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Trade: SXP/USDT/720/VWAP/DCM/4485

Strategy
SXP/USDT/720/VWAP/DCM/4485
Pair
SXP_USDT
Interval
12h
Score
327941
Daily Profit
0.195640
Profit Factor
1.884616
Profitability
44.086022
Streak
0.000000
Best Strategy
Training Data Length
1907.500000
Evaluation Time
2025-10-10 04:02
Expiration Time
2025-12-05 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373183.0269 213157.7025 160025.3244 437053.0833 -10606.6439 447659.7272
Total P&L (%) 373.183 213.1577 160.0253 437.0531 -10.6066 447.6597
Avg Daily Profit (%) 0.1956 0.1117 0.0839 0.0882 -0.0059 0.0892
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80219 -103432 -77768 -561200 -515068 -113077
Profit Factor 1.8846 1.822 1.9845 1.3258 0.9891 2.2064
Total Trades 93 46 47 93 46 47
Winning Trades 41 18 23 41 18 23
Losing Trades 52 28 24 52 28 24
Profitability (%) 44.086 39.1304 48.9362 44.086 39.1304 48.9362
Ratio Avg Win / Avg Loss 2.3902 2.8342 2.0708 1.6815 1.5386 2.3024
Largest Winning Trade 134122 134122 50644 340504 340504 129980
Largest Losing Trade -42987 -27961 -42987 -214247 -214247 -55292
Avg Bars in Trades 35 55 15 35 55 15
Avg Bars in Winners 22 25 20 22 25 20
Avg Bars in Losers 45 75 11 45 75 11
Bars Traded 3324 2575 749 3324 2575 749
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 327941 -44507 -77233 -75957 -582153 -69746
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3815,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760058165341,
    "expiration_time": 1764955440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 36
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 232,
            "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": [
        [
            373183.0268925047,
            213157.7025223052,
            160025.3243701992,
            437053.0832799871,
            -10606.6439470284,
            447659.7272270157
        ],
        [
            373.183027,
            213.157703,
            160.025324,
            437.053083,
            -10.606644,
            447.659727
        ],
        [
            0.19564,
            0.111747,
            0.083893,
            0.088161,
            -0.005878,
            0.089187
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80219,
            -103432,
            -77768,
            -561200,
            -515068,
            -113077
        ],
        [
            1.884616,
            1.821993,
            1.984524,
            1.325784,
            0.989071,
            2.206441
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            44.086022,
            39.130435,
            48.93617,
            44.086022,
            39.130435,
            48.93617
        ],
        [
            2.390245,
            2.834212,
            2.070808,
            1.681483,
            1.538555,
            2.302373
        ],
        [
            134122,
            134122,
            50644,
            340504,
            340504,
            129980
        ],
        [
            -42987,
            -27961,
            -42987,
            -214247,
            -214247,
            -55292
        ],
        [
            35,
            55,
            15,
            35,
            55,
            15
        ],
        [
            22,
            25,
            20,
            22,
            25,
            20
        ],
        [
            45,
            75,
            11,
            45,
            75,
            11
        ],
        [
            3324,
            2575,
            749,
            3324,
            2575,
            749
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327941,
            -44507,
            -77233,
            -75957,
            -582153,
            -69746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3815,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760058165341,
    "expiration_time": 1764955440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 36
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 232,
            "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)