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Trade: SXP/USDT/720/SUPERTREND/DCM/2125

Strategy
SXP/USDT/720/SUPERTREND/DCM/2125
Pair
SXP_USDT
Interval
12h
Score
317093
Daily Profit
0.158122
Profit Factor
1.335755
Profitability
49.180328
Streak
133.610868
Best Strategy
Training Data Length
1892.500000
Evaluation Time
2025-09-27 17:39
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 299245.0004 258369.7281 40875.2722 -31850.5139 77519.3956 -109369.9096
Total P&L (%) 299.245 258.3697 40.8753 -31.8505 77.5194 -109.3699
Avg Daily Profit (%) 0.1581 0.1365 0.0216 -0.0203 0.0303 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163030 -101466 -94267 -611474 -290556 -476248
Profit Factor 1.3358 1.5953 1.0894 0.9817 1.1002 0.8864
Total Trades 122 61 61 122 61 61
Winning Trades 60 26 34 60 26 34
Losing Trades 62 35 27 62 35 27
Profitability (%) 49.1803 42.623 55.7377 49.1803 42.623 55.7377
Ratio Avg Win / Avg Loss 1.3803 2.1475 0.8651 1.0144 1.4811 0.7039
Largest Winning Trade 141396 141396 69160 281566 281566 159807
Largest Losing Trade -62662 -39611 -62662 -289944 -108209 -289944
Avg Bars in Trades 28 19 37 28 19 37
Avg Bars in Winners 31 19 41 31 19 41
Avg Bars in Losers 24 19 31 24 19 31
Bars Traded 3449 1186 2263 3449 1186 2263
Profit Streak 133.6109 133.6109 168.6109 133.6109 133.6109 168.6109
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317093 -171756 -450365 -577868 -426614 -741133
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": 1601640000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758983979021,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 148,
            "offset": 0,
            "multiplier": 2.55498
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 16,
            "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": [
        [
            299245.0003561718,
            258369.7281107268,
            40875.2722454451,
            -31850.5139355493,
            77519.3956232706,
            -109369.9095588202
        ],
        [
            299.245,
            258.369728,
            40.875272,
            -31.850514,
            77.519396,
            -109.36991
        ],
        [
            0.158122,
            0.136523,
            0.021599,
            -0.02026,
            0.03033,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163030,
            -101466,
            -94267,
            -611474,
            -290556,
            -476248
        ],
        [
            1.335755,
            1.595285,
            1.089397,
            0.981655,
            1.100236,
            0.886405
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            49.180328,
            42.622951,
            55.737705,
            49.180328,
            42.622951,
            55.737705
        ],
        [
            1.38028,
            2.147498,
            0.865109,
            1.014377,
            1.481086,
            0.703909
        ],
        [
            141396,
            141396,
            69160,
            281566,
            281566,
            159807
        ],
        [
            -62662,
            -39611,
            -62662,
            -289944,
            -108209,
            -289944
        ],
        [
            28,
            19,
            37,
            28,
            19,
            37
        ],
        [
            31,
            19,
            41,
            31,
            19,
            41
        ],
        [
            24,
            19,
            31,
            24,
            19,
            31
        ],
        [
            3449,
            1186,
            2263,
            3449,
            1186,
            2263
        ],
        [
            133.610868,
            133.610868,
            168.610868,
            133.610868,
            133.610868,
            168.610868
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317093,
            -171756,
            -450365,
            -577868,
            -426614,
            -741133
        ]
    ]
}
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": 1601640000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758983979021,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 148,
            "offset": 0,
            "multiplier": 2.55498
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 16,
            "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)