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Trade: SXP/USDT/360/HMA/ALMA/8450

Strategy
SXP/USDT/360/HMA/ALMA/8450
Pair
SXP_USDT
Interval
6h
Score
434347
Daily Profit
0.234689
Profit Factor
1.783674
Profitability
73.333333
Streak
0.000000
Best Strategy
Training Data Length
1900.000000
Evaluation Time
2025-10-02 14:51
Expiration Time
2025-11-28 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445909.1597 228847.2848 217061.8748 -401130.981 -172185.8551 -228945.1259
Total P&L (%) 445.9092 228.8473 217.0619 -401.131 -172.1859 -228.9451
Avg Daily Profit (%) 0.2347 0.1204 0.1142 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110963 -71617 -113000 -401782 -174247 -234651
Profit Factor 1.7837 1.7238 1.8586 0.3884 0.5022 0.2613
Total Trades 90 45 45 90 45 45
Winning Trades 66 31 35 24 14 10
Losing Trades 24 14 10 66 31 35
Profitability (%) 73.3333 68.8889 77.7778 26.6667 31.1111 22.2222
Ratio Avg Win / Avg Loss 0.6486 0.7785 0.531 1.068 1.1121 0.9144
Largest Winning Trade 78214 78214 42967 69448 69448 30668
Largest Losing Trade -110963 -59217 -110963 -59574 -59574 -50735
Avg Bars in Trades 81 98 65 81 98 65
Avg Bars in Winners 54 65 45 144 159 123
Avg Bars in Losers 156 170 137 59 70 49
Bars Traded 7374 4411 2963 7374 4411 2963
Profit Streak 0 0 0 14.4938 18.4938 14.4938
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434347 -29207 -36065 -600266 -585828 -622456
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7600,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759405865070,
    "expiration_time": 1764309600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 111,
            "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": [
        [
            445909.159666219,
            228847.2848232443,
            217061.8748429747,
            -401130.9809656185,
            -172185.8550751699,
            -228945.1258904486
        ],
        [
            445.90916,
            228.847285,
            217.061875,
            -401.130981,
            -172.185855,
            -228.945126
        ],
        [
            0.234689,
            0.120446,
            0.114243,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110963,
            -71617,
            -113000,
            -401782,
            -174247,
            -234651
        ],
        [
            1.783674,
            1.723755,
            1.858616,
            0.38837,
            0.502247,
            0.26126
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            66,
            31,
            35,
            24,
            14,
            10
        ],
        [
            24,
            14,
            10,
            66,
            31,
            35
        ],
        [
            73.333333,
            68.888889,
            77.777778,
            26.666667,
            31.111111,
            22.222222
        ],
        [
            0.648609,
            0.77847,
            0.531033,
            1.068018,
            1.112119,
            0.914409
        ],
        [
            78214,
            78214,
            42967,
            69448,
            69448,
            30668
        ],
        [
            -110963,
            -59217,
            -110963,
            -59574,
            -59574,
            -50735
        ],
        [
            81,
            98,
            65,
            81,
            98,
            65
        ],
        [
            54,
            65,
            45,
            144,
            159,
            123
        ],
        [
            156,
            170,
            137,
            59,
            70,
            49
        ],
        [
            7374,
            4411,
            2963,
            7374,
            4411,
            2963
        ],
        [
            0,
            0,
            0,
            14.493809,
            18.493809,
            14.493809
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434347,
            -29207,
            -36065,
            -600266,
            -585828,
            -622456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7600,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759405865070,
    "expiration_time": 1764309600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 111,
            "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)