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Trade: SXP/USDT/240/VWMA/VWMA/8770

Strategy
SXP/USDT/240/VWMA/VWMA/8770
Pair
SXP_USDT
Interval
4h
Score
303184
Daily Profit
0.155779
Profit Factor
1.286960
Profitability
58.284024
Streak
0.000000
Best Strategy
Training Data Length
1892.170000
Evaluation Time
2025-09-26 18:22
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 294760.3476 186683.0883 108077.2593 -676462.3466 -382851.7252 -293610.6213
Total P&L (%) 294.7603 186.6831 108.0773 -676.4623 -382.8517 -293.6106
Avg Daily Profit (%) 0.1558 0.0987 0.0571 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167262 -58474 -188940 -830007 -493301 -563992
Profit Factor 1.287 1.3941 1.1953 0.8178 0.7886 0.8456
Total Trades 338 169 169 338 169 169
Winning Trades 197 97 100 143 73 70
Losing Trades 141 72 69 195 96 99
Profitability (%) 58.284 57.3965 59.1716 42.3077 43.1953 41.4201
Ratio Avg Win / Avg Loss 0.9211 1.0348 0.8247 1.1152 1.0371 1.196
Largest Winning Trade 66419 66419 55540 313769 186742 313769
Largest Losing Trade -162502 -55034 -162502 -257066 -257066 -145985
Avg Bars in Trades 32 34 30 32 34 30
Avg Bars in Winners 27 26 28 36 40 31
Avg Bars in Losers 39 45 34 30 30 30
Bars Traded 11046 5855 5191 11046 5855 5191
Profit Streak 0 27.807 0 7.1403 0 10.4737
Trades During Streak 0 6 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303184 -57735 -122547 -579652 -581427 -581465
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": 1597392000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900126145,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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": [
        [
            294760.3476063832,
            186683.0882820542,
            108077.2593243291,
            -676462.3465636105,
            -382851.7252277032,
            -293610.6213359075
        ],
        [
            294.760348,
            186.683088,
            108.077259,
            -676.462347,
            -382.851725,
            -293.610621
        ],
        [
            0.155779,
            0.098661,
            0.057118,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167262,
            -58474,
            -188940,
            -830007,
            -493301,
            -563992
        ],
        [
            1.28696,
            1.394133,
            1.195252,
            0.817815,
            0.788594,
            0.845637
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            197,
            97,
            100,
            143,
            73,
            70
        ],
        [
            141,
            72,
            69,
            195,
            96,
            99
        ],
        [
            58.284024,
            57.39645,
            59.171598,
            42.307692,
            43.195266,
            41.420118
        ],
        [
            0.921124,
            1.03482,
            0.824724,
            1.115203,
            1.037055,
            1.195972
        ],
        [
            66419,
            66419,
            55540,
            313769,
            186742,
            313769
        ],
        [
            -162502,
            -55034,
            -162502,
            -257066,
            -257066,
            -145985
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            27,
            26,
            28,
            36,
            40,
            31
        ],
        [
            39,
            45,
            34,
            30,
            30,
            30
        ],
        [
            11046,
            5855,
            5191,
            11046,
            5855,
            5191
        ],
        [
            0,
            27.807015,
            0,
            7.140349,
            0,
            10.473682
        ],
        [
            0,
            6,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303184,
            -57735,
            -122547,
            -579652,
            -581427,
            -581465
        ]
    ]
}
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": 1597392000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900126145,
    "expiration_time": 1763619696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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)