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Trade: SXP/USDT/240/EMA/DCM/1713

Strategy
SXP/USDT/240/EMA/DCM/1713
Pair
SXP_USDT
Interval
4h
Score
311833
Daily Profit
0.183347
Profit Factor
1.584363
Profitability
44.615385
Streak
0.000000
Best Strategy
Training Data Length
1904.830000
Evaluation Time
2025-10-07 08:35
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 349245.3161 224073.0881 125172.228 49258.8365 60016.1945 -10757.358
Total P&L (%) 349.2453 224.0731 125.1722 49.2588 60.0162 -10.7574
Avg Daily Profit (%) 0.1833 0.1176 0.0657 0.021 0.0247 -0.006
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141170 -147289 -69830 -565204 -478548 -280037
Profit Factor 1.5844 1.6945 1.4552 1.0315 1.0758 0.986
Total Trades 130 65 65 130 65 65
Winning Trades 58 26 32 58 26 32
Losing Trades 72 39 33 72 39 33
Profitability (%) 44.6154 40 49.2308 44.6154 40 49.2308
Ratio Avg Win / Avg Loss 1.9668 2.5417 1.5006 1.2805 1.6137 1.0169
Largest Winning Trade 332435 332435 69354 514201 514201 187254
Largest Losing Trade -44440 -29618 -44440 -209296 -125303 -209296
Avg Bars in Trades 85 77 92 85 77 92
Avg Bars in Winners 123 122 123 123 122 123
Avg Bars in Losers 54 47 62 54 47 62
Bars Traded 11066 5038 6028 11066 5038 6028
Profit Streak 0 0 89.0661 0 0 89.0661
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311833 -168597 -234065 -353759 -432422 -710130
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": 1597550400000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759815313798,
    "expiration_time": 1764746928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "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": [
        [
            349245.3161435573,
            224073.0881168705,
            125172.2280266868,
            49258.8364643636,
            60016.194510726,
            -10757.3580463624
        ],
        [
            349.245316,
            224.073088,
            125.172228,
            49.258836,
            60.016195,
            -10.757358
        ],
        [
            0.183347,
            0.117634,
            0.065713,
            0.021028,
            0.024683,
            -0.005975
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141170,
            -147289,
            -69830,
            -565204,
            -478548,
            -280037
        ],
        [
            1.584363,
            1.694479,
            1.455168,
            1.031532,
            1.07582,
            0.986041
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            44.615385,
            40,
            49.230769,
            44.615385,
            40,
            49.230769
        ],
        [
            1.966796,
            2.541719,
            1.500642,
            1.280522,
            1.613731,
            1.016855
        ],
        [
            332435,
            332435,
            69354,
            514201,
            514201,
            187254
        ],
        [
            -44440,
            -29618,
            -44440,
            -209296,
            -125303,
            -209296
        ],
        [
            85,
            77,
            92,
            85,
            77,
            92
        ],
        [
            123,
            122,
            123,
            123,
            122,
            123
        ],
        [
            54,
            47,
            62,
            54,
            47,
            62
        ],
        [
            11066,
            5038,
            6028,
            11066,
            5038,
            6028
        ],
        [
            0,
            0,
            89.066132,
            0,
            0,
            89.066132
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311833,
            -168597,
            -234065,
            -353759,
            -432422,
            -710130
        ]
    ]
}
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": 1597550400000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759815313798,
    "expiration_time": 1764746928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "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)