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Trade: SXP/USDT/480/WMA/MIDPRICE/5177

Strategy
SXP/USDT/480/WMA/MIDPRICE/5177
Pair
SXP_USDT
Interval
8h
Score
410185
Daily Profit
0.261309
Profit Factor
1.766050
Profitability
55.284553
Streak
0.000000
Best Strategy
Training Data Length
1898.000000
Evaluation Time
2025-09-30 03:54
Expiration Time
2025-11-26 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495964.5334 333379.7888 162584.7445 397811.2825 -158657.8879 556469.1705
Total P&L (%) 495.9645 333.3798 162.5847 397.8113 -158.6579 556.4692
Avg Daily Profit (%) 0.2613 0.1756 0.0857 0.0846 0 0.0992
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130955 -134150 -48564 -950807 -863520 -383157
Profit Factor 1.7661 1.8215 1.6729 1.1227 0.9219 1.4598
Total Trades 123 61 62 123 61 62
Winning Trades 68 31 37 68 31 37
Losing Trades 55 30 25 55 30 25
Profitability (%) 55.2846 50.8197 59.6774 55.2846 50.8197 59.6774
Ratio Avg Win / Avg Loss 1.4284 1.7628 1.1303 0.908 0.8922 0.9864
Largest Winning Trade 217676 217676 56108 343458 343458 215061
Largest Losing Trade -61122 -61122 -39824 -329452 -278154 -329452
Avg Bars in Trades 39 57 22 39 57 22
Avg Bars in Winners 44 67 25 44 67 25
Avg Bars in Losers 34 48 16 34 48 16
Bars Traded 4908 3534 1374 4908 3534 1374
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 410185 -150705 -229181 -166241 -742352 -213389
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5694,
    "evaluation_days": 1898,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759193643588,
    "expiration_time": 1764110016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "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": [
        [
            495964.5333514307,
            333379.7888329732,
            162584.7445184576,
            397811.2825451109,
            -158657.8879297738,
            556469.1704748847
        ],
        [
            495.964533,
            333.379789,
            162.584745,
            397.811283,
            -158.657888,
            556.46917
        ],
        [
            0.261309,
            0.175648,
            0.085661,
            0.084601,
            0,
            0.099191
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130955,
            -134150,
            -48564,
            -950807,
            -863520,
            -383157
        ],
        [
            1.76605,
            1.821521,
            1.672886,
            1.122678,
            0.921939,
            1.4598
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            55.284553,
            50.819672,
            59.677419,
            55.284553,
            50.819672,
            59.677419
        ],
        [
            1.428423,
            1.762762,
            1.130328,
            0.908048,
            0.892199,
            0.986351
        ],
        [
            217676,
            217676,
            56108,
            343458,
            343458,
            215061
        ],
        [
            -61122,
            -61122,
            -39824,
            -329452,
            -278154,
            -329452
        ],
        [
            39,
            57,
            22,
            39,
            57,
            22
        ],
        [
            44,
            67,
            25,
            44,
            67,
            25
        ],
        [
            34,
            48,
            16,
            34,
            48,
            16
        ],
        [
            4908,
            3534,
            1374,
            4908,
            3534,
            1374
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410185,
            -150705,
            -229181,
            -166241,
            -742352,
            -213389
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5694,
    "evaluation_days": 1898,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759193643588,
    "expiration_time": 1764110016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "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)