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Trade: SXP/USDT/240/VWAP/HWMA/8897

Strategy
SXP/USDT/240/VWAP/HWMA/8897
Pair
SXP_USDT
Interval
4h
Score
332110
Daily Profit
0.150608
Profit Factor
1.242771
Profitability
50.134048
Streak
13.477640
Best Strategy
Training Data Length
1903.670000
Evaluation Time
2025-10-06 06:27
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348764.6147 286707.0023 62057.6124 -69998.6066 8785.7421 -78784.3487
Total P&L (%) 348.7646 286.707 62.0576 -69.9986 8.7857 -78.7843
Avg Daily Profit (%) 0.1832 0.1506 0.0326 -0.0632 0.0044 -0.0814
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160465 -107851 -142395 -264570 -110432 -194398
Profit Factor 1.1399 1.2428 1.0473 0.9651 1.0094 0.9261
Total Trades 746 373 373 746 373 373
Winning Trades 379 187 192 379 187 192
Losing Trades 367 186 181 367 186 181
Profitability (%) 50.8043 50.134 51.4745 50.8043 50.134 51.4745
Ratio Avg Win / Avg Loss 1.1038 1.2361 0.9873 0.9345 1.004 0.8731
Largest Winning Trade 107231 107231 39004 66082 66082 37383
Largest Losing Trade -53965 -37784 -53965 -151083 -30852 -151083
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 14 14 15 14 14 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 11401 5668 5733 11401 5668 5733
Profit Streak 0 13.4776 0 0 13.4776 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54901 332110 -318184 -576499 -560604 -578914
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11422,
    "evaluation_days": 1903.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595246400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759721268083,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.21325
        }
    }
}
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": [
        [
            348764.6146983018,
            286707.0023219963,
            62057.6123763055,
            -69998.6066088708,
            8785.7421165979,
            -78784.3487254689
        ],
        [
            348.764615,
            286.707002,
            62.057612,
            -69.998607,
            8.785742,
            -78.784349
        ],
        [
            0.183206,
            0.150608,
            0.032599,
            -0.063222,
            0.004424,
            -0.081411
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160465,
            -107851,
            -142395,
            -264570,
            -110432,
            -194398
        ],
        [
            1.139881,
            1.242771,
            1.047288,
            0.965058,
            1.009378,
            0.926122
        ],
        [
            746,
            373,
            373,
            746,
            373,
            373
        ],
        [
            379,
            187,
            192,
            379,
            187,
            192
        ],
        [
            367,
            186,
            181,
            367,
            186,
            181
        ],
        [
            50.80429,
            50.134048,
            51.474531,
            50.80429,
            50.134048,
            51.474531
        ],
        [
            1.103789,
            1.236125,
            0.987287,
            0.934502,
            1.00398,
            0.873063
        ],
        [
            107231,
            107231,
            39004,
            66082,
            66082,
            37383
        ],
        [
            -53965,
            -37784,
            -53965,
            -151083,
            -30852,
            -151083
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            11401,
            5668,
            5733,
            11401,
            5668,
            5733
        ],
        [
            0,
            13.47764,
            0,
            0,
            13.47764,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54901,
            332110,
            -318184,
            -576499,
            -560604,
            -578914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11422,
    "evaluation_days": 1903.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595246400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759721268083,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.21325
        }
    }
}

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)