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Trade: STX/USDT/720/MIDPRICE/HWMA/1184

Strategy
STX/USDT/720/MIDPRICE/HWMA/1184
Pair
STX_USDT
Interval
12h
Score
388184
Daily Profit
0.533501
Profit Factor
5.103879
Profitability
38.461538
Streak
0.000000
Best Strategy
Training Data Length
2169.500000
Evaluation Time
2025-10-02 11:29
Expiration Time
2025-12-06 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1112859.4547 1157430.5615 -44571.1068 230745.8307 703157.0152 -472411.1845
Total P&L (%) 1112.8595 1157.4306 -44.5711 230.7458 703.157 -472.4112
Avg Daily Profit (%) 0.513 0.5335 -0.0205 0.0552 0.0961 0
Buy And Hold Return (%) 453.6364 453.6364 453.6364 453.6364 453.6364 453.6364
Max Trade Drawdown -165035 -104666 -128696 -1036279 -450999 -814520
Profit Factor 2.6006 5.1039 0.8921 1.0746 1.547 0.7386
Total Trades 77 39 38 77 39 38
Winning Trades 30 15 15 30 15 15
Losing Trades 47 24 23 47 24 23
Profitability (%) 38.961 38.4615 39.4737 38.961 38.4615 39.4737
Ratio Avg Win / Avg Loss 4.0742 8.1662 1.368 1.6835 2.4751 1.1326
Largest Winning Trade 894217 894217 65935 852838 852838 325550
Largest Losing Trade -59158 -28257 -59158 -225522 -149216 -225522
Avg Bars in Trades 52 45 60 52 45 60
Avg Bars in Winners 101 82 121 101 82 121
Avg Bars in Losers 21 22 20 21 22 20
Bars Traded 4077 1783 2294 4077 1783 2294
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 -38766 388184 -583191 -472974 -75938 -583191
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4339,
    "evaluation_days": 2169.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1576886400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759393757066,
    "expiration_time": 1764986544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1112859.4547159378,
            1157430.5615231835,
            -44571.1068072457,
            230745.8306786845,
            703157.0152149072,
            -472411.184536223
        ],
        [
            1112.859455,
            1157.430562,
            -44.571107,
            230.745831,
            703.157015,
            -472.411185
        ],
        [
            0.512957,
            0.533501,
            -0.020544,
            0.055151,
            0.096077,
            0
        ],
        [
            453.636364,
            453.636364,
            453.636364,
            453.636364,
            453.636364,
            453.636364
        ],
        [
            -165035,
            -104666,
            -128696,
            -1036279,
            -450999,
            -814520
        ],
        [
            2.600567,
            5.103879,
            0.892147,
            1.074601,
            1.546951,
            0.738634
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            38.961039,
            38.461538,
            39.473684,
            38.961039,
            38.461538,
            39.473684
        ],
        [
            4.074221,
            8.166207,
            1.367959,
            1.683542,
            2.475121,
            1.132573
        ],
        [
            894217,
            894217,
            65935,
            852838,
            852838,
            325550
        ],
        [
            -59158,
            -28257,
            -59158,
            -225522,
            -149216,
            -225522
        ],
        [
            52,
            45,
            60,
            52,
            45,
            60
        ],
        [
            101,
            82,
            121,
            101,
            82,
            121
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            4077,
            1783,
            2294,
            4077,
            1783,
            2294
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -38766,
            388184,
            -583191,
            -472974,
            -75938,
            -583191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4339,
    "evaluation_days": 2169.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1576886400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759393757066,
    "expiration_time": 1764986544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)