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Trade: SXP/USDT/360/SSF/DCM/3491

Strategy
SXP/USDT/360/SSF/DCM/3491
Pair
SXP_USDT
Interval
6h
Score
352322
Daily Profit
0.183266
Profit Factor
1.388413
Profitability
52.317881
Streak
14.358149
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-10-08 11:35
Expiration Time
2025-12-04 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349305.1819 200985.1213 148320.0606 137.9192 -81350.8303 81488.7494
Total P&L (%) 349.3052 200.9851 148.3201 0.1379 -81.3508 81.4887
Avg Daily Profit (%) 0.1833 0.1054 0.0778 0.0001 -0.0881 0.0313
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154156 -142663 -102913 -225523 -176449 -74254
Profit Factor 1.3884 1.383 1.396 1.0002 0.8199 1.2978
Total Trades 151 75 76 151 75 76
Winning Trades 79 36 43 79 36 43
Losing Trades 72 39 33 72 39 33
Profitability (%) 52.3179 48 56.5789 52.3179 48 56.5789
Ratio Avg Win / Avg Loss 1.2654 1.4983 1.0713 0.9116 0.8882 0.996
Largest Winning Trade 93804 93804 57041 64132 64132 51418
Largest Losing Trade -71831 -71831 -58861 -75870 -75870 -41096
Avg Bars in Trades 49 63 35 49 63 35
Avg Bars in Winners 53 64 44 53 64 44
Avg Bars in Losers 44 63 23 44 63 23
Bars Traded 7464 4779 2685 7464 4779 2685
Profit Streak 14.3581 0 45.6081 14.3581 0 45.6081
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352322 -109352 -135719 -578788 -638513 -200041
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7624,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597449600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759912544102,
    "expiration_time": 1764843552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "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": [
        [
            349305.1818680983,
            200985.1212798112,
            148320.0605882873,
            137.9191556301,
            -81350.830291254,
            81488.7494468839
        ],
        [
            349.305182,
            200.985121,
            148.320061,
            0.137919,
            -81.35083,
            81.488749
        ],
        [
            0.183266,
            0.105449,
            0.077817,
            7.2e-5,
            -0.088071,
            0.031276
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154156,
            -142663,
            -102913,
            -225523,
            -176449,
            -74254
        ],
        [
            1.388413,
            1.383,
            1.395998,
            1.00019,
            0.819857,
            1.297759
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            79,
            36,
            43,
            79,
            36,
            43
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            52.317881,
            48,
            56.578947,
            52.317881,
            48,
            56.578947
        ],
        [
            1.265389,
            1.49825,
            1.071347,
            0.911566,
            0.888179,
            0.995955
        ],
        [
            93804,
            93804,
            57041,
            64132,
            64132,
            51418
        ],
        [
            -71831,
            -71831,
            -58861,
            -75870,
            -75870,
            -41096
        ],
        [
            49,
            63,
            35,
            49,
            63,
            35
        ],
        [
            53,
            64,
            44,
            53,
            64,
            44
        ],
        [
            44,
            63,
            23,
            44,
            63,
            23
        ],
        [
            7464,
            4779,
            2685,
            7464,
            4779,
            2685
        ],
        [
            14.358149,
            0,
            45.608149,
            14.358149,
            0,
            45.608149
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352322,
            -109352,
            -135719,
            -578788,
            -638513,
            -200041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7624,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597449600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759912544102,
    "expiration_time": 1764843552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "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)