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Trade: SXP/USDT/240/HWMA/HLC3/7204

Strategy
SXP/USDT/240/HWMA/HLC3/7204
Pair
SXP_USDT
Interval
4h
Score
410469
Daily Profit
0.252826
Profit Factor
1.297915
Profitability
52.354571
Streak
18.676838
Best Strategy
Training Data Length
1892.170000
Evaluation Time
2025-09-28 07:14
Expiration Time
2025-11-20 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478390.0314 340440.5515 137949.4799 92831.797 117096.0274 -24264.2304
Total P&L (%) 478.39 340.4406 137.9495 92.8318 117.096 -24.2642
Avg Daily Profit (%) 0.2528 0.1799 0.0729 0.0347 0.041 -0.0147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171033 -134378 -72614 -359515 -264151 -186187
Profit Factor 1.2979 1.4065 1.1796 1.0277 1.0667 0.9848
Total Trades 361 180 181 361 180 181
Winning Trades 189 91 98 189 91 98
Losing Trades 172 89 83 172 89 83
Profitability (%) 52.3546 50.5556 54.1436 52.3546 50.5556 54.1436
Ratio Avg Win / Avg Loss 1.1812 1.3755 0.999 0.9352 1.0432 0.8341
Largest Winning Trade 145962 145962 50072 240331 240331 76058
Largest Losing Trade -49879 -38182 -49879 -149095 -149095 -113273
Avg Bars in Trades 31 31 31 31 31 31
Avg Bars in Winners 31 31 31 31 31 31
Avg Bars in Losers 31 31 31 31 31 31
Bars Traded 11324 5663 5661 11324 5663 5661
Profit Streak 18.6768 24.0102 18.6768 18.6768 24.0102 18.6768
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410469 330757 -118771 -335013 -284336 -579287
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11353,
    "evaluation_days": 1892.17,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595246400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032878776,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.02856,
            "nc": 0.36704
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            478390.0313951408,
            340440.5514600924,
            137949.4799350479,
            92831.7969916533,
            117096.0273892434,
            -24264.2303975905
        ],
        [
            478.390031,
            340.440551,
            137.94948,
            92.831797,
            117.096027,
            -24.26423
        ],
        [
            0.252826,
            0.179921,
            0.072905,
            0.034709,
            0.040976,
            -0.014687
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171033,
            -134378,
            -72614,
            -359515,
            -264151,
            -186187
        ],
        [
            1.297915,
            1.406452,
            1.179574,
            1.027682,
            1.06669,
            0.984813
        ],
        [
            361,
            180,
            181,
            361,
            180,
            181
        ],
        [
            189,
            91,
            98,
            189,
            91,
            98
        ],
        [
            172,
            89,
            83,
            172,
            89,
            83
        ],
        [
            52.354571,
            50.555556,
            54.143646,
            52.354571,
            50.555556,
            54.143646
        ],
        [
            1.181171,
            1.375541,
            0.999027,
            0.935245,
            1.043246,
            0.834076
        ],
        [
            145962,
            145962,
            50072,
            240331,
            240331,
            76058
        ],
        [
            -49879,
            -38182,
            -49879,
            -149095,
            -149095,
            -113273
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            11324,
            5663,
            5661,
            11324,
            5663,
            5661
        ],
        [
            18.676838,
            24.010171,
            18.676838,
            18.676838,
            24.010171,
            18.676838
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410469,
            330757,
            -118771,
            -335013,
            -284336,
            -579287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11353,
    "evaluation_days": 1892.17,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595246400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032878776,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.02856,
            "nc": 0.36704
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)