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Trade: SXP/USDT/480/HWMA/VWAP/4519

Strategy
SXP/USDT/480/HWMA/VWAP/4519
Pair
SXP_USDT
Interval
8h
Score
327171
Daily Profit
0.203877
Profit Factor
1.209688
Profitability
48.115299
Streak
0.000000
Best Strategy
Training Data Length
1906.330000
Evaluation Time
2025-10-08 13:13
Expiration Time
2025-12-04 14:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388657.0338 274348.5764 114308.4574 8875.4286 292562.5227 -283687.0941
Total P&L (%) 388.657 274.3486 114.3085 8.8754 292.5625 -283.6871
Avg Daily Profit (%) 0.2039 0.1439 0.06 0.0045 0.0718 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -239269 -128545 -125484 -1919974 -1026445 -1244749
Profit Factor 1.2097 1.2857 1.128 1.0009 1.0574 0.9445
Total Trades 451 225 226 451 225 226
Winning Trades 217 108 109 217 108 109
Losing Trades 234 117 117 234 117 117
Profitability (%) 48.1153 48 48.2301 48.1153 48 48.2301
Ratio Avg Win / Avg Loss 1.3045 1.3929 1.2107 1.0793 1.1455 1.0139
Largest Winning Trade 151761 151761 44521 1028441 1028441 295646
Largest Losing Trade -34809 -34809 -31152 -422483 -303195 -422483
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 5706 2851 2855 5706 2851 2855
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327171 -800 -192416 -570305 -254397 -578894
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5719,
    "evaluation_days": 1906.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1595232000000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759918418308,
    "expiration_time": 1764851616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.98091
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            388657.0337829087,
            274348.5763928196,
            114308.4573900898,
            8875.4286117172,
            292562.5226961047,
            -283687.0940843883
        ],
        [
            388.657034,
            274.348576,
            114.308457,
            8.875429,
            292.562523,
            -283.687094
        ],
        [
            0.203877,
            0.143915,
            0.059963,
            0.004461,
            0.071762,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -239269,
            -128545,
            -125484,
            -1919974,
            -1026445,
            -1244749
        ],
        [
            1.209688,
            1.285736,
            1.127954,
            1.000869,
            1.057392,
            0.944541
        ],
        [
            451,
            225,
            226,
            451,
            225,
            226
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            48.115299,
            48,
            48.230088,
            48.115299,
            48,
            48.230088
        ],
        [
            1.304456,
            1.39288,
            1.210739,
            1.079278,
            1.145508,
            1.013865
        ],
        [
            151761,
            151761,
            44521,
            1028441,
            1028441,
            295646
        ],
        [
            -34809,
            -34809,
            -31152,
            -422483,
            -303195,
            -422483
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            5706,
            2851,
            2855,
            5706,
            2851,
            2855
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327171,
            -800,
            -192416,
            -570305,
            -254397,
            -578894
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5719,
    "evaluation_days": 1906.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1595232000000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759918418308,
    "expiration_time": 1764851616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.98091
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)