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Trade: SXP/USDT/360/ZLMA/JMA/3756

Strategy
SXP/USDT/360/ZLMA/JMA/3756
Pair
SXP_USDT
Interval
6h
Score
329803
Daily Profit
0.185975
Profit Factor
1.485215
Profitability
50.769231
Streak
0.000000
Best Strategy
Training Data Length
1898.250000
Evaluation Time
2025-09-30 19:57
Expiration Time
2025-11-26 12:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353026.2029 185233.8311 167792.3717 166366.433 57060.6348 109305.7982
Total P&L (%) 353.0262 185.2338 167.7924 166.3664 57.0606 109.3058
Avg Daily Profit (%) 0.186 0.0976 0.0884 0.0516 0.0238 0.0389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131461 -113139 -65189 -273463 -187509 -133181
Profit Factor 1.4852 1.4242 1.5769 1.1176 1.0722 1.175
Total Trades 130 65 65 130 65 65
Winning Trades 66 33 33 66 33 33
Losing Trades 64 32 32 64 32 32
Profitability (%) 50.7692 50.7692 50.7692 50.7692 50.7692 50.7692
Ratio Avg Win / Avg Loss 1.4402 1.381 1.5291 1.0837 1.0397 1.1393
Largest Winning Trade 132406 132406 41230 128261 128261 75803
Largest Losing Trade -42723 -33944 -42723 -114677 -114677 -112403
Avg Bars in Trades 56 58 54 56 58 54
Avg Bars in Winners 67 58 75 67 58 75
Avg Bars in Losers 45 59 32 45 59 32
Bars Traded 7356 3824 3532 7356 3824 3532
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 329803 -193436 -203642 -214712 -434617 -300576
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7593,
    "evaluation_days": 1898.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599026400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759251461615,
    "expiration_time": 1764153864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 114,
            "offset": 13
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 176,
            "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": [
        [
            353026.2028652387,
            185233.831149208,
            167792.3717160305,
            166366.4330081714,
            57060.6348253673,
            109305.7981828042
        ],
        [
            353.026203,
            185.233831,
            167.792372,
            166.366433,
            57.060635,
            109.305798
        ],
        [
            0.185975,
            0.097581,
            0.088393,
            0.051624,
            0.023786,
            0.038918
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131461,
            -113139,
            -65189,
            -273463,
            -187509,
            -133181
        ],
        [
            1.485215,
            1.424153,
            1.5769,
            1.117586,
            1.072222,
            1.174952
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            50.769231,
            50.769231,
            50.769231,
            50.769231,
            50.769231,
            50.769231
        ],
        [
            1.440209,
            1.380997,
            1.529115,
            1.08372,
            1.039731,
            1.139347
        ],
        [
            132406,
            132406,
            41230,
            128261,
            128261,
            75803
        ],
        [
            -42723,
            -33944,
            -42723,
            -114677,
            -114677,
            -112403
        ],
        [
            56,
            58,
            54,
            56,
            58,
            54
        ],
        [
            67,
            58,
            75,
            67,
            58,
            75
        ],
        [
            45,
            59,
            32,
            45,
            59,
            32
        ],
        [
            7356,
            3824,
            3532,
            7356,
            3824,
            3532
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329803,
            -193436,
            -203642,
            -214712,
            -434617,
            -300576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7593,
    "evaluation_days": 1898.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599026400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759251461615,
    "expiration_time": 1764153864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 114,
            "offset": 13
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 176,
            "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)