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Trade: SXP/USDT/720/LINREG/DCM/5162

Strategy
SXP/USDT/720/LINREG/DCM/5162
Pair
SXP_USDT
Interval
12h
Score
493162
Daily Profit
0.314923
Profit Factor
1.651411
Profitability
50.660793
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-04 21:30
Expiration Time
2025-11-30 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599140.7078 343275.8363 255864.8715 1130354.1682 113250.7568 1017103.4114
Total P&L (%) 599.1407 343.2758 255.8649 1130.3542 113.2508 1017.1034
Avg Daily Profit (%) 0.3149 0.1804 0.1345 0.132 0.0398 0.1269
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110684 -93428 -62658 -2343298 -2147217 -1138119
Profit Factor 1.6514 1.5897 1.7578 1.1057 1.0166 1.2618
Total Trades 227 113 114 227 113 114
Winning Trades 115 49 66 115 49 66
Losing Trades 112 64 48 112 64 48
Profitability (%) 50.6608 43.3628 57.8947 50.6608 43.3628 57.8947
Ratio Avg Win / Avg Loss 1.6083 2.0764 1.2784 1.0768 1.3278 0.9176
Largest Winning Trade 218936 218936 52505 2082288 2082288 352182
Largest Losing Trade -47478 -47478 -36412 -1315782 -1315782 -682933
Avg Bars in Trades 16 19 13 16 19 13
Avg Bars in Winners 16 18 14 16 18 14
Avg Bars in Losers 16 19 12 16 19 12
Bars Traded 3735 2169 1567 3735 2169 1567
Profit Streak 0 12.7711 0 0 12.7711 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493162 321988 -10215 -119128 -343439 -23914
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602624982,
    "expiration_time": 1764510480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 15,
            "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": [
        [
            599140.7078291829,
            343275.8363190775,
            255864.8715101057,
            1130354.1681808017,
            113250.7567703477,
            1017103.4114104533
        ],
        [
            599.140708,
            343.275836,
            255.864872,
            1130.354168,
            113.250757,
            1017.103411
        ],
        [
            0.314923,
            0.180434,
            0.134489,
            0.132013,
            0.039813,
            0.126931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110684,
            -93428,
            -62658,
            -2343298,
            -2147217,
            -1138119
        ],
        [
            1.651411,
            1.589716,
            1.757771,
            1.105654,
            1.016623,
            1.261753
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            115,
            49,
            66,
            115,
            49,
            66
        ],
        [
            112,
            64,
            48,
            112,
            64,
            48
        ],
        [
            50.660793,
            43.362832,
            57.894737,
            50.660793,
            43.362832,
            57.894737
        ],
        [
            1.608331,
            2.076364,
            1.278379,
            1.07681,
            1.327834,
            0.917639
        ],
        [
            218936,
            218936,
            52505,
            2082288,
            2082288,
            352182
        ],
        [
            -47478,
            -47478,
            -36412,
            -1315782,
            -1315782,
            -682933
        ],
        [
            16,
            19,
            13,
            16,
            19,
            13
        ],
        [
            16,
            18,
            14,
            16,
            18,
            14
        ],
        [
            16,
            19,
            12,
            16,
            19,
            12
        ],
        [
            3735,
            2169,
            1567,
            3735,
            2169,
            1567
        ],
        [
            0,
            12.771122,
            0,
            0,
            12.771122,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493162,
            321988,
            -10215,
            -119128,
            -343439,
            -23914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602624982,
    "expiration_time": 1764510480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 15,
            "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)