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Trade: SXP/USDT/720/PWMA/SWMA/1466

Strategy
SXP/USDT/720/PWMA/SWMA/1466
Pair
SXP_USDT
Interval
12h
Score
339513
Daily Profit
0.154995
Profit Factor
1.928900
Profitability
44.736842
Streak
121.572120
Best Strategy
Training Data Length
1904.000000
Evaluation Time
2025-10-06 04:43
Expiration Time
2025-12-02 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 223290.0896 295110.3208 -71820.2312 -146685.8517 173657.9688 -320343.8205
Total P&L (%) 223.2901 295.1103 -71.8202 -146.6859 173.658 -320.3438
Avg Daily Profit (%) 0.1173 0.155 -0.0377 0 0.0529 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -265801 -125412 -229507 -1007927 -461369 -646840
Profit Factor 1.2895 1.9289 0.8417 0.8893 1.3065 0.5774
Total Trades 75 38 37 75 38 37
Winning Trades 41 17 24 42 21 21
Losing Trades 34 21 13 33 17 16
Profitability (%) 54.6667 44.7368 64.8649 56 55.2632 56.7568
Ratio Avg Win / Avg Loss 1.0693 2.3828 0.4559 0.6987 1.0576 0.4399
Largest Winning Trade 367578 367578 74087 346880 346880 168092
Largest Losing Trade -211200 -48414 -211200 -495820 -435744 -495820
Avg Bars in Trades 45 39 52 45 39 52
Avg Bars in Winners 50 40 57 49 42 55
Avg Bars in Losers 40 39 42 41 36 47
Bars Traded 3439 1510 1929 3439 1510 1929
Profit Streak 83.0721 121.5721 0 0 0 132.5721
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96258 339513 -578845 -641000 -121471 -579328
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3808,
    "evaluation_days": 1904,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715031176,
    "expiration_time": 1764643968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "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": [
        [
            223290.089578678,
            295110.3207586727,
            -71820.2311799949,
            -146685.8516748211,
            173657.9688388854,
            -320343.8205137065
        ],
        [
            223.29009,
            295.110321,
            -71.820231,
            -146.685852,
            173.657969,
            -320.343821
        ],
        [
            0.117274,
            0.154995,
            -0.037721,
            0,
            0.052887,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -265801,
            -125412,
            -229507,
            -1007927,
            -461369,
            -646840
        ],
        [
            1.289473,
            1.9289,
            0.841691,
            0.889266,
            1.306473,
            0.577403
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            41,
            17,
            24,
            42,
            21,
            21
        ],
        [
            34,
            21,
            13,
            33,
            17,
            16
        ],
        [
            54.666667,
            44.736842,
            64.864865,
            56,
            55.263158,
            56.756757
        ],
        [
            1.069319,
            2.382759,
            0.455916,
            0.698709,
            1.057621,
            0.439926
        ],
        [
            367578,
            367578,
            74087,
            346880,
            346880,
            168092
        ],
        [
            -211200,
            -48414,
            -211200,
            -495820,
            -435744,
            -495820
        ],
        [
            45,
            39,
            52,
            45,
            39,
            52
        ],
        [
            50,
            40,
            57,
            49,
            42,
            55
        ],
        [
            40,
            39,
            42,
            41,
            36,
            47
        ],
        [
            3439,
            1510,
            1929,
            3439,
            1510,
            1929
        ],
        [
            83.07212,
            121.57212,
            0,
            0,
            0,
            132.57212
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96258,
            339513,
            -578845,
            -641000,
            -121471,
            -579328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3808,
    "evaluation_days": 1904,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715031176,
    "expiration_time": 1764643968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "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)