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Trade: SXP/USDT/120/T3/EMA/6726

Strategy
SXP/USDT/120/T3/EMA/6726
Pair
SXP_USDT
Interval
2h
Score
361166
Daily Profit
0.257439
Profit Factor
1.616756
Profitability
45.033113
Streak
0.000000
Best Strategy
Training Data Length
1909.750000
Evaluation Time
2025-10-12 19:54
Expiration Time
2025-12-20 12:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 491645.0001 266667.4053 224977.5948 649490.5412 -126712.8029 776203.3441
Total P&L (%) 491.645 266.6674 224.9776 649.4905 -126.7128 776.2033
Avg Daily Profit (%) 0.2574 0.1396 0.1178 0.1055 0 0.1137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115979 -90630 -95198 -798349 -697339 -479565
Profit Factor 1.6168 1.5573 1.706 1.157 0.9539 1.5596
Total Trades 151 76 75 151 76 75
Winning Trades 68 29 39 68 29 39
Losing Trades 83 47 36 83 47 36
Profitability (%) 45.0331 38.1579 52 45.0331 38.1579 52
Ratio Avg Win / Avg Loss 1.9734 2.524 1.5747 1.4123 1.546 1.4396
Largest Winning Trade 120166 120166 55429 364927 364927 245290
Largest Losing Trade -42597 -37494 -42597 -303519 -301382 -303519
Avg Bars in Trades 150 166 134 150 166 134
Avg Bars in Winners 206 233 185 206 233 185
Avg Bars in Losers 104 124 79 104 124 79
Bars Traded 22729 12636 10092 22729 12636 10092
Profit Streak 0 0 34.2044 0 0 34.2044
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361166 -57922 -88657 -100612 -632063 -95257
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22917,
    "evaluation_days": 1909.75,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596132000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760288062143,
    "expiration_time": 1766224886400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 123,
            "offset": 0,
            "a": 0.71261
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 124,
            "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": [
        [
            491645.0000690005,
            266667.4053109758,
            224977.5947580242,
            649490.5411631404,
            -126712.8028883727,
            776203.3440515128
        ],
        [
            491.645,
            266.667405,
            224.977595,
            649.490541,
            -126.712803,
            776.203344
        ],
        [
            0.257439,
            0.139635,
            0.117805,
            0.105526,
            0,
            0.113714
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115979,
            -90630,
            -95198,
            -798349,
            -697339,
            -479565
        ],
        [
            1.616756,
            1.557333,
            1.705975,
            1.157039,
            0.953901,
            1.559573
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            68,
            29,
            39,
            68,
            29,
            39
        ],
        [
            83,
            47,
            36,
            83,
            47,
            36
        ],
        [
            45.033113,
            38.157895,
            52,
            45.033113,
            38.157895,
            52
        ],
        [
            1.973393,
            2.523954,
            1.574746,
            1.412268,
            1.545978,
            1.439606
        ],
        [
            120166,
            120166,
            55429,
            364927,
            364927,
            245290
        ],
        [
            -42597,
            -37494,
            -42597,
            -303519,
            -301382,
            -303519
        ],
        [
            150,
            166,
            134,
            150,
            166,
            134
        ],
        [
            206,
            233,
            185,
            206,
            233,
            185
        ],
        [
            104,
            124,
            79,
            104,
            124,
            79
        ],
        [
            22729,
            12636,
            10092,
            22729,
            12636,
            10092
        ],
        [
            0,
            0,
            34.204423,
            0,
            0,
            34.204423
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361166,
            -57922,
            -88657,
            -100612,
            -632063,
            -95257
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22917,
    "evaluation_days": 1909.75,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596132000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760288062143,
    "expiration_time": 1766224886400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 123,
            "offset": 0,
            "a": 0.71261
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 124,
            "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)