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Trade: SXP/USDT/480/LINREG/DEMA/1290

Strategy
SXP/USDT/480/LINREG/DEMA/1290
Pair
SXP_USDT
Interval
8h
Score
345841
Daily Profit
0.185824
Profit Factor
1.423885
Profitability
48.091603
Streak
21.773348
Best Strategy
Training Data Length
1909.330000
Evaluation Time
2025-10-11 13:33
Expiration Time
2025-12-07 16:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 354800.1552 176688.5178 178111.6374 57908.378 112078.0827 -54169.7047
Total P&L (%) 354.8002 176.6885 178.1116 57.9084 112.0781 -54.1697
Avg Daily Profit (%) 0.1858 0.0925 0.0933 0.0239 0.0394 -0.0409
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123346 -89235 -114818 -483131 -200040 -368353
Profit Factor 1.4239 1.4286 1.4193 1.0322 1.148 0.948
Total Trades 131 65 66 131 65 66
Winning Trades 63 26 37 63 26 37
Losing Trades 68 39 29 68 39 29
Profitability (%) 48.0916 40 56.0606 48.0916 40 56.0606
Ratio Avg Win / Avg Loss 1.5369 2.1429 1.1124 1.1141 1.722 0.7431
Largest Winning Trade 98938 98938 58614 198114 198114 151610
Largest Losing Trade -58102 -30797 -58102 -271350 -62768 -271350
Avg Bars in Trades 42 39 45 42 39 45
Avg Bars in Winners 47 44 49 47 44 49
Avg Bars in Losers 38 36 41 38 36 41
Bars Traded 5618 2586 3032 5618 2586 3032
Profit Streak 21.7733 0 66.1067 21.7733 0 66.1067
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345841 -203285 -190036 -346690 -332788 -703201
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5728,
    "evaluation_days": 1909.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597564800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760178817274,
    "expiration_time": 1765118592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 61,
            "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": [
        [
            354800.1552386193,
            176688.5178466347,
            178111.6373919846,
            57908.3780037307,
            112078.0827045112,
            -54169.7047007804
        ],
        [
            354.800155,
            176.688518,
            178.111637,
            57.908378,
            112.078083,
            -54.169705
        ],
        [
            0.185824,
            0.09254,
            0.093285,
            0.02393,
            0.039382,
            -0.040855
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123346,
            -89235,
            -114818,
            -483131,
            -200040,
            -368353
        ],
        [
            1.423885,
            1.42859,
            1.419319,
            1.032171,
            1.147974,
            0.948045
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            63,
            26,
            37,
            63,
            26,
            37
        ],
        [
            68,
            39,
            29,
            68,
            39,
            29
        ],
        [
            48.091603,
            40,
            56.060606,
            48.091603,
            40,
            56.060606
        ],
        [
            1.536892,
            2.142885,
            1.112439,
            1.114089,
            1.721961,
            0.743062
        ],
        [
            98938,
            98938,
            58614,
            198114,
            198114,
            151610
        ],
        [
            -58102,
            -30797,
            -58102,
            -271350,
            -62768,
            -271350
        ],
        [
            42,
            39,
            45,
            42,
            39,
            45
        ],
        [
            47,
            44,
            49,
            47,
            44,
            49
        ],
        [
            38,
            36,
            41,
            38,
            36,
            41
        ],
        [
            5618,
            2586,
            3032,
            5618,
            2586,
            3032
        ],
        [
            21.773348,
            0,
            66.106681,
            21.773348,
            0,
            66.106681
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345841,
            -203285,
            -190036,
            -346690,
            -332788,
            -703201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5728,
    "evaluation_days": 1909.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597564800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760178817274,
    "expiration_time": 1765118592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 61,
            "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)