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Trade: SXP/USDT/720/ALMA/HWMA/8144

Strategy
SXP/USDT/720/ALMA/HWMA/8144
Pair
SXP_USDT
Interval
12h
Score
501965
Daily Profit
0.304932
Profit Factor
2.042278
Profitability
56.701031
Streak
0.000000
Best Strategy
Training Data Length
1900.000000
Evaluation Time
2025-10-02 08:55
Expiration Time
2025-11-28 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 579370.2117 379854.2815 199515.9302 1015936.9007 429936.2625 586000.6382
Total P&L (%) 579.3702 379.8543 199.5159 1015.9369 429.9363 586.0006
Avg Daily Profit (%) 0.3049 0.1999 0.105 0.127 0.0878 0.1014
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167446 -146692 -42913 -334023 -179794 -230608
Profit Factor 2.0423 2.1815 1.8513 1.6309 1.5288 1.7352
Total Trades 97 49 48 97 49 48
Winning Trades 55 27 28 55 27 28
Losing Trades 42 22 20 42 22 20
Profitability (%) 56.701 55.102 58.3333 56.701 55.102 58.3333
Ratio Avg Win / Avg Loss 1.5596 1.7775 1.3224 1.2454 1.2456 1.2394
Largest Winning Trade 238728 238728 57933 275870 272865 275870
Largest Losing Trade -53953 -53953 -33592 -154693 -109221 -154693
Avg Bars in Trades 36 38 33 36 38 33
Avg Bars in Winners 41 38 44 41 38 44
Avg Bars in Losers 29 39 18 29 39 18
Bars Traded 3528 1906 1621 3528 1906 1621
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 501965 451025 -49224 -19894 -73492 -53837
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3800,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759384546275,
    "expiration_time": 1764288000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 218,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.20851
        }
    }
}
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": [
        [
            579370.2117153265,
            379854.2815261384,
            199515.9301891881,
            1015936.9007240452,
            429936.2625196358,
            586000.6382044093
        ],
        [
            579.370212,
            379.854282,
            199.51593,
            1015.936901,
            429.936263,
            586.000638
        ],
        [
            0.304932,
            0.199923,
            0.105008,
            0.127043,
            0.087806,
            0.101404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167446,
            -146692,
            -42913,
            -334023,
            -179794,
            -230608
        ],
        [
            2.042278,
            2.181454,
            1.851341,
            1.630946,
            1.528752,
            1.735198
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            56.701031,
            55.102041,
            58.333333,
            56.701031,
            55.102041,
            58.333333
        ],
        [
            1.559558,
            1.777481,
            1.322387,
            1.245449,
            1.245649,
            1.239427
        ],
        [
            238728,
            238728,
            57933,
            275870,
            272865,
            275870
        ],
        [
            -53953,
            -53953,
            -33592,
            -154693,
            -109221,
            -154693
        ],
        [
            36,
            38,
            33,
            36,
            38,
            33
        ],
        [
            41,
            38,
            44,
            41,
            38,
            44
        ],
        [
            29,
            39,
            18,
            29,
            39,
            18
        ],
        [
            3528,
            1906,
            1621,
            3528,
            1906,
            1621
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501965,
            451025,
            -49224,
            -19894,
            -73492,
            -53837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3800,
    "evaluation_days": 1900,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759384546275,
    "expiration_time": 1764288000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 218,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.20851
        }
    }
}

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)