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Trade: SXP/USDT/240/DEMA/VWMA/5670

Strategy
SXP/USDT/240/DEMA/VWMA/5670
Pair
SXP_USDT
Interval
4h
Score
420386
Daily Profit
0.245537
Profit Factor
1.727789
Profitability
50.387597
Streak
0.000000
Best Strategy
Training Data Length
1904.830000
Evaluation Time
2025-10-07 10:34
Expiration Time
2025-12-03 09:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 467706.88 251241.6224 216465.2576 416953.9979 -678720.043 1095674.0409
Total P&L (%) 467.7069 251.2416 216.4653 416.954 -678.72 1095.674
Avg Daily Profit (%) 0.2455 0.1319 0.1136 0.0863 0 0.1303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136520 -136992 -53044 -2097918 -1720672 -767526
Profit Factor 1.7278 1.5554 2.1378 1.0689 0.8462 1.6665
Total Trades 129 64 65 129 64 65
Winning Trades 65 25 40 65 25 40
Losing Trades 64 39 25 64 39 25
Profitability (%) 50.3876 39.0625 61.5385 50.3876 39.0625 61.5385
Ratio Avg Win / Avg Loss 1.7012 2.4264 1.3361 1.0524 1.32 1.0415
Largest Winning Trade 148936 148936 51177 959615 959615 479917
Largest Losing Trade -58551 -58551 -32662 -667766 -667766 -389415
Avg Bars in Trades 86 121 52 86 121 52
Avg Bars in Winners 83 115 63 83 115 63
Avg Bars in Losers 89 125 34 89 125 34
Bars Traded 11172 7756 3416 11172 7756 3416
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 420386 -157899 -168515 -222165 -722822 -146731
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11429,
    "evaluation_days": 1904.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759822448692,
    "expiration_time": 1764746928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "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": [
        [
            467706.8800262817,
            251241.6224456253,
            216465.2575806562,
            416953.9979200838,
            -678720.0430274134,
            1095674.0409474978
        ],
        [
            467.70688,
            251.241622,
            216.465258,
            416.953998,
            -678.720043,
            1095.674041
        ],
        [
            0.245537,
            0.131897,
            0.11364,
            0.08628,
            0,
            0.130348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136520,
            -136992,
            -53044,
            -2097918,
            -1720672,
            -767526
        ],
        [
            1.727789,
            1.555361,
            2.137811,
            1.068851,
            0.846162,
            1.66646
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            65,
            25,
            40,
            65,
            25,
            40
        ],
        [
            64,
            39,
            25,
            64,
            39,
            25
        ],
        [
            50.387597,
            39.0625,
            61.538462,
            50.387597,
            39.0625,
            61.538462
        ],
        [
            1.701208,
            2.426363,
            1.336132,
            1.052407,
            1.320012,
            1.041537
        ],
        [
            148936,
            148936,
            51177,
            959615,
            959615,
            479917
        ],
        [
            -58551,
            -58551,
            -32662,
            -667766,
            -667766,
            -389415
        ],
        [
            86,
            121,
            52,
            86,
            121,
            52
        ],
        [
            83,
            115,
            63,
            83,
            115,
            63
        ],
        [
            89,
            125,
            34,
            89,
            125,
            34
        ],
        [
            11172,
            7756,
            3416,
            11172,
            7756,
            3416
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420386,
            -157899,
            -168515,
            -222165,
            -722822,
            -146731
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11429,
    "evaluation_days": 1904.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759822448692,
    "expiration_time": 1764746928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "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)