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Trade: SXP/USDT/720/SSF/SMA/2887

Strategy
SXP/USDT/720/SSF/SMA/2887
Pair
SXP_USDT
Interval
12h
Score
389675
Daily Profit
0.217389
Profit Factor
1.773695
Profitability
54.255319
Streak
0.000000
Best Strategy
Training Data Length
1896.500000
Evaluation Time
2025-09-28 15:24
Expiration Time
2025-11-24 11:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412278.8241 200773.7189 211505.1052 544682.8288 176123.8373 368558.9915
Total P&L (%) 412.2788 200.7737 211.5051 544.6828 176.1238 368.559
Avg Daily Profit (%) 0.2174 0.1059 0.1115 0.0983 0.0536 0.0815
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90002 -87864 -70806 -471149 -304923 -336665
Profit Factor 1.7737 1.7012 1.8579 1.2536 1.1542 1.3664
Total Trades 94 47 47 94 47 47
Winning Trades 51 22 29 51 22 29
Losing Trades 43 25 18 43 25 18
Profitability (%) 54.2553 46.8085 61.7021 54.2553 46.8085 61.7021
Ratio Avg Win / Avg Loss 1.4955 1.9332 1.1532 1.0569 1.3116 0.8481
Largest Winning Trade 107747 107747 63017 241263 241263 164952
Largest Losing Trade -46602 -38960 -46602 -324394 -146476 -324394
Avg Bars in Trades 39 42 36 39 42 36
Avg Bars in Winners 51 58 47 51 58 47
Avg Bars in Losers 24 27 20 24 27 20
Bars Traded 3711 1978 1733 3711 1978 1733
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 389675 -49589 -40094 -60703 -173448 -83755
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3793,
    "evaluation_days": 1896.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597665600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062264710,
    "expiration_time": 1763976528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 57,
            "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": [
        [
            412278.8240984299,
            200773.7188784837,
            211505.1052199462,
            544682.8287930982,
            176123.8373018558,
            368558.9914912421
        ],
        [
            412.278824,
            200.773719,
            211.505105,
            544.682829,
            176.123837,
            368.558991
        ],
        [
            0.217389,
            0.105865,
            0.111524,
            0.098313,
            0.05357,
            0.081472
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90002,
            -87864,
            -70806,
            -471149,
            -304923,
            -336665
        ],
        [
            1.773695,
            1.701217,
            1.857865,
            1.253565,
            1.154199,
            1.366393
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            54.255319,
            46.808511,
            61.702128,
            54.255319,
            46.808511,
            61.702128
        ],
        [
            1.495468,
            1.933202,
            1.153157,
            1.056928,
            1.31159,
            0.848106
        ],
        [
            107747,
            107747,
            63017,
            241263,
            241263,
            164952
        ],
        [
            -46602,
            -38960,
            -46602,
            -324394,
            -146476,
            -324394
        ],
        [
            39,
            42,
            36,
            39,
            42,
            36
        ],
        [
            51,
            58,
            47,
            51,
            58,
            47
        ],
        [
            24,
            27,
            20,
            24,
            27,
            20
        ],
        [
            3711,
            1978,
            1733,
            3711,
            1978,
            1733
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389675,
            -49589,
            -40094,
            -60703,
            -173448,
            -83755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3793,
    "evaluation_days": 1896.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597665600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062264710,
    "expiration_time": 1763976528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 57,
            "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)