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Trade: SXP/USDT/720/RMA/DCM/7059

Strategy
SXP/USDT/720/RMA/DCM/7059
Pair
SXP_USDT
Interval
12h
Score
387495
Daily Profit
0.157676
Profit Factor
1.578424
Profitability
54.022989
Streak
75.084226
Best Strategy
Training Data Length
1901.000000
Evaluation Time
2025-10-03 05:01
Expiration Time
2025-11-29 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299741.1332 182764.1561 116976.9771 74906.6366 21018.8476 53887.7889
Total P&L (%) 299.7411 182.7642 116.977 74.9066 21.0188 53.8878
Avg Daily Profit (%) 0.1577 0.0961 0.0615 0.0294 0.01 0.0227
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94864 -123530 -133198 -90870 -113008 -126281
Profit Factor 1.5784 1.5575 1.6145 1.1574 1.0695 1.311
Total Trades 87 43 44 87 43 44
Winning Trades 47 23 24 47 23 24
Losing Trades 40 20 20 40 20 20
Profitability (%) 54.023 53.4884 54.5455 54.023 53.4884 54.5455
Ratio Avg Win / Avg Loss 1.3433 1.3543 1.3454 0.9851 0.93 1.0925
Largest Winning Trade 100005 100005 36621 73699 73699 32612
Largest Losing Trade -64207 -64207 -62431 -55149 -55149 -51102
Avg Bars in Trades 39 58 20 39 58 20
Avg Bars in Winners 47 64 31 47 64 31
Avg Bars in Losers 29 50 8 29 50 8
Bars Traded 3415 2496 919 3415 2496 919
Profit Streak 75.0842 242.0842 75.0842 75.0842 242.0842 75.0842
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387495 -61104 -107332 -200881 -329538 -162008
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3802,
    "evaluation_days": 1901,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599566400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456877118,
    "expiration_time": 1764376992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "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": [
        [
            299741.133197076,
            182764.1560937495,
            116976.9771033267,
            74906.6365872279,
            21018.8476417382,
            53887.7889454896
        ],
        [
            299.741133,
            182.764156,
            116.976977,
            74.906637,
            21.018848,
            53.887789
        ],
        [
            0.157676,
            0.096141,
            0.061534,
            0.029414,
            0.010036,
            0.022678
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94864,
            -123530,
            -133198,
            -90870,
            -113008,
            -126281
        ],
        [
            1.578424,
            1.557484,
            1.614487,
            1.157437,
            1.069485,
            1.310963
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            54.022989,
            53.488372,
            54.545455,
            54.022989,
            53.488372,
            54.545455
        ],
        [
            1.34334,
            1.354334,
            1.345406,
            0.985053,
            0.929987,
            1.092469
        ],
        [
            100005,
            100005,
            36621,
            73699,
            73699,
            32612
        ],
        [
            -64207,
            -64207,
            -62431,
            -55149,
            -55149,
            -51102
        ],
        [
            39,
            58,
            20,
            39,
            58,
            20
        ],
        [
            47,
            64,
            31,
            47,
            64,
            31
        ],
        [
            29,
            50,
            8,
            29,
            50,
            8
        ],
        [
            3415,
            2496,
            919,
            3415,
            2496,
            919
        ],
        [
            75.084226,
            242.084226,
            75.084226,
            75.084226,
            242.084226,
            75.084226
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387495,
            -61104,
            -107332,
            -200881,
            -329538,
            -162008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3802,
    "evaluation_days": 1901,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599566400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456877118,
    "expiration_time": 1764376992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "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)