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Trade: SXP/USDT/360/LINREG/DCM/8130

Strategy
SXP/USDT/360/LINREG/DCM/8130
Pair
SXP_USDT
Interval
6h
Score
339047
Daily Profit
0.230763
Profit Factor
1.596887
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-05 01:25
Expiration Time
2025-11-30 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439026.9338 322352.146 116674.7877 20534.253 -35563.9155 56098.1685
Total P&L (%) 439.0269 322.3521 116.6748 20.5343 -35.5639 56.0982
Avg Daily Profit (%) 0.2308 0.1694 0.0613 0.0098 -0.0231 0.0234
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149295 -140440 -78718 -254700 -255133 -135441
Profit Factor 1.5969 1.6693 1.4596 1.0236 0.9381 1.1898
Total Trades 110 55 55 110 55 55
Winning Trades 50 23 27 50 23 27
Losing Trades 60 32 28 60 32 28
Profitability (%) 45.4545 41.8182 49.0909 45.4545 41.8182 49.0909
Ratio Avg Win / Avg Loss 1.9163 2.3225 1.5136 1.2283 1.3052 1.2339
Largest Winning Trade 264048 264048 58698 158772 158772 71247
Largest Losing Trade -54669 -54669 -40958 -96799 -96799 -64471
Avg Bars in Trades 66 92 40 66 92 40
Avg Bars in Winners 76 91 62 76 91 62
Avg Bars in Losers 58 93 20 58 93 20
Bars Traded 7337 5090 2247 7337 5090 2247
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339047 -172715 -289275 -382292 -762348 -354670
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7610,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759616731235,
    "expiration_time": 1764532080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 102,
            "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": [
        [
            439026.9337847364,
            322352.1460475997,
            116674.7877371366,
            20534.2530402728,
            -35563.9154862509,
            56098.1685265238
        ],
        [
            439.026934,
            322.352146,
            116.674788,
            20.534253,
            -35.563915,
            56.098169
        ],
        [
            0.230763,
            0.169436,
            0.061327,
            0.009817,
            -0.023098,
            0.02341
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149295,
            -140440,
            -78718,
            -254700,
            -255133,
            -135441
        ],
        [
            1.596887,
            1.669267,
            1.45957,
            1.0236,
            0.9381,
            1.189805
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            45.454545,
            41.818182,
            49.090909,
            45.454545,
            41.818182,
            49.090909
        ],
        [
            1.916264,
            2.322458,
            1.513628,
            1.22832,
            1.305183,
            1.233872
        ],
        [
            264048,
            264048,
            58698,
            158772,
            158772,
            71247
        ],
        [
            -54669,
            -54669,
            -40958,
            -96799,
            -96799,
            -64471
        ],
        [
            66,
            92,
            40,
            66,
            92,
            40
        ],
        [
            76,
            91,
            62,
            76,
            91,
            62
        ],
        [
            58,
            93,
            20,
            58,
            93,
            20
        ],
        [
            7337,
            5090,
            2247,
            7337,
            5090,
            2247
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339047,
            -172715,
            -289275,
            -382292,
            -762348,
            -354670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7610,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759616731235,
    "expiration_time": 1764532080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 102,
            "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)