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Trade: SXP/USDT/480/DEMA/HWMA/1509

Strategy
SXP/USDT/480/DEMA/HWMA/1509
Pair
SXP_USDT
Interval
8h
Score
367870
Daily Profit
0.176780
Profit Factor
1.255295
Profitability
54.545455
Streak
7.410972
Best Strategy
Training Data Length
1899.330000
Evaluation Time
2025-10-01 12:51
Expiration Time
2025-11-27 09:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335764.3711 201892.8006 133871.5705 21366.8653 416452.2798 -395085.4145
Total P&L (%) 335.7644 201.8928 133.8716 21.3669 416.4523 -395.0854
Avg Daily Profit (%) 0.1768 0.1063 0.0705 0.0102 0.0865 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192724 -156380 -160926 -709127 -506108 -743620
Profit Factor 1.2553 1.3268 1.1919 1.0077 1.3582 0.7545
Total Trades 275 137 138 275 137 138
Winning Trades 150 71 79 150 71 79
Losing Trades 125 66 59 125 66 59
Profitability (%) 54.5455 51.8248 57.2464 54.5455 51.8248 57.2464
Ratio Avg Win / Avg Loss 1.0461 1.2334 0.8902 0.8398 1.2625 0.5635
Largest Winning Trade 80930 80930 37611 218425 218425 140700
Largest Losing Trade -61283 -58407 -61283 -285145 -149468 -285145
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 20 20 20 20 20 20
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 5528 2765 2763 5528 2765 2763
Profit Streak 7.411 0 54.411 7.411 0 54.411
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367870 -50505 -107390 -395917 -76738 -578281
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5698,
    "evaluation_days": 1899.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759312308018,
    "expiration_time": 1764228672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.35253,
            "nb": 0.04416,
            "nc": 0.56743
        }
    }
}
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": [
        [
            335764.371090805,
            201892.8005940876,
            133871.5704967175,
            21366.8652875368,
            416452.279784164,
            -395085.4144966275
        ],
        [
            335.764371,
            201.892801,
            133.87157,
            21.366865,
            416.45228,
            -395.085414
        ],
        [
            0.17678,
            0.106297,
            0.070484,
            0.010196,
            0.086479,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192724,
            -156380,
            -160926,
            -709127,
            -506108,
            -743620
        ],
        [
            1.255295,
            1.326826,
            1.19194,
            1.007709,
            1.358181,
            0.75446
        ],
        [
            275,
            137,
            138,
            275,
            137,
            138
        ],
        [
            150,
            71,
            79,
            150,
            71,
            79
        ],
        [
            125,
            66,
            59,
            125,
            66,
            59
        ],
        [
            54.545455,
            51.824818,
            57.246377,
            54.545455,
            51.824818,
            57.246377
        ],
        [
            1.046079,
            1.233388,
            0.890183,
            0.839757,
            1.262535,
            0.563457
        ],
        [
            80930,
            80930,
            37611,
            218425,
            218425,
            140700
        ],
        [
            -61283,
            -58407,
            -61283,
            -285145,
            -149468,
            -285145
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            5528,
            2765,
            2763,
            5528,
            2765,
            2763
        ],
        [
            7.410972,
            0,
            54.410972,
            7.410972,
            0,
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        ],
        [
            1,
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            1,
            0,
            4
        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            367870,
            -50505,
            -107390,
            -395917,
            -76738,
            -578281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5698,
    "evaluation_days": 1899.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759312308018,
    "expiration_time": 1764228672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.35253,
            "nb": 0.04416,
            "nc": 0.56743
        }
    }
}

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)