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Trade: SXP/USDT/360/SINWMA/SWMA/3464

Strategy
SXP/USDT/360/SINWMA/SWMA/3464
Pair
SXP_USDT
Interval
6h
Score
323316
Daily Profit
0.186429
Profit Factor
1.429996
Profitability
44.166667
Streak
99.190966
Best Strategy
Training Data Length
1892.250000
Evaluation Time
2025-09-27 01:34
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 352770.576 225319.4075 127451.1685 23065.03 55079.1515 -32014.1216
Total P&L (%) 352.7706 225.3194 127.4512 23.065 55.0792 -32.0141
Avg Daily Profit (%) 0.1864 0.1191 0.0674 0.011 0.0232 -0.0204
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150467 -143233 -146663 -231904 -106578 -243937
Profit Factor 1.43 1.5777 1.2961 1.0227 1.1269 0.9449
Total Trades 120 60 60 120 60 60
Winning Trades 53 22 31 53 22 31
Losing Trades 67 38 29 67 38 29
Profitability (%) 44.1667 36.6667 51.6667 44.1667 36.6667 51.6667
Ratio Avg Win / Avg Loss 1.8077 2.7252 1.2125 1.2929 1.9465 0.8839
Largest Winning Trade 156075 156075 55568 156222 156222 56751
Largest Losing Trade -40287 -31108 -40287 -103264 -44178 -103264
Avg Bars in Trades 62 55 68 62 55 68
Avg Bars in Winners 86 84 88 86 84 88
Avg Bars in Losers 42 39 47 42 39 47
Bars Traded 7449 3350 4099 7449 3350 4099
Profit Streak 99.191 99.191 134.191 99.191 99.191 134.191
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323316 -204832 -270521 -379066 -416386 -748358
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": 1596866400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926099443,
    "expiration_time": 1763619912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 65,
            "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": [
        [
            352770.5760295253,
            225319.4075333314,
            127451.1684961939,
            23065.0299733534,
            55079.1515499094,
            -32014.1215765559
        ],
        [
            352.770576,
            225.319408,
            127.451168,
            23.06503,
            55.079152,
            -32.014122
        ],
        [
            0.186429,
            0.119075,
            0.067354,
            0.010969,
            0.02319,
            -0.02039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150467,
            -143233,
            -146663,
            -231904,
            -106578,
            -243937
        ],
        [
            1.429996,
            1.577738,
            1.296121,
            1.022728,
            1.126905,
            0.94488
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            67,
            38,
            29,
            67,
            38,
            29
        ],
        [
            44.166667,
            36.666667,
            51.666667,
            44.166667,
            36.666667,
            51.666667
        ],
        [
            1.807731,
            2.725184,
            1.212501,
            1.292883,
            1.946473,
            0.88392
        ],
        [
            156075,
            156075,
            55568,
            156222,
            156222,
            56751
        ],
        [
            -40287,
            -31108,
            -40287,
            -103264,
            -44178,
            -103264
        ],
        [
            62,
            55,
            68,
            62,
            55,
            68
        ],
        [
            86,
            84,
            88,
            86,
            84,
            88
        ],
        [
            42,
            39,
            47,
            42,
            39,
            47
        ],
        [
            7449,
            3350,
            4099,
            7449,
            3350,
            4099
        ],
        [
            99.190966,
            99.190966,
            134.190966,
            99.190966,
            99.190966,
            134.190966
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323316,
            -204832,
            -270521,
            -379066,
            -416386,
            -748358
        ]
    ]
}
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": 1596866400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926099443,
    "expiration_time": 1763619912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 65,
            "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)