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Trade: SXP/USDT/720/HWMA/LINREG/3122

Strategy
SXP/USDT/720/HWMA/LINREG/3122
Pair
SXP_USDT
Interval
12h
Score
304389
Daily Profit
0.172434
Profit Factor
1.365176
Profitability
52.136752
Streak
0.000000
Best Strategy
Training Data Length
1907.500000
Evaluation Time
2025-10-09 23:29
Expiration Time
2025-12-05 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328917.3764 217084.3035 111833.0729 -12915.6417 171581.3573 -184496.999
Total P&L (%) 328.9174 217.0843 111.8331 -12.9156 171.5814 -184.497
Avg Daily Profit (%) 0.1724 0.1138 0.0586 -0.0073 0.0524 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -232965 -108708 -148905 -400515 -183114 -273273
Profit Factor 1.3652 1.4409 1.2739 0.9871 1.3602 0.6486
Total Trades 117 59 58 117 59 58
Winning Trades 61 30 31 61 30 31
Losing Trades 56 29 27 56 29 27
Profitability (%) 52.1368 50.8475 53.4483 52.1368 50.8475 53.4483
Ratio Avg Win / Avg Loss 1.2533 1.3929 1.1095 0.9062 1.3148 0.5649
Largest Winning Trade 132669 132669 51703 142719 142719 27231
Largest Losing Trade -59089 -59089 -52689 -119501 -96778 -119501
Avg Bars in Trades 31 31 31 31 31 31
Avg Bars in Winners 31 31 31 31 31 31
Avg Bars in Losers 31 31 31 31 31 31
Bars Traded 3651 1841 1810 3651 1841 1810
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 304389 -216690 -294319 -580190 -299070 -760386
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3815,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041781287,
    "expiration_time": 1764955440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04486,
            "nb": 0.17423,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "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": [
        [
            328917.3764464371,
            217084.303548847,
            111833.0728975901,
            -12915.6417135384,
            171581.3573340851,
            -184496.9990476233
        ],
        [
            328.917376,
            217.084304,
            111.833073,
            -12.915642,
            171.581357,
            -184.496999
        ],
        [
            0.172434,
            0.113806,
            0.058628,
            -0.00725,
            0.052391,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -232965,
            -108708,
            -148905,
            -400515,
            -183114,
            -273273
        ],
        [
            1.365176,
            1.440884,
            1.273882,
            0.987102,
            1.360171,
            0.648556
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            52.136752,
            50.847458,
            53.448276,
            52.136752,
            50.847458,
            53.448276
        ],
        [
            1.253276,
            1.392855,
            1.10951,
            0.906192,
            1.314832,
            0.564871
        ],
        [
            132669,
            132669,
            51703,
            142719,
            142719,
            27231
        ],
        [
            -59089,
            -59089,
            -52689,
            -119501,
            -96778,
            -119501
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            3651,
            1841,
            1810,
            3651,
            1841,
            1810
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304389,
            -216690,
            -294319,
            -580190,
            -299070,
            -760386
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3815,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041781287,
    "expiration_time": 1764955440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04486,
            "nb": 0.17423,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "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)