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Trade: SXP/USDT/240/VWMA/DCM/2965

Strategy
SXP/USDT/240/VWMA/DCM/2965
Pair
SXP_USDT
Interval
4h
Score
397099
Daily Profit
0.190021
Profit Factor
1.388086
Profitability
48.044693
Streak
105.313664
Best Strategy
Training Data Length
1892.170000
Evaluation Time
2025-09-26 06:31
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 359551.2153 291272.3776 68278.8377 -54410.9019 -47998.6513 -6412.2506
Total P&L (%) 359.5512 291.2724 68.2788 -54.4109 -47.9987 -6.4123
Avg Daily Profit (%) 0.19 0.1539 0.0361 -0.0415 -0.0346 -0.0035
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216714 -125338 -149859 -109272 -64952 -49605
Profit Factor 1.3881 1.6197 1.1496 0.8092 0.7079 0.9469
Total Trades 179 89 90 179 89 90
Winning Trades 86 42 44 86 42 44
Losing Trades 93 47 46 93 47 46
Profitability (%) 48.0447 47.191 48.8889 48.0447 47.191 48.8889
Ratio Avg Win / Avg Loss 1.5011 1.8125 1.2018 0.8751 0.7922 0.99
Largest Winning Trade 300464 300464 64778 17393 17393 15045
Largest Losing Trade -69450 -48700 -69450 -33330 -33330 -17701
Avg Bars in Trades 60 62 58 60 62 58
Avg Bars in Winners 77 80 75 77 80 75
Avg Bars in Losers 44 46 41 44 46 41
Bars Traded 10818 5569 5249 10818 5569 5249
Profit Streak 105.3137 105.3137 166.8137 105.3137 105.3137 166.8137
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397099 370010 -200129 -579016 -580793 -580112
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": 1598227200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857500579,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 188,
            "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": [
        [
            359551.2152761773,
            291272.3775629806,
            68278.8377131967,
            -54410.9018827923,
            -47998.6512888601,
            -6412.2505939323
        ],
        [
            359.551215,
            291.272378,
            68.278838,
            -54.410902,
            -47.998651,
            -6.412251
        ],
        [
            0.190021,
            0.153936,
            0.036085,
            -0.041505,
            -0.034552,
            -0.003502
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216714,
            -125338,
            -149859,
            -109272,
            -64952,
            -49605
        ],
        [
            1.388086,
            1.619716,
            1.149582,
            0.809221,
            0.70792,
            0.946949
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            86,
            42,
            44,
            86,
            42,
            44
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            48.044693,
            47.191011,
            48.888889,
            48.044693,
            47.191011,
            48.888889
        ],
        [
            1.50107,
            1.812539,
            1.201836,
            0.875087,
            0.792196,
            0.989992
        ],
        [
            300464,
            300464,
            64778,
            17393,
            17393,
            15045
        ],
        [
            -69450,
            -48700,
            -69450,
            -33330,
            -33330,
            -17701
        ],
        [
            60,
            62,
            58,
            60,
            62,
            58
        ],
        [
            77,
            80,
            75,
            77,
            80,
            75
        ],
        [
            44,
            46,
            41,
            44,
            46,
            41
        ],
        [
            10818,
            5569,
            5249,
            10818,
            5569,
            5249
        ],
        [
            105.313664,
            105.313664,
            166.813664,
            105.313664,
            105.313664,
            166.813664
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397099,
            370010,
            -200129,
            -579016,
            -580793,
            -580112
        ]
    ]
}
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": 1598227200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857500579,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 188,
            "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)