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Trade: SXP/USDT/360/HILO/ALMA/5213

Strategy
SXP/USDT/360/HILO/ALMA/5213
Pair
SXP_USDT
Interval
6h
Score
452009
Daily Profit
0.196577
Profit Factor
1.207822
Profitability
52.435065
Streak
6.506767
Best Strategy
Training Data Length
1905.250000
Evaluation Time
2025-10-07 21:09
Expiration Time
2025-12-03 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374528.5633 237369.7054 137158.8579 3126.0821 505648.5436 -502522.4615
Total P&L (%) 374.5286 237.3697 137.1589 3.1261 505.6485 -502.5225
Avg Daily Profit (%) 0.1966 0.1246 0.072 0.0016 0.0946 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -234763 -134471 -121145 -1384013 -1211848 -908637
Profit Factor 1.2078 1.2443 1.1652 1.0005 1.1499 0.854
Total Trades 616 308 308 616 308 308
Winning Trades 323 153 170 323 153 170
Losing Trades 293 155 138 293 155 138
Profitability (%) 52.4351 49.6753 55.1948 52.4351 49.6753 55.1948
Ratio Avg Win / Avg Loss 1.0956 1.2605 0.9458 0.9075 1.1649 0.6933
Largest Winning Trade 69483 69483 34267 332283 332283 169236
Largest Losing Trade -68754 -49409 -68754 -576887 -429696 -576887
Avg Bars in Trades 12 14 9 12 14 9
Avg Bars in Winners 10 13 8 10 13 8
Avg Bars in Losers 14 15 11 14 15 11
Bars Traded 7583 4508 3075 7583 4508 3075
Profit Streak 6.5068 7.5068 6.5068 6.5068 7.5068 6.5068
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452009 -24598 -134165 -572674 -119556 -577607
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7621,
    "evaluation_days": 1905.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595743200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759860584667,
    "expiration_time": 1764776808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 24,
            "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": [
        [
            374528.5633475317,
            237369.7054328961,
            137158.857914635,
            3126.082072285,
            505648.5436115061,
            -502522.4615392215
        ],
        [
            374.528563,
            237.369705,
            137.158858,
            3.126082,
            505.648544,
            -502.522462
        ],
        [
            0.196577,
            0.124587,
            0.07199,
            0.001616,
            0.09458,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -234763,
            -134471,
            -121145,
            -1384013,
            -1211848,
            -908637
        ],
        [
            1.207822,
            1.244281,
            1.165161,
            1.000459,
            1.149914,
            0.854027
        ],
        [
            616,
            308,
            308,
            616,
            308,
            308
        ],
        [
            323,
            153,
            170,
            323,
            153,
            170
        ],
        [
            293,
            155,
            138,
            293,
            155,
            138
        ],
        [
            52.435065,
            49.675325,
            55.194805,
            52.435065,
            49.675325,
            55.194805
        ],
        [
            1.09564,
            1.260546,
            0.945836,
            0.907537,
            1.164946,
            0.693269
        ],
        [
            69483,
            69483,
            34267,
            332283,
            332283,
            169236
        ],
        [
            -68754,
            -49409,
            -68754,
            -576887,
            -429696,
            -576887
        ],
        [
            12,
            14,
            9,
            12,
            14,
            9
        ],
        [
            10,
            13,
            8,
            10,
            13,
            8
        ],
        [
            14,
            15,
            11,
            14,
            15,
            11
        ],
        [
            7583,
            4508,
            3075,
            7583,
            4508,
            3075
        ],
        [
            6.506767,
            7.506767,
            6.506767,
            6.506767,
            7.506767,
            6.506767
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452009,
            -24598,
            -134165,
            -572674,
            -119556,
            -577607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7621,
    "evaluation_days": 1905.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1595743200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759860584667,
    "expiration_time": 1764776808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 24,
            "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)