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Trade: SXP/USDT/240/ALMA/DCM/7241

Strategy
SXP/USDT/240/ALMA/DCM/7241
Pair
SXP_USDT
Interval
4h
Score
406714
Daily Profit
0.195803
Profit Factor
2.453179
Profitability
45.161290
Streak
129.527233
Best Strategy
Training Data Length
1904.670000
Evaluation Time
2025-10-07 07:39
Expiration Time
2025-12-03 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508308.7064 372940.8029 135367.9034 -24713.2966 -84351.5718 59638.2752
Total P&L (%) 508.3087 372.9408 135.3679 -24.7133 -84.3516 59.6383
Avg Daily Profit (%) 0.2669 0.1958 0.0711 -0.0149 -0.0973 0.0246
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155614 -112212 -87428 -750935 -442787 -339184
Profit Factor 2.1485 2.4532 1.7279 0.9798 0.8773 1.1118
Total Trades 62 31 31 62 31 31
Winning Trades 31 14 17 31 14 17
Losing Trades 31 17 14 31 17 14
Profitability (%) 50 45.1613 54.8387 50 45.1613 54.8387
Ratio Avg Win / Avg Loss 2.1485 2.9789 1.423 0.9798 1.0653 0.9156
Largest Winning Trade 493307 493307 66305 402535 402535 114788
Largest Losing Trade -87428 -45566 -87428 -260074 -193586 -260074
Avg Bars in Trades 177 147 207 177 147 207
Avg Bars in Winners 253 211 288 253 211 288
Avg Bars in Losers 101 94 109 101 94 109
Bars Traded 10995 4571 6424 10995 4571 6424
Profit Streak 88.0272 129.5272 88.0272 88.0272 129.5272 88.0272
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144441 406714 -94733 -737915 -580073 -258786
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11428,
    "evaluation_days": 1904.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759811952904,
    "expiration_time": 1764732096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "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": [
        [
            508308.7063680392,
            372940.8029221766,
            135367.9034458627,
            -24713.2966335274,
            -84351.5718065184,
            59638.275172991
        ],
        [
            508.308706,
            372.940803,
            135.367903,
            -24.713297,
            -84.351572,
            59.638275
        ],
        [
            0.266875,
            0.195803,
            0.071072,
            -0.014903,
            -0.097334,
            0.024561
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155614,
            -112212,
            -87428,
            -750935,
            -442787,
            -339184
        ],
        [
            2.148471,
            2.453179,
            1.727948,
            0.979754,
            0.87728,
            1.111828
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            50,
            45.16129,
            54.83871,
            50,
            45.16129,
            54.83871
        ],
        [
            2.148471,
            2.97886,
            1.423016,
            0.979754,
            1.065268,
            0.915623
        ],
        [
            493307,
            493307,
            66305,
            402535,
            402535,
            114788
        ],
        [
            -87428,
            -45566,
            -87428,
            -260074,
            -193586,
            -260074
        ],
        [
            177,
            147,
            207,
            177,
            147,
            207
        ],
        [
            253,
            211,
            288,
            253,
            211,
            288
        ],
        [
            101,
            94,
            109,
            101,
            94,
            109
        ],
        [
            10995,
            4571,
            6424,
            10995,
            4571,
            6424
        ],
        [
            88.027233,
            129.527233,
            88.027233,
            88.027233,
            129.527233,
            88.027233
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144441,
            406714,
            -94733,
            -737915,
            -580073,
            -258786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11428,
    "evaluation_days": 1904.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759811952904,
    "expiration_time": 1764732096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "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)