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Trade: SXP/USDT/480/FWMA/HILO/2149

Strategy
SXP/USDT/480/FWMA/HILO/2149
Pair
SXP_USDT
Interval
8h
Score
379843
Daily Profit
0.152840
Profit Factor
1.508606
Profitability
52.212389
Streak
63.453131
Best Strategy
Training Data Length
1908.000000
Evaluation Time
2025-10-10 05:52
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 291618.0804 219206.1208 72411.9596 -337132.815 38452.7596 -375585.5746
Total P&L (%) 291.6181 219.2061 72.412 -337.1328 38.4528 -375.5856
Avg Daily Profit (%) 0.1528 0.1149 0.038 0 0.0171 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -225335 -141984 -152055 -817695 -410829 -492448
Profit Factor 1.5086 1.9034 1.219 0.7841 1.0604 0.5942
Total Trades 113 57 56 113 57 56
Winning Trades 59 29 30 52 29 23
Losing Trades 54 28 26 61 28 33
Profitability (%) 52.2124 50.8772 53.5714 46.0177 50.8772 41.0714
Ratio Avg Win / Avg Loss 1.3808 1.8377 1.0564 0.9198 1.0239 0.8525
Largest Winning Trade 219838 219838 70684 275824 275824 194886
Largest Losing Trade -130434 -34120 -130434 -206046 -185085 -206046
Avg Bars in Trades 46 36 57 46 36 57
Avg Bars in Winners 64 42 85 48 42 54
Avg Bars in Losers 27 29 25 45 29 59
Bars Traded 5285 2052 3233 5285 2052 3233
Profit Streak 63.4531 63.7865 63.4531 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379843 -214977 -321648 -582026 -506416 -764305
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5724,
    "evaluation_days": 1908,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064750491,
    "expiration_time": 1764999936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 88,
            "offset": 101
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            291618.0804094237,
            219206.1207835805,
            72411.9596258434,
            -337132.8149998527,
            38452.7596372668,
            -375585.5746371194
        ],
        [
            291.61808,
            219.206121,
            72.41196,
            -337.132815,
            38.45276,
            -375.585575
        ],
        [
            0.15284,
            0.114888,
            0.037952,
            0,
            0.017054,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -225335,
            -141984,
            -152055,
            -817695,
            -410829,
            -492448
        ],
        [
            1.508606,
            1.90335,
            1.21896,
            0.784131,
            1.060436,
            0.594176
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            59,
            29,
            30,
            52,
            29,
            23
        ],
        [
            54,
            28,
            26,
            61,
            28,
            33
        ],
        [
            52.212389,
            50.877193,
            53.571429,
            46.017699,
            50.877193,
            41.071429
        ],
        [
            1.380758,
            1.837717,
            1.056432,
            0.919846,
            1.023869,
            0.852513
        ],
        [
            219838,
            219838,
            70684,
            275824,
            275824,
            194886
        ],
        [
            -130434,
            -34120,
            -130434,
            -206046,
            -185085,
            -206046
        ],
        [
            46,
            36,
            57,
            46,
            36,
            57
        ],
        [
            64,
            42,
            85,
            48,
            42,
            54
        ],
        [
            27,
            29,
            25,
            45,
            29,
            59
        ],
        [
            5285,
            2052,
            3233,
            5285,
            2052,
            3233
        ],
        [
            63.453131,
            63.786464,
            63.453131,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379843,
            -214977,
            -321648,
            -582026,
            -506416,
            -764305
        ]
    ]
}
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": 1600646400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064750491,
    "expiration_time": 1764999936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 88,
            "offset": 101
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)