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Trade: SXP/USDT/480/HMA/FWMA/9905

Strategy
SXP/USDT/480/HMA/FWMA/9905
Pair
SXP_USDT
Interval
8h
Score
310056
Daily Profit
0.232560
Profit Factor
1.288534
Profitability
39.856802
Streak
19.322865
Best Strategy
Training Data Length
1909.000000
Evaluation Time
2025-10-11 10:44
Expiration Time
2025-12-07 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443957.8624 276873.1323 167084.7301 173146.2027 191948.8953 -18802.6925
Total P&L (%) 443.9579 276.8731 167.0847 173.1462 191.9489 -18.8027
Avg Daily Profit (%) 0.2326 0.145 0.0875 0.0527 0.0561 -0.0109
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175062 -108269 -114565 -2758682 -1484351 -1906955
Profit Factor 1.2885 1.3469 1.2256 1.0152 1.0334 0.9967
Total Trades 419 210 209 419 210 209
Winning Trades 167 73 94 167 73 94
Losing Trades 252 137 115 252 137 115
Profitability (%) 39.8568 34.7619 44.9761 39.8568 34.7619 44.9761
Ratio Avg Win / Avg Loss 1.9444 2.5277 1.4994 1.5319 1.9394 1.2193
Largest Winning Trade 178440 178440 54304 1292733 1292733 473816
Largest Losing Trade -35885 -35885 -30862 -408636 -231277 -408636
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 21 23 19 21 23 19
Avg Bars in Losers 8 8 7 8 8 7
Bars Traded 5656 2926 2730 5656 2926 2730
Profit Streak 19.3229 19.3229 36.3229 19.3229 19.3229 36.3229
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310056 -2489 -76624 -325731 -305180 -579258
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5727,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1596844800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760168695588,
    "expiration_time": 1765088928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 27,
            "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": [
        [
            443957.8623773332,
            276873.1322756665,
            167084.7301016664,
            173146.202746292,
            191948.8952561534,
            -18802.6925098608
        ],
        [
            443.957862,
            276.873132,
            167.08473,
            173.146203,
            191.948895,
            -18.802693
        ],
        [
            0.23256,
            0.145036,
            0.087525,
            0.052651,
            0.05614,
            -0.01091
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175062,
            -108269,
            -114565,
            -2758682,
            -1484351,
            -1906955
        ],
        [
            1.288534,
            1.346902,
            1.225626,
            1.015183,
            1.033395,
            0.996676
        ],
        [
            419,
            210,
            209,
            419,
            210,
            209
        ],
        [
            167,
            73,
            94,
            167,
            73,
            94
        ],
        [
            252,
            137,
            115,
            252,
            137,
            115
        ],
        [
            39.856802,
            34.761905,
            44.976077,
            39.856802,
            34.761905,
            44.976077
        ],
        [
            1.944374,
            2.527748,
            1.499436,
            1.531893,
            1.939386,
            1.219337
        ],
        [
            178440,
            178440,
            54304,
            1292733,
            1292733,
            473816
        ],
        [
            -35885,
            -35885,
            -30862,
            -408636,
            -231277,
            -408636
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            5656,
            2926,
            2730,
            5656,
            2926,
            2730
        ],
        [
            19.322865,
            19.322865,
            36.322865,
            19.322866,
            19.322866,
            36.322866
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310056,
            -2489,
            -76624,
            -325731,
            -305180,
            -579258
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5727,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1596844800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760168695588,
    "expiration_time": 1765088928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 27,
            "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)