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Trade: SXP/USDT/360/KCB/MIDPRICE/3205

Strategy
SXP/USDT/360/KCB/MIDPRICE/3205
Pair
SXP_USDT
Interval
6h
Score
300245
Daily Profit
0.167786
Profit Factor
1.399885
Profitability
48.322148
Streak
67.736735
Best Strategy
Training Data Length
1892.250000
Evaluation Time
2025-09-26 02:40
Expiration Time
2025-11-20 08:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317493.915 188718.7632 128775.1518 91711.7131 1549.7384 90161.9747
Total P&L (%) 317.4939 188.7188 128.7752 91.7117 1.5497 90.162
Avg Daily Profit (%) 0.1678 0.0997 0.0681 0.0344 0.0008 0.034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110615 -106588 -152437 -117354 -109722 -89555
Profit Factor 1.3999 1.4688 1.329 1.1154 1.0034 1.2652
Total Trades 149 74 75 149 74 75
Winning Trades 72 36 36 72 36 36
Losing Trades 77 38 39 77 38 39
Profitability (%) 48.3221 48.6486 48 48.3221 48.6486 48
Ratio Avg Win / Avg Loss 1.4971 1.5504 1.4398 1.1929 1.0592 1.3707
Largest Winning Trade 114575 114575 42202 114913 114913 32161
Largest Losing Trade -46394 -43834 -46394 -77035 -77035 -25784
Avg Bars in Trades 47 63 31 47 63 31
Avg Bars in Winners 49 57 42 49 57 42
Avg Bars in Losers 45 68 21 45 68 21
Bars Traded 7047 4672 2375 7047 4672 2375
Profit Streak 67.7367 0 67.9867 67.7367 0 67.9867
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300245 -122587 -158983 -240219 -639262 -204817
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7569,
    "evaluation_days": 1892.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843653947,
    "expiration_time": 1763619912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "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": [
        [
            317493.9149997034,
            188718.76320243,
            128775.1517972733,
            91711.7131258089,
            1549.7384153645,
            90161.9747104443
        ],
        [
            317.493915,
            188.718763,
            128.775152,
            91.711713,
            1.549738,
            90.161975
        ],
        [
            0.167786,
            0.099732,
            0.068054,
            0.0344,
            0.000813,
            0.033971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110615,
            -106588,
            -152437,
            -117354,
            -109722,
            -89555
        ],
        [
            1.399885,
            1.468794,
            1.329012,
            1.115407,
            1.003408,
            1.26523
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            48.322148,
            48.648649,
            48,
            48.322148,
            48.648649,
            48
        ],
        [
            1.497099,
            1.550393,
            1.439763,
            1.192866,
            1.059153,
            1.370666
        ],
        [
            114575,
            114575,
            42202,
            114913,
            114913,
            32161
        ],
        [
            -46394,
            -43834,
            -46394,
            -77035,
            -77035,
            -25784
        ],
        [
            47,
            63,
            31,
            47,
            63,
            31
        ],
        [
            49,
            57,
            42,
            49,
            57,
            42
        ],
        [
            45,
            68,
            21,
            45,
            68,
            21
        ],
        [
            7047,
            4672,
            2375,
            7047,
            4672,
            2375
        ],
        [
            67.736735,
            0,
            67.986735,
            67.736735,
            0,
            67.986735
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300245,
            -122587,
            -158983,
            -240219,
            -639262,
            -204817
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7569,
    "evaluation_days": 1892.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843653947,
    "expiration_time": 1763619912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "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)