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Trade: SXP/USDT/480/LINREG/PWMA/7144

Strategy
SXP/USDT/480/LINREG/PWMA/7144
Pair
SXP_USDT
Interval
8h
Score
394467
Daily Profit
0.185994
Profit Factor
1.695500
Profitability
69.411765
Streak
0.000000
Best Strategy
Training Data Length
1895.000000
Evaluation Time
2025-09-27 10:11
Expiration Time
2025-11-22 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352458.9388 212725.5966 139733.3422 -659616.4733 -184945.0846 -474671.3887
Total P&L (%) 352.4589 212.7256 139.7333 -659.6165 -184.9451 -474.6714
Avg Daily Profit (%) 0.186 0.1123 0.0737 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125981 -101155 -129401 -761084 -368582 -495690
Profit Factor 1.6955 1.8809 1.5267 0.5306 0.7219 0.3586
Total Trades 85 42 43 85 42 43
Winning Trades 59 27 32 27 16 11
Losing Trades 26 15 11 58 26 32
Profitability (%) 69.4118 64.2857 74.4186 31.7647 38.0952 25.5814
Ratio Avg Win / Avg Loss 0.7472 1.045 0.5248 1.1398 1.1731 1.0433
Largest Winning Trade 75510 75510 62758 177186 177186 88453
Largest Losing Trade -125981 -57009 -125981 -143468 -143468 -139544
Avg Bars in Trades 60 70 51 60 70 51
Avg Bars in Winners 38 44 33 106 115 91
Avg Bars in Losers 110 116 102 39 42 37
Bars Traded 5153 2953 2200 5153 2953 2200
Profit Streak 0 0 0 126.6327 138.6327 126.6327
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394467 -38777 -91470 -585016 -583127 -605746
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5685,
    "evaluation_days": 1895,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599408000000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758957069397,
    "expiration_time": 1763843040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "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": [
        [
            352458.9387890945,
            212725.5965856648,
            139733.3422034297,
            -659616.4732989444,
            -184945.0846095122,
            -474671.3886894322
        ],
        [
            352.458939,
            212.725597,
            139.733342,
            -659.616473,
            -184.945085,
            -474.671389
        ],
        [
            0.185994,
            0.112256,
            0.073738,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125981,
            -101155,
            -129401,
            -761084,
            -368582,
            -495690
        ],
        [
            1.6955,
            1.880926,
            1.526717,
            0.530574,
            0.721905,
            0.358649
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            59,
            27,
            32,
            27,
            16,
            11
        ],
        [
            26,
            15,
            11,
            58,
            26,
            32
        ],
        [
            69.411765,
            64.285714,
            74.418605,
            31.764706,
            38.095238,
            25.581395
        ],
        [
            0.747169,
            1.044959,
            0.524809,
            1.139751,
            1.173096,
            1.043341
        ],
        [
            75510,
            75510,
            62758,
            177186,
            177186,
            88453
        ],
        [
            -125981,
            -57009,
            -125981,
            -143468,
            -143468,
            -139544
        ],
        [
            60,
            70,
            51,
            60,
            70,
            51
        ],
        [
            38,
            44,
            33,
            106,
            115,
            91
        ],
        [
            110,
            116,
            102,
            39,
            42,
            37
        ],
        [
            5153,
            2953,
            2200,
            5153,
            2953,
            2200
        ],
        [
            0,
            0,
            0,
            126.632748,
            138.632748,
            126.632748
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394467,
            -38777,
            -91470,
            -585016,
            -583127,
            -605746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5685,
    "evaluation_days": 1895,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1599408000000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758957069397,
    "expiration_time": 1763843040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "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)