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Trade: SXP/USDT/120/ALMA/LINREG/6465

Strategy
SXP/USDT/120/ALMA/LINREG/6465
Pair
SXP_USDT
Interval
2h
Score
302330
Daily Profit
0.215726
Profit Factor
1.623865
Profitability
41.353383
Streak
15.930082
Best Strategy
Training Data Length
1904.920000
Evaluation Time
2025-10-08 01:19
Expiration Time
2025-12-15 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 410941.5052 208451.7954 202489.7098 422907.6274 -157493.2855 580400.9129
Total P&L (%) 410.9415 208.4518 202.4897 422.9076 -157.4933 580.4009
Avg Daily Profit (%) 0.2157 0.1094 0.1063 0.0869 0 0.1007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78027 -82568 -56388 -793498 -554532 -373313
Profit Factor 1.6239 1.5687 1.6931 1.1171 0.9219 1.3637
Total Trades 133 66 67 133 66 67
Winning Trades 55 22 33 55 22 33
Losing Trades 78 44 34 78 44 34
Profitability (%) 41.3534 33.3333 49.2537 41.3534 33.3333 49.2537
Ratio Avg Win / Avg Loss 2.3029 3.1373 1.7444 1.5842 1.8438 1.4051
Largest Winning Trade 144214 144214 58658 302643 302643 277942
Largest Losing Trade -26194 -23448 -26194 -297655 -154583 -297655
Avg Bars in Trades 168 145 191 168 145 191
Avg Bars in Winners 271 241 292 271 241 292
Avg Bars in Losers 95 98 92 95 98 92
Bars Traded 22428 9625 12803 22428 9625 12803
Profit Streak 15.9301 0 26.9301 15.9301 0 26.9301
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302330 -175005 -164296 -170051 -708939 -174063
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22859,
    "evaluation_days": 1904.92,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596549600000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759875559079,
    "expiration_time": 1765792252800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "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": [
        [
            410941.5052357489,
            208451.7954328802,
            202489.7098028689,
            422907.6273888744,
            -157493.2854903735,
            580400.9128792478
        ],
        [
            410.941505,
            208.451795,
            202.48971,
            422.907627,
            -157.493285,
            580.400913
        ],
        [
            0.215726,
            0.109428,
            0.106298,
            0.086878,
            0,
            0.100712
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78027,
            -82568,
            -56388,
            -793498,
            -554532,
            -373313
        ],
        [
            1.623865,
            1.568662,
            1.693133,
            1.117059,
            0.92192,
            1.363731
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            55,
            22,
            33,
            55,
            22,
            33
        ],
        [
            78,
            44,
            34,
            78,
            44,
            34
        ],
        [
            41.353383,
            33.333333,
            49.253731,
            41.353383,
            33.333333,
            49.253731
        ],
        [
            2.302936,
            3.137324,
            1.74444,
            1.584193,
            1.84384,
            1.405056
        ],
        [
            144214,
            144214,
            58658,
            302643,
            302643,
            277942
        ],
        [
            -26194,
            -23448,
            -26194,
            -297655,
            -154583,
            -297655
        ],
        [
            168,
            145,
            191,
            168,
            145,
            191
        ],
        [
            271,
            241,
            292,
            271,
            241,
            292
        ],
        [
            95,
            98,
            92,
            95,
            98,
            92
        ],
        [
            22428,
            9625,
            12803,
            22428,
            9625,
            12803
        ],
        [
            15.930082,
            0,
            26.930082,
            15.930082,
            0,
            26.930082
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302330,
            -175005,
            -164296,
            -170051,
            -708939,
            -174063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22859,
    "evaluation_days": 1904.92,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1596549600000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759875559079,
    "expiration_time": 1765792252800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "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)