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Trade: SXP/USDT/720/SUPERTREND/MIDPRICE/6090

Strategy
SXP/USDT/720/SUPERTREND/MIDPRICE/6090
Pair
SXP_USDT
Interval
12h
Score
404863
Daily Profit
0.192065
Profit Factor
1.557739
Profitability
59.550562
Streak
68.072135
Best Strategy
Training Data Length
1904.000000
Evaluation Time
2025-10-06 04:43
Expiration Time
2025-12-02 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365690.8999 259963.1394 105727.7606 62572.0542 62431.1343 140.9199
Total P&L (%) 365.6909 259.9631 105.7278 62.5721 62.4311 0.1409
Avg Daily Profit (%) 0.1921 0.1365 0.0555 0.0255 0.0255 0.0001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79140 -82136 -88529 -60573 -59079 -43421
Profit Factor 1.5577 2.0281 1.2625 1.1257 1.3092 1.0005
Total Trades 89 44 45 89 44 45
Winning Trades 53 27 26 53 27 26
Losing Trades 36 17 19 36 17 19
Profitability (%) 59.5506 61.3636 57.7778 59.5506 61.3636 57.7778
Ratio Avg Win / Avg Loss 1.0581 1.2769 0.9226 0.7646 0.8243 0.7311
Largest Winning Trade 108813 108813 62052 53150 53150 23946
Largest Losing Trade -67522 -64648 -67522 -67522 -46107 -67522
Avg Bars in Trades 39 41 36 39 41 36
Avg Bars in Winners 37 34 41 37 34 41
Avg Bars in Losers 40 52 30 40 52 30
Bars Traded 3474 1820 1653 3474 1820 1653
Profit Streak 68.0721 0 84.5721 68.0721 0 84.5721
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404863 -6484 -118947 -241143 -159332 -578523
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3808,
    "evaluation_days": 1904,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715032494,
    "expiration_time": 1764643968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 209,
            "offset": 0,
            "multiplier": 3.4744
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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": [
        [
            365690.8999121043,
            259963.1393583322,
            105727.7605537722,
            62572.05415501,
            62431.1342948325,
            140.9198601776
        ],
        [
            365.6909,
            259.963139,
            105.727761,
            62.572054,
            62.431134,
            0.14092
        ],
        [
            0.192065,
            0.136535,
            0.055529,
            0.025526,
            0.02548,
            7.4e-5
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79140,
            -82136,
            -88529,
            -60573,
            -59079,
            -43421
        ],
        [
            1.557739,
            2.028088,
            1.262478,
            1.125712,
            1.309192,
            1.000476
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            59.550562,
            61.363636,
            57.777778,
            59.550562,
            61.363636,
            57.777778
        ],
        [
            1.058087,
            1.276944,
            0.92258,
            0.764634,
            0.824306,
            0.731117
        ],
        [
            108813,
            108813,
            62052,
            53150,
            53150,
            23946
        ],
        [
            -67522,
            -64648,
            -67522,
            -67522,
            -46107,
            -67522
        ],
        [
            39,
            41,
            36,
            39,
            41,
            36
        ],
        [
            37,
            34,
            41,
            37,
            34,
            41
        ],
        [
            40,
            52,
            30,
            40,
            52,
            30
        ],
        [
            3474,
            1820,
            1653,
            3474,
            1820,
            1653
        ],
        [
            68.072135,
            0,
            84.572135,
            68.072135,
            0,
            84.572135
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404863,
            -6484,
            -118947,
            -241143,
            -159332,
            -578523
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3808,
    "evaluation_days": 1904,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759715032494,
    "expiration_time": 1764643968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 209,
            "offset": 0,
            "multiplier": 3.4744
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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)