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Trade: SXP/USDT/240/WMA/HWMA/8704

Strategy
SXP/USDT/240/WMA/HWMA/8704
Pair
SXP_USDT
Interval
4h
Score
419872
Daily Profit
0.230022
Profit Factor
1.228633
Profitability
50.894632
Streak
9.016930
Best Strategy
Training Data Length
1906.830000
Evaluation Time
2025-10-09 07:24
Expiration Time
2025-12-05 10:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 438612.0337 299263.8874 139348.1464 -182564.7305 -79154.5815 -103410.149
Total P&L (%) 438.612 299.2639 139.3481 -182.5647 -79.1546 -103.4101
Avg Daily Profit (%) 0.23 0.1569 0.0731 0 -0.0822 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197015 -111401 -150767 -876029 -412717 -580853
Profit Factor 1.2286 1.308 1.1472 0.954 0.9624 0.9445
Total Trades 503 251 252 503 251 252
Winning Trades 256 121 135 258 125 133
Losing Trades 247 130 117 245 126 119
Profitability (%) 50.8946 48.2072 53.5714 51.2922 49.8008 52.7778
Ratio Avg Win / Avg Loss 1.1854 1.4053 0.9942 0.906 0.9701 0.8451
Largest Winning Trade 104157 104157 61108 134500 134500 133516
Largest Losing Trade -109953 -30570 -109953 -348961 -186907 -348961
Avg Bars in Trades 22 22 22 22 22 22
Avg Bars in Winners 22 22 22 22 22 22
Avg Bars in Losers 22 22 22 22 22 22
Bars Traded 11386 5682 5704 11386 5682 5704
Profit Streak 9.0169 12.8503 9.0169 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419872 300052 -153492 -577704 -579820 -579377
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11441,
    "evaluation_days": 1906.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595750400000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759983862766,
    "expiration_time": 1764924912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.03797,
            "nc": 0.61074
        }
    }
}
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": [
        [
            438612.0337443653,
            299263.8873881637,
            139348.1463562011,
            -182564.7304686144,
            -79154.5815179881,
            -103410.1489506265
        ],
        [
            438.612034,
            299.263887,
            139.348146,
            -182.56473,
            -79.154582,
            -103.410149
        ],
        [
            0.230022,
            0.156943,
            0.073078,
            0,
            -0.082199,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197015,
            -111401,
            -150767,
            -876029,
            -412717,
            -580853
        ],
        [
            1.228633,
            1.308001,
            1.147181,
            0.954036,
            0.962445,
            0.944529
        ],
        [
            503,
            251,
            252,
            503,
            251,
            252
        ],
        [
            256,
            121,
            135,
            258,
            125,
            133
        ],
        [
            247,
            130,
            117,
            245,
            126,
            119
        ],
        [
            50.894632,
            48.207171,
            53.571429,
            51.292247,
            49.800797,
            52.777778
        ],
        [
            1.185439,
            1.405291,
            0.994224,
            0.905965,
            0.970145,
            0.845105
        ],
        [
            104157,
            104157,
            61108,
            134500,
            134500,
            133516
        ],
        [
            -109953,
            -30570,
            -109953,
            -348961,
            -186907,
            -348961
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            11386,
            5682,
            5704,
            11386,
            5682,
            5704
        ],
        [
            9.01693,
            12.850263,
            9.01693,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419872,
            300052,
            -153492,
            -577704,
            -579820,
            -579377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11441,
    "evaluation_days": 1906.83,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595750400000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759983862766,
    "expiration_time": 1764924912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.03797,
            "nc": 0.61074
        }
    }
}

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)