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Trade: SXP/USDT/480/MIDPRICE/SINWMA/6699

Strategy
SXP/USDT/480/MIDPRICE/SINWMA/6699
Pair
SXP_USDT
Interval
8h
Score
333449
Daily Profit
0.166603
Profit Factor
1.391155
Profitability
65.178571
Streak
6.715457
Best Strategy
Training Data Length
1910.670000
Evaluation Time
2025-10-12 20:10
Expiration Time
2025-12-09 01:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 318322.9427 232948.7803 85374.1623 -99673.7346 110435.1131 -210108.8477
Total P&L (%) 318.3229 232.9488 85.3742 -99.6737 110.4351 -210.1088
Avg Daily Profit (%) 0.1666 0.1219 0.0447 -0.2992 0.0389 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210685 -60857 -184723 -273362 -156813 -252252
Profit Factor 1.3912 1.7449 1.1704 0.8729 1.3919 0.5816
Total Trades 112 56 56 112 56 56
Winning Trades 73 33 40 69 32 37
Losing Trades 39 23 16 43 24 19
Profitability (%) 65.1786 58.9286 71.4286 61.6071 57.1429 66.0714
Ratio Avg Win / Avg Loss 0.7432 1.2162 0.4682 0.544 1.0439 0.2987
Largest Winning Trade 84956 84956 50730 83675 83675 37885
Largest Losing Trade -106717 -58984 -106717 -193974 -156813 -193974
Avg Bars in Trades 47 30 64 47 30 64
Avg Bars in Winners 43 24 58 50 27 70
Avg Bars in Losers 55 39 77 42 34 52
Bars Traded 5316 1726 3590 5316 1726 3590
Profit Streak 6.7155 0 314.3821 6.7155 0 314.3821
Trades During Streak 1 0 8 1 0 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333449 -206947 -343834 -578288 -319360 -757300
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5732,
    "evaluation_days": 1910.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598256000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760289015473,
    "expiration_time": 1765237248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 88,
            "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": [
        [
            318322.942686145,
            232948.7803424307,
            85374.1623437143,
            -99673.7346136438,
            110435.1130531634,
            -210108.8476668072
        ],
        [
            318.322943,
            232.94878,
            85.374162,
            -99.673735,
            110.435113,
            -210.108848
        ],
        [
            0.166603,
            0.12192,
            0.044683,
            -0.299196,
            0.038947,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210685,
            -60857,
            -184723,
            -273362,
            -156813,
            -252252
        ],
        [
            1.391155,
            1.744924,
            1.170378,
            0.872866,
            1.391898,
            0.581629
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            73,
            33,
            40,
            69,
            32,
            37
        ],
        [
            39,
            23,
            16,
            43,
            24,
            19
        ],
        [
            65.178571,
            58.928571,
            71.428571,
            61.607143,
            57.142857,
            66.071429
        ],
        [
            0.74322,
            1.216159,
            0.468151,
            0.54396,
            1.043923,
            0.298674
        ],
        [
            84956,
            84956,
            50730,
            83675,
            83675,
            37885
        ],
        [
            -106717,
            -58984,
            -106717,
            -193974,
            -156813,
            -193974
        ],
        [
            47,
            30,
            64,
            47,
            30,
            64
        ],
        [
            43,
            24,
            58,
            50,
            27,
            70
        ],
        [
            55,
            39,
            77,
            42,
            34,
            52
        ],
        [
            5316,
            1726,
            3590,
            5316,
            1726,
            3590
        ],
        [
            6.715457,
            0,
            314.382123,
            6.715457,
            0,
            314.382124
        ],
        [
            1,
            0,
            8,
            1,
            0,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333449,
            -206947,
            -343834,
            -578288,
            -319360,
            -757300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5732,
    "evaluation_days": 1910.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1598256000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760289015473,
    "expiration_time": 1765237248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 88,
            "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)