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Trade: SXP/USDT/720/MIDPOINT/KCB/7636

Strategy
SXP/USDT/720/MIDPOINT/KCB/7636
Pair
SXP_USDT
Interval
12h
Score
404887
Daily Profit
0.174453
Profit Factor
1.814238
Profitability
59.782609
Streak
0.000000
Best Strategy
Training Data Length
1892.500000
Evaluation Time
2025-09-27 03:44
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 330151.7312 136304.6986 193847.0327 639868.6761 111427.2216 528441.4545
Total P&L (%) 330.1517 136.3047 193.847 639.8687 111.4272 528.4415
Avg Daily Profit (%) 0.1745 0.072 0.1024 0.1058 0.0396 0.0972
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61216 -70292 -66652 -283557 -244287 -202282
Profit Factor 1.8142 1.6829 1.9416 1.5568 1.1887 1.9458
Total Trades 92 46 46 92 46 46
Winning Trades 55 24 31 55 24 31
Losing Trades 37 22 15 37 22 15
Profitability (%) 59.7826 52.1739 67.3913 59.7826 52.1739 67.3913
Ratio Avg Win / Avg Loss 1.2205 1.5426 0.9395 1.0473 1.0896 0.9415
Largest Winning Trade 65499 65499 49511 149737 92862 149737
Largest Losing Trade -38149 -29544 -38149 -133588 -133588 -79878
Avg Bars in Trades 39 36 42 39 36 42
Avg Bars in Winners 40 39 40 40 39 40
Avg Bars in Losers 37 32 45 37 32 45
Bars Traded 3612 1675 1937 3612 1675 1937
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 404887 -93230 -52996 -48149 -152665 -59582
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": 1599782400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933873112,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            330151.7312267334,
            136304.6985563168,
            193847.0326704166,
            639868.6760786476,
            111427.2215547616,
            528441.454523886
        ],
        [
            330.151731,
            136.304699,
            193.847033,
            639.868676,
            111.427222,
            528.441455
        ],
        [
            0.174453,
            0.072024,
            0.102429,
            0.105805,
            0.03957,
            0.097171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61216,
            -70292,
            -66652,
            -283557,
            -244287,
            -202282
        ],
        [
            1.814238,
            1.68285,
            1.941637,
            1.556752,
            1.188684,
            1.945775
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            37,
            22,
            15,
            37,
            22,
            15
        ],
        [
            59.782609,
            52.173913,
            67.391304,
            59.782609,
            52.173913,
            67.391304
        ],
        [
            1.220487,
            1.542612,
            0.939502,
            1.04727,
            1.089627,
            0.941504
        ],
        [
            65499,
            65499,
            49511,
            149737,
            92862,
            149737
        ],
        [
            -38149,
            -29544,
            -38149,
            -133588,
            -133588,
            -79878
        ],
        [
            39,
            36,
            42,
            39,
            36,
            42
        ],
        [
            40,
            39,
            40,
            40,
            39,
            40
        ],
        [
            37,
            32,
            45,
            37,
            32,
            45
        ],
        [
            3612,
            1675,
            1937,
            3612,
            1675,
            1937
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404887,
            -93230,
            -52996,
            -48149,
            -152665,
            -59582
        ]
    ]
}
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": 1599782400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933873112,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)