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Trade: SXP/USDT/120/LINREG/ALMA/2550

Strategy
SXP/USDT/120/LINREG/ALMA/2550
Pair
SXP_USDT
Interval
2h
Score
442439
Daily Profit
0.274757
Profit Factor
1.508684
Profitability
53.744493
Streak
15.644951
Best Strategy
Training Data Length
1907.750000
Evaluation Time
2025-10-10 20:28
Expiration Time
2025-12-18 10:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 524167.2973 303481.1103 220686.187 573921.1294 159140.7744 414780.355
Total P&L (%) 524.1673 303.4811 220.6862 573.9211 159.1408 414.7804
Avg Daily Profit (%) 0.2748 0.1591 0.1157 0.1001 0.0499 0.0859
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117457 -61352 -170603 -493457 -340869 -275339
Profit Factor 1.5087 1.6439 1.3947 1.1917 1.1088 1.2708
Total Trades 227 113 114 227 113 114
Winning Trades 122 57 65 122 57 65
Losing Trades 105 56 49 105 56 49
Profitability (%) 53.7445 50.4425 57.0175 53.7445 50.4425 57.0175
Ratio Avg Win / Avg Loss 1.2985 1.6151 1.0514 1.0256 1.0893 0.958
Largest Winning Trade 127729 127729 67545 273445 254765 273445
Largest Losing Trade -46282 -31929 -46282 -182623 -182623 -143099
Avg Bars in Trades 98 99 97 98 99 97
Avg Bars in Winners 99 96 102 99 96 102
Avg Bars in Losers 97 102 91 97 102 91
Bars Traded 22420 11274 11146 22420 11274 11146
Profit Streak 15.645 0 87.3116 15.645 0 87.3116
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442439 366769 -35839 -66417 -227297 -77932
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22893,
    "evaluation_days": 1907.75,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597464000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117323746,
    "expiration_time": 1766045865600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 179,
            "offset": 130
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "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": [
        [
            524167.2972692732,
            303481.1102961467,
            220686.1869731263,
            573921.1293618374,
            159140.7744116695,
            414780.3549501677
        ],
        [
            524.167297,
            303.48111,
            220.686187,
            573.921129,
            159.140774,
            414.780355
        ],
        [
            0.274757,
            0.159078,
            0.115679,
            0.10006,
            0.049925,
            0.085927
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117457,
            -61352,
            -170603,
            -493457,
            -340869,
            -275339
        ],
        [
            1.508684,
            1.6439,
            1.394702,
            1.191665,
            1.108787,
            1.270826
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            122,
            57,
            65,
            122,
            57,
            65
        ],
        [
            105,
            56,
            49,
            105,
            56,
            49
        ],
        [
            53.744493,
            50.442478,
            57.017544,
            53.744493,
            50.442478,
            57.017544
        ],
        [
            1.298457,
            1.615059,
            1.051391,
            1.025613,
            1.089335,
            0.958007
        ],
        [
            127729,
            127729,
            67545,
            273445,
            254765,
            273445
        ],
        [
            -46282,
            -31929,
            -46282,
            -182623,
            -182623,
            -143099
        ],
        [
            98,
            99,
            97,
            98,
            99,
            97
        ],
        [
            99,
            96,
            102,
            99,
            96,
            102
        ],
        [
            97,
            102,
            91,
            97,
            102,
            91
        ],
        [
            22420,
            11274,
            11146,
            22420,
            11274,
            11146
        ],
        [
            15.644951,
            0,
            87.311617,
            15.644951,
            0,
            87.311617
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442439,
            366769,
            -35839,
            -66417,
            -227297,
            -77932
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22893,
    "evaluation_days": 1907.75,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597464000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117323746,
    "expiration_time": 1766045865600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 179,
            "offset": 130
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "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)