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Trade: SXP/USDT/720/ALMA/HWMA/4372

Strategy
SXP/USDT/720/ALMA/HWMA/4372
Pair
SXP_USDT
Interval
12h
Score
404410
Daily Profit
0.245669
Profit Factor
1.392357
Profitability
52.044610
Streak
11.971635
Best Strategy
Training Data Length
1892.500000
Evaluation Time
2025-09-27 02:19
Expiration Time
2025-11-20 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464929.002 294783.8138 170145.1882 316768.3508 212880.1714 103888.1794
Total P&L (%) 464.929 294.7838 170.1452 316.7684 212.8802 103.8882
Avg Daily Profit (%) 0.2457 0.1558 0.0899 0.0755 0.0603 0.0377
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -292000 -202827 -117169 -1444121 -1004937 -788527
Profit Factor 1.3924 1.4592 1.3134 1.0568 1.0698 1.0411
Total Trades 269 135 134 269 135 134
Winning Trades 140 69 71 140 69 71
Losing Trades 129 66 63 129 66 63
Profitability (%) 52.0446 51.1111 52.9851 52.0446 51.1111 52.9851
Ratio Avg Win / Avg Loss 1.283 1.3957 1.1654 0.9737 1.0233 0.9238
Largest Winning Trade 167478 167478 41820 503135 503135 435706
Largest Losing Trade -47863 -47863 -42236 -327715 -327715 -264999
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3625 1815 1810 3625 1815 1810
Profit Streak 11.9716 32.4716 0 11.9716 32.4716 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404410 342782 -72301 -249395 -254966 -319177
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3785,
    "evaluation_days": 1892.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928749277,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 71,
            "offset": 80
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.81832
        }
    }
}
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": [
        [
            464929.0020009688,
            294783.8138483004,
            170145.1881526678,
            316768.3507673688,
            212880.1713720817,
            103888.1793952874
        ],
        [
            464.929002,
            294.783814,
            170.145188,
            316.768351,
            212.880171,
            103.888179
        ],
        [
            0.245669,
            0.155764,
            0.089905,
            0.07545,
            0.06029,
            0.03765
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -292000,
            -202827,
            -117169,
            -1444121,
            -1004937,
            -788527
        ],
        [
            1.392357,
            1.459173,
            1.313356,
            1.056755,
            1.06978,
            1.041052
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            140,
            69,
            71,
            140,
            69,
            71
        ],
        [
            129,
            66,
            63,
            129,
            66,
            63
        ],
        [
            52.04461,
            51.111111,
            52.985075,
            52.04461,
            51.111111,
            52.985075
        ],
        [
            1.282957,
            1.395731,
            1.165372,
            0.973724,
            1.023268,
            0.92375
        ],
        [
            167478,
            167478,
            41820,
            503135,
            503135,
            435706
        ],
        [
            -47863,
            -47863,
            -42236,
            -327715,
            -327715,
            -264999
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3625,
            1815,
            1810,
            3625,
            1815,
            1810
        ],
        [
            11.971635,
            32.471635,
            0,
            11.971635,
            32.471635,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404410,
            342782,
            -72301,
            -249395,
            -254966,
            -319177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3785,
    "evaluation_days": 1892.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928749277,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 71,
            "offset": 80
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.81832
        }
    }
}

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)