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Trade: SXP/USDT/480/WMA/PWMA/9069

Strategy
SXP/USDT/480/WMA/PWMA/9069
Pair
SXP_USDT
Interval
8h
Score
346262
Daily Profit
0.220694
Profit Factor
1.539635
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
1895.670000
Evaluation Time
2025-09-28 01:36
Expiration Time
2025-11-23 14:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418363.8466 268687.5683 149676.2783 -192157.2282 179365.3371 -371522.5653
Total P&L (%) 418.3638 268.6876 149.6763 -192.1572 179.3653 -371.5226
Avg Daily Profit (%) 0.2207 0.1417 0.079 0 0.0542 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167102 -114379 -143835 -735486 -188179 -574968
Profit Factor 1.5396 1.8231 1.3335 0.8628 1.4447 0.6276
Total Trades 120 60 60 120 60 60
Winning Trades 75 34 41 64 32 32
Losing Trades 45 26 19 56 28 28
Profitability (%) 62.5 56.6667 68.3333 53.3333 53.3333 53.3333
Ratio Avg Win / Avg Loss 0.9238 1.3941 0.618 0.755 1.2641 0.5492
Largest Winning Trade 68884 68884 58678 205234 205234 121627
Largest Losing Trade -107982 -45220 -107982 -401046 -77950 -401046
Avg Bars in Trades 45 43 47 45 43 47
Avg Bars in Winners 37 34 40 45 41 48
Avg Bars in Losers 59 56 62 45 46 45
Bars Traded 5459 2626 2833 5459 2626 2833
Profit Streak 0 0 0 29.6085 85.9418 29.6085
Trades During Streak 0 0 0 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346262 -169790 -255712 -578561 -286943 -748986
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5687,
    "evaluation_days": 1895.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1600070400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759012573758,
    "expiration_time": 1763902368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "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": [
        [
            418363.8465520453,
            268687.5682788613,
            149676.278273184,
            -192157.2282237223,
            179365.3371186208,
            -371522.5653423432
        ],
        [
            418.363847,
            268.687568,
            149.676278,
            -192.157228,
            179.365337,
            -371.522565
        ],
        [
            0.220694,
            0.141738,
            0.078957,
            0,
            0.054209,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167102,
            -114379,
            -143835,
            -735486,
            -188179,
            -574968
        ],
        [
            1.539635,
            1.823088,
            1.333479,
            0.862842,
            1.444734,
            0.627615
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            75,
            34,
            41,
            64,
            32,
            32
        ],
        [
            45,
            26,
            19,
            56,
            28,
            28
        ],
        [
            62.5,
            56.666667,
            68.333333,
            53.333333,
            53.333333,
            53.333333
        ],
        [
            0.923781,
            1.394126,
            0.617954,
            0.754987,
            1.264142,
            0.549163
        ],
        [
            68884,
            68884,
            58678,
            205234,
            205234,
            121627
        ],
        [
            -107982,
            -45220,
            -107982,
            -401046,
            -77950,
            -401046
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            37,
            34,
            40,
            45,
            41,
            48
        ],
        [
            59,
            56,
            62,
            45,
            46,
            45
        ],
        [
            5459,
            2626,
            2833,
            5459,
            2626,
            2833
        ],
        [
            0,
            0,
            0,
            29.608493,
            85.941826,
            29.608493
        ],
        [
            0,
            0,
            0,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346262,
            -169790,
            -255712,
            -578561,
            -286943,
            -748986
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5687,
    "evaluation_days": 1895.67,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1600070400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759012573758,
    "expiration_time": 1763902368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "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)