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Trade: SXP/USDT/120/KCU/DCM/5575

Strategy
SXP/USDT/120/KCU/DCM/5575
Pair
SXP_USDT
Interval
2h
Score
316481
Daily Profit
0.177632
Profit Factor
1.322613
Profitability
59.813084
Streak
64.149506
Best Strategy
Training Data Length
1905.830000
Evaluation Time
2025-10-08 22:35
Expiration Time
2025-12-16 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259158.4776 181963.4918 77194.9858 1707411.0225 2844043.9736 -1136632.9511
Total P&L (%) 259.1585 181.9635 77.195 1707.411 2844.044 -1136.633
Avg Daily Profit (%) 0.136 0.0955 0.0405 0.152 0.1776 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -291582 -36780 -305633 -10555603 -1561346 -10599611
Profit Factor 1.2552 1.7196 1.1012 1.053 1.3226 0.9514
Total Trades 213 107 106 213 107 106
Winning Trades 136 64 72 134 64 70
Losing Trades 77 43 34 79 43 36
Profitability (%) 63.8498 59.8131 67.9245 62.9108 59.8131 66.0377
Ratio Avg Win / Avg Loss 0.7107 1.1554 0.52 0.6208 0.8886 0.4893
Largest Winning Trade 54690 28589 54690 2179815 969022 2179815
Largest Losing Trade -191542 -21539 -191542 -4603631 -1388464 -4603631
Avg Bars in Trades 105 31 179 105 31 179
Avg Bars in Winners 102 30 167 96 28 158
Avg Bars in Losers 108 34 203 119 36 219
Bars Traded 22386 3404 18982 22386 3404 18982
Profit Streak 64.1495 64.1495 67.8162 64.1495 64.1495 67.8162
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -8890 -60966 -245913 -151897 316481 -577589
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22870,
    "evaluation_days": 1905.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596362400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759952117293,
    "expiration_time": 1765874304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 156,
            "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": [
        [
            259158.4776312375,
            181963.4918178923,
            77194.9858133452,
            1707411.0225017113,
            2844043.973598566,
            -1136632.9510968537
        ],
        [
            259.158478,
            181.963492,
            77.194986,
            1707.411023,
            2844.043974,
            -1136.632951
        ],
        [
            0.135982,
            0.095477,
            0.040505,
            0.15199,
            0.177632,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -291582,
            -36780,
            -305633,
            -10555603,
            -1561346,
            -10599611
        ],
        [
            1.255248,
            1.719626,
            1.101245,
            1.053026,
            1.322613,
            0.951392
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            136,
            64,
            72,
            134,
            64,
            70
        ],
        [
            77,
            43,
            34,
            79,
            43,
            36
        ],
        [
            63.849765,
            59.813084,
            67.924528,
            62.910798,
            59.813084,
            66.037736
        ],
        [
            0.710692,
            1.155374,
            0.520032,
            0.620814,
            0.888631,
            0.489287
        ],
        [
            54690,
            28589,
            54690,
            2179815,
            969022,
            2179815
        ],
        [
            -191542,
            -21539,
            -191542,
            -4603631,
            -1388464,
            -4603631
        ],
        [
            105,
            31,
            179,
            105,
            31,
            179
        ],
        [
            102,
            30,
            167,
            96,
            28,
            158
        ],
        [
            108,
            34,
            203,
            119,
            36,
            219
        ],
        [
            22386,
            3404,
            18982,
            22386,
            3404,
            18982
        ],
        [
            64.149506,
            64.149506,
            67.816172,
            64.149506,
            64.149506,
            67.816172
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -8890,
            -60966,
            -245913,
            -151897,
            316481,
            -577589
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22870,
    "evaluation_days": 1905.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596362400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759952117293,
    "expiration_time": 1765874304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 156,
            "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)