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Trade: SXP/USDT/360/PWMA/SSF/6286

Strategy
SXP/USDT/360/PWMA/SSF/6286
Pair
SXP_USDT
Interval
6h
Score
337026
Daily Profit
0.183455
Profit Factor
1.390808
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
1900.500000
Evaluation Time
2025-10-03 00:06
Expiration Time
2025-11-28 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348656.2693 197766.8014 150889.468 -41878.9932 -13501.5693 -28377.4238
Total P&L (%) 348.6563 197.7668 150.8895 -41.879 -13.5016 -28.3774
Avg Daily Profit (%) 0.1835 0.1041 0.0794 -0.0285 -0.0076 -0.0176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134759 -96989 -175943 -225079 -68109 -218575
Profit Factor 1.3908 1.4681 1.3213 0.9416 0.9551 0.9318
Total Trades 160 80 80 160 80 80
Winning Trades 85 39 46 85 39 46
Losing Trades 75 41 34 75 41 34
Profitability (%) 53.125 48.75 57.5 53.125 48.75 57.5
Ratio Avg Win / Avg Loss 1.2272 1.5434 0.9766 0.8308 1.0041 0.6887
Largest Winning Trade 140164 140164 51240 68316 68316 36868
Largest Losing Trade -87871 -52990 -87871 -159863 -36513 -159863
Avg Bars in Trades 46 47 45 46 47 45
Avg Bars in Winners 48 48 48 48 48 48
Avg Bars in Losers 44 46 41 44 46 41
Bars Traded 7423 3797 3626 7423 3797 3626
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337026 -71781 -106607 -579534 -599055 -598986
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7602,
    "evaluation_days": 1900.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597946400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759439193891,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            348656.2693416743,
            197766.8013767128,
            150889.4679649616,
            -41878.9931640189,
            -13501.5693300775,
            -28377.4238339415
        ],
        [
            348.656269,
            197.766801,
            150.889468,
            -41.878993,
            -13.501569,
            -28.377424
        ],
        [
            0.183455,
            0.10406,
            0.079395,
            -0.028549,
            -0.007632,
            -0.01756
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134759,
            -96989,
            -175943,
            -225079,
            -68109,
            -218575
        ],
        [
            1.390808,
            1.468113,
            1.321269,
            0.941587,
            0.955108,
            0.931817
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            85,
            39,
            46,
            85,
            39,
            46
        ],
        [
            75,
            41,
            34,
            75,
            41,
            34
        ],
        [
            53.125,
            48.75,
            57.5,
            53.125,
            48.75,
            57.5
        ],
        [
            1.227183,
            1.543401,
            0.97659,
            0.830812,
            1.004088,
            0.688734
        ],
        [
            140164,
            140164,
            51240,
            68316,
            68316,
            36868
        ],
        [
            -87871,
            -52990,
            -87871,
            -159863,
            -36513,
            -159863
        ],
        [
            46,
            47,
            45,
            46,
            47,
            45
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            44,
            46,
            41,
            44,
            46,
            41
        ],
        [
            7423,
            3797,
            3626,
            7423,
            3797,
            3626
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337026,
            -71781,
            -106607,
            -579534,
            -599055,
            -598986
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7602,
    "evaluation_days": 1900.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597946400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759439193891,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 3
        }
    }
}

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)