← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SXP/USDT/720/LINREG/HWMA/3479

Strategy
SXP/USDT/720/LINREG/HWMA/3479
Pair
SXP_USDT
Interval
12h
Score
395538
Daily Profit
0.171670
Profit Factor
1.295896
Profitability
55.958549
Streak
47.177322
Best Strategy
Training Data Length
1910.000000
Evaluation Time
2025-10-12 07:15
Expiration Time
2025-12-08 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327888.7648 226435.2105 101453.5542 -25970.8911 53844.1886 -79815.0797
Total P&L (%) 327.8888 226.4352 101.4536 -25.9709 53.8442 -79.8151
Avg Daily Profit (%) 0.1717 0.1186 0.0531 -0.0157 0.0226 -0.0837
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170533 -122111 -185481 -167684 -51297 -214821
Profit Factor 1.2959 1.4068 1.184 0.9609 1.1889 0.7894
Total Trades 193 97 96 193 97 96
Winning Trades 108 49 59 108 49 59
Losing Trades 85 48 37 85 48 37
Profitability (%) 55.9585 50.5155 61.4583 55.9585 50.5155 61.4583
Ratio Avg Win / Avg Loss 1.0199 1.3781 0.7425 0.7563 1.1646 0.495
Largest Winning Trade 147622 147622 48195 76617 76617 29345
Largest Losing Trade -62885 -62885 -47158 -69135 -36517 -69135
Avg Bars in Trades 19 19 19 19 19 19
Avg Bars in Winners 19 19 19 19 19 19
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 3680 1850 1830 3680 1850 1830
Profit Streak 47.1773 47.1773 56.6773 47.1773 47.1773 56.6773
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395538 -32962 -139372 -577228 -175501 -578332
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3820,
    "evaluation_days": 1910,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760242520618,
    "expiration_time": 1765177920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.1248,
            "nb": 0.1,
            "nc": 0.43457
        }
    }
}
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": [
        [
            327888.764760235,
            226435.2105180538,
            101453.5542421813,
            -25970.8910848646,
            53844.1886160101,
            -79815.0797008747
        ],
        [
            327.888765,
            226.435211,
            101.453554,
            -25.970891,
            53.844189,
            -79.81508
        ],
        [
            0.17167,
            0.118552,
            0.053117,
            -0.015743,
            0.022556,
            -0.083747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170533,
            -122111,
            -185481,
            -167684,
            -51297,
            -214821
        ],
        [
            1.295896,
            1.406794,
            1.183963,
            0.960884,
            1.188906,
            0.789359
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            108,
            49,
            59,
            108,
            49,
            59
        ],
        [
            85,
            48,
            37,
            85,
            48,
            37
        ],
        [
            55.958549,
            50.515464,
            61.458333,
            55.958549,
            50.515464,
            61.458333
        ],
        [
            1.019918,
            1.378084,
            0.742485,
            0.756251,
            1.164642,
            0.495022
        ],
        [
            147622,
            147622,
            48195,
            76617,
            76617,
            29345
        ],
        [
            -62885,
            -62885,
            -47158,
            -69135,
            -36517,
            -69135
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            3680,
            1850,
            1830,
            3680,
            1850,
            1830
        ],
        [
            47.177322,
            47.177322,
            56.677322,
            47.177322,
            47.177322,
            56.677322
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395538,
            -32962,
            -139372,
            -577228,
            -175501,
            -578332
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3820,
    "evaluation_days": 1910,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760242520618,
    "expiration_time": 1765177920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.1248,
            "nb": 0.1,
            "nc": 0.43457
        }
    }
}

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)