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Trade: SXP/USDT/720/SWMA/HWMA/7135

Strategy
SXP/USDT/720/SWMA/HWMA/7135
Pair
SXP_USDT
Interval
12h
Score
333237
Daily Profit
0.181174
Profit Factor
1.243417
Profitability
52.517986
Streak
0.000000
Best Strategy
Training Data Length
1899.000000
Evaluation Time
2025-10-01 15:20
Expiration Time
2025-11-27 01:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344049.5903 196000.7269 148048.8634 -6761.4822 -511483.0957 504721.6135
Total P&L (%) 344.0496 196.0007 148.0489 -6.7615 -511.4831 504.7216
Avg Daily Profit (%) 0.1812 0.1032 0.078 -0.0037 0 0.0948
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -329355 -176134 -188282 -3630340 -2793114 -1296295
Profit Factor 1.2434 1.2732 1.2127 0.9995 0.9277 1.0846
Total Trades 278 139 139 278 139 139
Winning Trades 146 68 78 146 68 78
Losing Trades 132 71 61 132 71 61
Profitability (%) 52.518 48.9209 56.1151 52.518 48.9209 56.1151
Ratio Avg Win / Avg Loss 1.1242 1.3294 0.9484 0.9036 0.9686 0.8482
Largest Winning Trade 73950 73950 52202 864145 584573 864145
Largest Losing Trade -72724 -31767 -72724 -1069474 -1069474 -986458
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3706 1845 1861 3706 1845 1861
Profit Streak 0 0 38.0145 0 0 38.0145
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333237 -55596 -89101 -578719 -581105 -193211
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3798,
    "evaluation_days": 1899,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597665600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759321254655,
    "expiration_time": 1764199008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 56,
            "offset": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.84787
        }
    }
}
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": [
        [
            344049.5903315824,
            196000.7268918836,
            148048.8634396989,
            -6761.4822204073,
            -511483.095689645,
            504721.6134692377
        ],
        [
            344.04959,
            196.000727,
            148.048863,
            -6.761482,
            -511.483096,
            504.721613
        ],
        [
            0.181174,
            0.103213,
            0.077961,
            -0.003687,
            0,
            0.09481
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -329355,
            -176134,
            -188282,
            -3630340,
            -2793114,
            -1296295
        ],
        [
            1.243417,
            1.273207,
            1.212711,
            0.999481,
            0.927708,
            1.084623
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            146,
            68,
            78,
            146,
            68,
            78
        ],
        [
            132,
            71,
            61,
            132,
            71,
            61
        ],
        [
            52.517986,
            48.920863,
            56.115108,
            52.517986,
            48.920863,
            56.115108
        ],
        [
            1.124185,
            1.329378,
            0.948402,
            0.903641,
            0.968636,
            0.848231
        ],
        [
            73950,
            73950,
            52202,
            864145,
            584573,
            864145
        ],
        [
            -72724,
            -31767,
            -72724,
            -1069474,
            -1069474,
            -986458
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3706,
            1845,
            1861,
            3706,
            1845,
            1861
        ],
        [
            0,
            0,
            38.014521,
            0,
            0,
            38.014521
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333237,
            -55596,
            -89101,
            -578719,
            -581105,
            -193211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3798,
    "evaluation_days": 1899,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597665600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759321254655,
    "expiration_time": 1764199008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 56,
            "offset": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.84787
        }
    }
}

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)