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Trade: SXP/USDT/720/JMA/PSAR/5565

Strategy
SXP/USDT/720/JMA/PSAR/5565
Pair
SXP_USDT
Interval
12h
Score
340590
Daily Profit
0.166314
Profit Factor
1.282004
Profitability
50.458716
Streak
7.904425
Best Strategy
Training Data Length
1892.500000
Evaluation Time
2025-09-27 00:42
Expiration Time
2025-11-20 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314749.2367 215722.1142 99027.1225 -13589.8452 10852.9851 -24442.8303
Total P&L (%) 314.7492 215.7221 99.0271 -13.5898 10.853 -24.4428
Avg Daily Profit (%) 0.1663 0.114 0.0523 -0.0077 0.0054 -0.0148
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186834 -185064 -99856 -233765 -132312 -143957
Profit Factor 1.282 1.371 1.1852 0.9825 1.0287 0.9386
Total Trades 218 109 109 218 109 109
Winning Trades 110 48 62 110 48 62
Losing Trades 108 61 47 108 61 47
Profitability (%) 50.4587 44.0367 56.8807 50.4587 44.0367 56.8807
Ratio Avg Win / Avg Loss 1.2587 1.7423 0.8985 0.9646 1.3073 0.7115
Largest Winning Trade 142505 142505 56839 78346 78346 43525
Largest Losing Trade -49717 -26282 -49717 -77095 -34589 -77095
Avg Bars in Trades 16 17 15 16 17 15
Avg Bars in Winners 15 13 16 15 13 16
Avg Bars in Losers 18 20 15 18 20 15
Bars Traded 3632 1901 1732 3632 1901 1732
Profit Streak 7.9044 0 137.4044 7.9044 0 137.4044
Trades During Streak 1 0 11 1 0 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340590 -41499 -138957 -578624 -516071 -578269
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3785,
    "evaluation_days": 1892.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599609600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922942305,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            314749.2366770644,
            215722.1141852224,
            99027.1224918419,
            -13589.8452266708,
            10852.9850765767,
            -24442.8303032475
        ],
        [
            314.749237,
            215.722114,
            99.027122,
            -13.589845,
            10.852985,
            -24.44283
        ],
        [
            0.166314,
            0.113988,
            0.052326,
            -0.007718,
            0.005445,
            -0.014809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186834,
            -185064,
            -99856,
            -233765,
            -132312,
            -143957
        ],
        [
            1.282004,
            1.370952,
            1.185242,
            0.982496,
            1.02868,
            0.938582
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            110,
            48,
            62,
            110,
            48,
            62
        ],
        [
            108,
            61,
            47,
            108,
            61,
            47
        ],
        [
            50.458716,
            44.036697,
            56.880734,
            50.458716,
            44.036697,
            56.880734
        ],
        [
            1.258694,
            1.742252,
            0.89849,
            0.964633,
            1.30728,
            0.711506
        ],
        [
            142505,
            142505,
            56839,
            78346,
            78346,
            43525
        ],
        [
            -49717,
            -26282,
            -49717,
            -77095,
            -34589,
            -77095
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            15,
            13,
            16,
            15,
            13,
            16
        ],
        [
            18,
            20,
            15,
            18,
            20,
            15
        ],
        [
            3632,
            1901,
            1732,
            3632,
            1901,
            1732
        ],
        [
            7.904425,
            0,
            137.404425,
            7.904425,
            0,
            137.404425
        ],
        [
            1,
            0,
            11,
            1,
            0,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340590,
            -41499,
            -138957,
            -578624,
            -516071,
            -578269
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3785,
    "evaluation_days": 1892.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599609600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922942305,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)