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Trade: SXP/USDT/480/MIDPOINT/KCL/9471

Strategy
SXP/USDT/480/MIDPOINT/KCL/9471
Pair
SXP_USDT
Interval
8h
Score
462483
Daily Profit
0.187500
Profit Factor
1.738126
Profitability
60.952381
Streak
235.252786
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-10-05 01:04
Expiration Time
2025-11-30 19:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356749.6856 178835.582 177914.1037 102184.6744 173671.5728 -71486.8985
Total P&L (%) 356.7497 178.8356 177.9141 102.1847 173.6716 -71.4869
Avg Daily Profit (%) 0.1875 0.094 0.0935 0.037 0.0529 -0.0659
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93989 -69005 -131722 -335621 -76713 -369886
Profit Factor 1.7381 2.2472 1.5234 1.1482 2.2744 0.8707
Total Trades 105 53 52 105 53 52
Winning Trades 64 32 32 64 32 32
Losing Trades 41 21 20 41 21 20
Profitability (%) 60.9524 60.3774 61.5385 60.9524 60.3774 61.5385
Ratio Avg Win / Avg Loss 1.1135 1.4747 0.9521 0.7356 1.4926 0.5442
Largest Winning Trade 43897 43897 43869 97850 46472 97850
Largest Losing Trade -89696 -42971 -89696 -327663 -55537 -327663
Avg Bars in Trades 52 15 89 52 15 89
Avg Bars in Winners 44 15 73 44 15 73
Avg Bars in Losers 65 16 116 65 16 116
Bars Traded 5508 844 4664 5508 844 4664
Profit Streak 235.2528 239.5861 235.2528 235.2528 239.5861 235.2528
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462483 -241372 -245551 -199445 -296072 -757982
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5708,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597824000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759615440734,
    "expiration_time": 1764525312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            356749.6856289359,
            178835.5819571349,
            177914.1036718009,
            102184.6743654807,
            173671.5728405534,
            -71486.8984750728
        ],
        [
            356.749686,
            178.835582,
            177.914104,
            102.184674,
            173.671573,
            -71.486898
        ],
        [
            0.1875,
            0.093992,
            0.093508,
            0.037008,
            0.052927,
            -0.065928
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93989,
            -69005,
            -131722,
            -335621,
            -76713,
            -369886
        ],
        [
            1.738126,
            2.24718,
            1.523391,
            1.148238,
            2.274439,
            0.870742
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            60.952381,
            60.377358,
            61.538462,
            60.952381,
            60.377358,
            61.538462
        ],
        [
            1.113487,
            1.474712,
            0.952119,
            0.73559,
            1.492601,
            0.544214
        ],
        [
            43897,
            43897,
            43869,
            97850,
            46472,
            97850
        ],
        [
            -89696,
            -42971,
            -89696,
            -327663,
            -55537,
            -327663
        ],
        [
            52,
            15,
            89,
            52,
            15,
            89
        ],
        [
            44,
            15,
            73,
            44,
            15,
            73
        ],
        [
            65,
            16,
            116,
            65,
            16,
            116
        ],
        [
            5508,
            844,
            4664,
            5508,
            844,
            4664
        ],
        [
            235.252786,
            239.58612,
            235.252786,
            235.252786,
            239.58612,
            235.252786
        ],
        [
            7,
            4,
            3,
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            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462483,
            -241372,
            -245551,
            -199445,
            -296072,
            -757982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5708,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597824000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759615440734,
    "expiration_time": 1764525312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)