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Trade: SXP/USDT/480/PWMA/HWMA/2104

Strategy
SXP/USDT/480/PWMA/HWMA/2104
Pair
SXP_USDT
Interval
8h
Score
369366
Daily Profit
0.211046
Profit Factor
1.270713
Profitability
55.312500
Streak
0.000000
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 401901.2155 225377.8536 176523.3619 32748.5127 -68939.7184 101688.2311
Total P&L (%) 401.9012 225.3779 176.5234 32.7485 -68.9397 101.6882
Avg Daily Profit (%) 0.211 0.1184 0.0927 0.0149 -0.0614 0.0368
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147361 -84140 -107913 -205158 -168513 -147733
Profit Factor 1.2707 1.3032 1.2381 1.0176 0.9282 1.1135
Total Trades 320 160 160 320 160 160
Winning Trades 177 83 94 177 83 94
Losing Trades 143 77 66 143 77 66
Profitability (%) 55.3125 51.875 58.75 55.3125 51.875 58.75
Ratio Avg Win / Avg Loss 1.0266 1.209 0.8693 0.8222 0.8611 0.7818
Largest Winning Trade 83621 83621 44817 50037 50037 47019
Largest Losing Trade -61097 -58407 -61097 -93979 -90657 -93979
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 5601 2790 2811 5601 2790 2811
Profit Streak 0 0 22.9584 0 0 22.9584
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369366 -34099 -68930 -375977 -579974 -238732
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": 1597824000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759762805593,
    "expiration_time": 1764673632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.37685
        }
    }
}
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": [
        [
            401901.2154751134,
            225377.8536141268,
            176523.3618609866,
            32748.5126992557,
            -68939.7183820813,
            101688.231081337
        ],
        [
            401.901215,
            225.377854,
            176.523362,
            32.748513,
            -68.939718,
            101.688231
        ],
        [
            0.211046,
            0.11835,
            0.092696,
            0.014877,
            -0.06138,
            0.036847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147361,
            -84140,
            -107913,
            -205158,
            -168513,
            -147733
        ],
        [
            1.270713,
            1.30319,
            1.238144,
            1.017649,
            0.928184,
            1.113543
        ],
        [
            320,
            160,
            160,
            320,
            160,
            160
        ],
        [
            177,
            83,
            94,
            177,
            83,
            94
        ],
        [
            143,
            77,
            66,
            143,
            77,
            66
        ],
        [
            55.3125,
            51.875,
            58.75,
            55.3125,
            51.875,
            58.75
        ],
        [
            1.026621,
            1.208983,
            0.869335,
            0.822168,
            0.861086,
            0.781849
        ],
        [
            83621,
            83621,
            44817,
            50037,
            50037,
            47019
        ],
        [
            -61097,
            -58407,
            -61097,
            -93979,
            -90657,
            -93979
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            5601,
            2790,
            2811,
            5601,
            2790,
            2811
        ],
        [
            0,
            0,
            22.958398,
            0,
            0,
            22.958398
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369366,
            -34099,
            -68930,
            -375977,
            -579974,
            -238732
        ]
    ]
}
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": 1597824000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759762805593,
    "expiration_time": 1764673632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.37685
        }
    }
}

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)