.1387 0.0324 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222425 -106312 -237802 -644083 -281886 -515129
Profit Factor 1.4492 1.7463 1.166 0.6162 0.855 0.3628
Total Trades 93 46 47 93 46 47
Winning Trades 57 25 32 37 21 16
Losing Trades 36 21 15 56 25 31
Profitability (%) 61.2903 54.3478 68.0851 39.7849 45.6522 34.0426
Ratio Avg Win / Avg Loss 0.9153 1.4669 0.5466 0.9327 1.0178 0.7029
Largest Winning Trade 169111 169111 52496 174890 174890 84650
Largest Losing Trade -173757 -55114 -173757 -198621 -155815 -198621
Avg Bars in Trades 55 69 41 55 69 41
Avg Bars in Winners 46 57 37 65 83 41
Avg Bars in Losers 70 83 51 48 57 41
Bars Traded 5153 3192 1960 5153 3192 1960
Profit Streak 77.9284 0 175.5951 0 137.5951 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323009 -4984 -185984 -584502 -580158 -586902
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5694,
    "evaluation_days": 1898,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213017701,
    "expiration_time": 1764110016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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": [
        [
            324796.374324316,
            263327.3352347973,
            61469.0390895187,
            -629773.8606532943,
            -122567.5692552167,
            -507206.2913980776
        ],
        [
            324.796374,
            263.327335,
            61.469039,
            -629.773861,
            -122.567569,
            -507.206291
        ],
        [
            0.171126,
            0.138739,
            0.032386,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222425,
            -106312,
            -237802,
            -644083,
            -281886,
            -515129
        ],
        [
            1.449179,
            1.746313,
            1.16602,
            0.616239,
            0.854969,
            0.362762
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            57,
            25,
            32,
            37,
            21,
            16
        ],
        [
            36,
            21,
            15,
            56,
            25,
            31
        ],
        [
            61.290323,
            54.347826,
            68.085106,
            39.784946,
            45.652174,
            34.042553
        ],
        [
            0.915271,
            1.466903,
            0.546572,
            0.932685,
            1.01782,
            0.702852
        ],
        [
            169111,
            169111,
            52496,
            174890,
            174890,
            84650
        ],
        [
            -173757,
            -55114,
            -173757,
            -198621,
            -155815,
            -198621
        ],
        [
            55,
            69,
            41,
            55,
            69,
            41
        ],
        [
            46,
            57,
            37,
            65,
            83,
            41
        ],
        [
            70,
            83,
            51,
            48,
            57,
            41
        ],
        [
            5153,
            3192,
            1960,
            5153,
            3192,
            1960
        ],
        [
            77.928445,
            0,
            175.595112,
            0,
            137.595112,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323009,
            -4984,
            -185984,
            -584502,
            -580158,
            -586902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5694,
    "evaluation_days": 1898,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213017701,
    "expiration_time": 1764110016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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)