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Trade: SXP/USDT/360/LINREG/ZLMA/3125

Strategy
SXP/USDT/360/LINREG/ZLMA/3125
Pair
SXP_USDT
Interval
6h
Score
346817
Daily Profit
0.300046
Profit Factor
1.597337
Profitability
39.647577
Streak
17.627316
Best Strategy
Training Data Length
1905.250000
Evaluation Time
2025-10-07 18:03
Expiration Time
2025-12-03 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 571662.2525 298090.7311 273571.5214 1519830.3686 341439.5651 1178390.8035
Total P&L (%) 571.6623 298.0907 273.5715 1519.8304 341.4396 1178.3908
Avg Daily Profit (%) 0.3 0.1565 0.1436 0.1463 0.078 0.1338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67197 -78063 -77614 -792553 -485981 -386346
Profit Factor 1.5973 1.5904 1.6051 1.2642 1.1079 1.4554
Total Trades 227 113 114 227 113 114
Winning Trades 90 39 51 90 39 51
Losing Trades 137 74 63 137 74 63
Profitability (%) 39.6476 34.5133 44.7368 39.6476 34.5133 44.7368
Ratio Avg Win / Avg Loss 2.4315 3.0177 1.9828 1.9244 2.1021 1.7979
Largest Winning Trade 135803 135803 50879 434675 434675 273434
Largest Losing Trade -35755 -29852 -35755 -199078 -183146 -199078
Avg Bars in Trades 32 35 30 32 35 30
Avg Bars in Winners 53 56 51 53 56 51
Avg Bars in Losers 19 24 13 19 24 13
Bars Traded 7487 3985 3502 7487 3985 3502
Profit Streak 17.6273 0 19.6273 17.6273 0 19.6273
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346817 141920 -58 48658 -195865 -13539
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7621,
    "evaluation_days": 1905.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759849400147,
    "expiration_time": 1764776808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "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": [
        [
            571662.2524818338,
            298090.7311068114,
            273571.5213750219,
            1519830.3685874522,
            341439.5650793294,
            1178390.803508123
        ],
        [
            571.662252,
            298.090731,
            273.571521,
            1519.830369,
            341.439565,
            1178.390804
        ],
        [
            0.300046,
            0.156458,
            0.143588,
            0.146277,
            0.077966,
            0.133835
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67197,
            -78063,
            -77614,
            -792553,
            -485981,
            -386346
        ],
        [
            1.597337,
            1.590391,
            1.605094,
            1.264213,
            1.10789,
            1.455402
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            90,
            39,
            51,
            90,
            39,
            51
        ],
        [
            137,
            74,
            63,
            137,
            74,
            63
        ],
        [
            39.647577,
            34.513274,
            44.736842,
            39.647577,
            34.513274,
            44.736842
        ],
        [
            2.431502,
            3.017666,
            1.982764,
            1.924413,
            2.102149,
            1.79785
        ],
        [
            135803,
            135803,
            50879,
            434675,
            434675,
            273434
        ],
        [
            -35755,
            -29852,
            -35755,
            -199078,
            -183146,
            -199078
        ],
        [
            32,
            35,
            30,
            32,
            35,
            30
        ],
        [
            53,
            56,
            51,
            53,
            56,
            51
        ],
        [
            19,
            24,
            13,
            19,
            24,
            13
        ],
        [
            7487,
            3985,
            3502,
            7487,
            3985,
            3502
        ],
        [
            17.627316,
            0,
            19.627316,
            17.627316,
            0,
            19.627316
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346817,
            141920,
            -58,
            48658,
            -195865,
            -13539
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7621,
    "evaluation_days": 1905.25,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759849400147,
    "expiration_time": 1764776808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "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)