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Trade: SXP/USDT/480/VWAP/KCL/2409

Strategy
SXP/USDT/480/VWAP/KCL/2409
Pair
SXP_USDT
Interval
8h
Score
516820
Daily Profit
0.166129
Profit Factor
1.577363
Profitability
83.125000
Streak
198.263465
Best Strategy
Training Data Length
1900.000000
Evaluation Time
2025-10-02 09:19
Expiration Time
2025-11-28 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315645.2914 162555.3725 153089.919 -6829520.0323 -1277920.1205 -5551599.9118
Total P&L (%) 315.6453 162.5554 153.0899 -6829.52 -1277.9201 -5551.5999
Avg Daily Profit (%) 0.1661 0.0856 0.0806 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -234274 -64015 -226489 -6962905 -2103208 -5662625
Profit Factor 1.5774 2.0414 1.3919 0.5616 0.7801 0.4317
Total Trades 160 80 80 160 80 80
Winning Trades 133 59 74 35 23 12
Losing Trades 27 21 6 125 57 68
Profitability (%) 83.125 73.75 92.5 21.875 28.75 15
Ratio Avg Win / Avg Loss 0.3202 0.7266 0.1129 2.0059 1.9333 2.4462
Largest Winning Trade 31817 20291 31817 2014111 2014111 1682204
Largest Losing Trade -226489 -64015 -226489 -569148 -397235 -569148
Avg Bars in Trades 34 18 50 34 18 50
Avg Bars in Winners 23 8 34 62 40 103
Avg Bars in Losers 89 46 241 26 9 40
Bars Traded 5501 1488 4013 5501 1488 4013
Profit Streak 198.2635 198.2635 285.9301 0 0 0
Trades During Streak 13 6 12 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516820 -92016 -98939 -620749 -610467 -671347
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5700,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599724800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759385963391,
    "expiration_time": 1764288000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            315645.2914317001,
            162555.3724594273,
            153089.9189722731,
            -6829520.032278065,
            -1277920.1205104238,
            -5551599.911767643
        ],
        [
            315.645291,
            162.555372,
            153.089919,
            -6829.520032,
            -1277.920121,
            -5551.599912
        ],
        [
            0.166129,
            0.085555,
            0.080574,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -234274,
            -64015,
            -226489,
            -6962905,
            -2103208,
            -5662625
        ],
        [
            1.577363,
            2.041376,
            1.39193,
            0.561643,
            0.780101,
            0.431678
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            133,
            59,
            74,
            35,
            23,
            12
        ],
        [
            27,
            21,
            6,
            125,
            57,
            68
        ],
        [
            83.125,
            73.75,
            92.5,
            21.875,
            28.75,
            15
        ],
        [
            0.320217,
            0.726591,
            0.112859,
            2.005867,
            1.933294,
            2.446176
        ],
        [
            31817,
            20291,
            31817,
            2014111,
            2014111,
            1682204
        ],
        [
            -226489,
            -64015,
            -226489,
            -569148,
            -397235,
            -569148
        ],
        [
            34,
            18,
            50,
            34,
            18,
            50
        ],
        [
            23,
            8,
            34,
            62,
            40,
            103
        ],
        [
            89,
            46,
            241,
            26,
            9,
            40
        ],
        [
            5501,
            1488,
            4013,
            5501,
            1488,
            4013
        ],
        [
            198.263465,
            198.263465,
            285.930132,
            0,
            0,
            0
        ],
        [
            13,
            6,
            12,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516820,
            -92016,
            -98939,
            -620749,
            -610467,
            -671347
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5700,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599724800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759385963391,
    "expiration_time": 1764288000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)