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Trade: SXP/USDT/480/SINWMA/BBM/3295

Strategy
SXP/USDT/480/SINWMA/BBM/3295
Pair
SXP_USDT
Interval
8h
Score
382821
Daily Profit
0.190336
Profit Factor
1.610493
Profitability
65.178571
Streak
19.057288
Best Strategy
Training Data Length
1908.000000
Evaluation Time
2025-10-10 12:22
Expiration Time
2025-12-06 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363160.2259 153761.5509 209398.675 170613.11 50622.4263 119990.6837
Total P&L (%) 363.1602 153.7616 209.3987 170.6131 50.6224 119.9907
Avg Daily Profit (%) 0.1903 0.0806 0.1097 0.0522 0.0215 0.0413
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82031 -93087 -85629 -69569 -55204 -69661
Profit Factor 1.6105 1.4508 1.8252 1.3446 1.1868 1.5353
Total Trades 112 56 56 112 56 56
Winning Trades 73 33 40 73 33 40
Losing Trades 39 23 16 39 23 16
Profitability (%) 65.1786 58.9286 71.4286 65.1786 58.9286 71.4286
Ratio Avg Win / Avg Loss 0.8604 1.0111 0.7301 0.7183 0.8272 0.6141
Largest Winning Trade 60375 60375 36651 53544 53544 33529
Largest Losing Trade -77727 -56126 -77727 -67082 -42689 -67082
Avg Bars in Trades 49 58 40 49 58 40
Avg Bars in Winners 31 37 27 31 37 27
Avg Bars in Losers 82 88 73 82 88 73
Bars Traded 5538 3271 2267 5538 3271 2267
Profit Streak 19.0573 0 70.724 19.0573 0 70.724
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382821 -263248 -222100 -121705 -361074 -314154
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5724,
    "evaluation_days": 1908,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597564800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760088149679,
    "expiration_time": 1764999936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 4.47932
        }
    }
}
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": [
        [
            363160.2259177521,
            153761.5508881796,
            209398.6750295724,
            170613.1099995936,
            50622.4262827892,
            119990.6837168044
        ],
        [
            363.160226,
            153.761551,
            209.398675,
            170.61311,
            50.622426,
            119.990684
        ],
        [
            0.190336,
            0.080588,
            0.109748,
            0.05219,
            0.02147,
            0.04133
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82031,
            -93087,
            -85629,
            -69569,
            -55204,
            -69661
        ],
        [
            1.610493,
            1.450755,
            1.825238,
            1.344559,
            1.186808,
            1.535251
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            65.178571,
            58.928571,
            71.428571,
            65.178571,
            58.928571,
            71.428571
        ],
        [
            0.860401,
            1.011132,
            0.730095,
            0.718326,
            0.827169,
            0.614101
        ],
        [
            60375,
            60375,
            36651,
            53544,
            53544,
            33529
        ],
        [
            -77727,
            -56126,
            -77727,
            -67082,
            -42689,
            -67082
        ],
        [
            49,
            58,
            40,
            49,
            58,
            40
        ],
        [
            31,
            37,
            27,
            31,
            37,
            27
        ],
        [
            82,
            88,
            73,
            82,
            88,
            73
        ],
        [
            5538,
            3271,
            2267,
            5538,
            3271,
            2267
        ],
        [
            19.057288,
            0,
            70.723955,
            19.057288,
            0,
            70.723955
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382821,
            -263248,
            -222100,
            -121705,
            -361074,
            -314154
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5724,
    "evaluation_days": 1908,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597564800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760088149679,
    "expiration_time": 1764999936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 4.47932
        }
    }
}

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)