ramseshk
6fcf5e7c7d
Data: real Hyperliquid SPX perpetual candles (licensed S&P 500). 1h 30d: +0.26% PnL, 38 trades, 74% win rate 30m 7d: +0.14% PnL, 22 trades, 77% win rate Strategy: Z-score mean reversion on 20-bar rolling window. Entry at ±1.5σ, exit at ±0.3σ reversion. 1% capital per trade.
1 line
3.9 KiB
JSON
1 line
3.9 KiB
JSON
{"strategy": "SPX Mean Reversion", "strategy_key": "spx_mean_reversion", "coin": "SPX", "allocation": 100.0, "start_time": "2026-07-30T07:30:00", "end_time": "2026-08-06T07:30:00", "start_equity": 100.0, "end_equity": 100.14, "pnl": 0.14, "pnl_pct": 0.14, "sharpe": 0.63, "sortino": 1.0, "max_dd": 0.01, "win_rate": 0.7727, "total_trades": 22, "trades": [{"time": "2026-08-06T07:34:45.055488", "side": "BUY", "entry_price": 0.33078, "z_entry": -1.58, "size": 0.01, "exit_price": 0.33383, "pnl": 0.0092, "exit_z": -0.28}, {"time": "2026-08-06T07:34:45.055850", "side": "SELL", "entry_price": 0.33624, "z_entry": 2.24, "size": 0.01, "exit_price": 0.32967, "pnl": 0.0195, "exit_z": -1.78}, {"time": "2026-08-06T07:34:45.055974", "side": "BUY", "entry_price": 0.32918, "z_entry": -1.83, "size": 0.01, "exit_price": 0.32434, "pnl": -0.0147, "exit_z": -0.22}, {"time": "2026-08-06T07:34:45.056641", "side": "BUY", "entry_price": 0.32171, "z_entry": -1.5, "size": 0.01, "exit_price": 0.32165, "pnl": -0.0002, "exit_z": 0.18}, {"time": "2026-08-06T07:34:45.057239", "side": "SELL", "entry_price": 0.32372, "z_entry": 1.84, "size": 0.01, "exit_price": 0.3218, "pnl": 0.0059, "exit_z": 0.19}, {"time": "2026-08-06T07:34:45.057798", "side": "SELL", "entry_price": 0.32404, "z_entry": 2.08, "size": 0.01, "exit_price": 0.32262, "pnl": 0.0044, "exit_z": -0.06}, {"time": "2026-08-06T07:34:45.058058", "side": "SELL", "entry_price": 0.32373, "z_entry": 1.62, "size": 0.01, "exit_price": 0.32046, "pnl": 0.0101, "exit_z": -3.19}, {"time": "2026-08-06T07:34:45.058229", "side": "BUY", "entry_price": 0.31678, "z_entry": -8.2, "size": 0.01, "exit_price": 0.31904, "pnl": 0.0071, "exit_z": -0.06}, {"time": "2026-08-06T07:34:45.058593", "side": "SELL", "entry_price": 0.32421, "z_entry": 2.0, "size": 0.01, "exit_price": 0.32154, "pnl": 0.0082, "exit_z": 0.09}, {"time": "2026-08-06T07:34:45.059004", "side": "BUY", "entry_price": 0.31961, "z_entry": -1.91, "size": 0.01, "exit_price": 0.32139, "pnl": 0.0056, "exit_z": -0.24}, {"time": "2026-08-06T07:34:45.059289", "side": "SELL", "entry_price": 0.32407, "z_entry": 2.02, "size": 0.01, "exit_price": 0.32727, "pnl": -0.0099, "exit_z": 0.04}, {"time": "2026-08-06T07:34:45.059931", "side": "BUY", "entry_price": 0.32388, "z_entry": -1.66, "size": 0.01, "exit_price": 0.32533, "pnl": 0.0045, "exit_z": -0.16}, {"time": "2026-08-06T07:34:45.060187", "side": "SELL", "entry_price": 0.33477, "z_entry": 4.22, "size": 0.01, "exit_price": 0.3297, "pnl": 0.0152, "exit_z": -0.11}, {"time": "2026-08-06T07:34:45.060590", "side": "BUY", "entry_price": 0.32663, "z_entry": -1.55, "size": 0.01, "exit_price": 0.32146, "pnl": -0.0158, "exit_z": 0.27}, {"time": "2026-08-06T07:34:45.061181", "side": "SELL", "entry_price": 0.32413, "z_entry": 2.06, "size": 0.01, "exit_price": 0.32194, "pnl": 0.0068, "exit_z": -0.01}, {"time": "2026-08-06T07:34:45.061481", "side": "SELL", "entry_price": 0.32694, "z_entry": 2.25, "size": 0.01, "exit_price": 0.32449, "pnl": 0.0075, "exit_z": 0.2}, {"time": "2026-08-06T07:34:45.061750", "side": "BUY", "entry_price": 0.32057, "z_entry": -3.02, "size": 0.01, "exit_price": 0.32404, "pnl": 0.0108, "exit_z": -0.18}, {"time": "2026-08-06T07:34:45.061851", "side": "SELL", "entry_price": 0.32752, "z_entry": 2.03, "size": 0.01, "exit_price": 0.32466, "pnl": 0.0087, "exit_z": 0.26}, {"time": "2026-08-06T07:34:45.061952", "side": "SELL", "entry_price": 0.32729, "z_entry": 1.58, "size": 0.01, "exit_price": 0.32752, "pnl": -0.0007, "exit_z": 0.28}, {"time": "2026-08-06T07:34:45.062542", "side": "BUY", "entry_price": 0.32456, "z_entry": -1.89, "size": 0.01, "exit_price": 0.3315, "pnl": 0.0214, "exit_z": 2.35}, {"time": "2026-08-06T07:34:45.062693", "side": "SELL", "entry_price": 0.33111, "z_entry": 2.07, "size": 0.01, "exit_price": 0.3259, "pnl": 0.0158, "exit_z": -2.79}, {"time": "2026-08-06T07:34:45.063074", "side": "BUY", "entry_price": 0.32525, "z_entry": -2.84, "size": 0.01, "exit_price": 0.33141, "pnl": 0.019, "exit_z": -0.06}], "data_source": "TradeXYZ / Hyperliquid SPX"} |