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
6.5 KiB
JSON
1 line
6.5 KiB
JSON
{"strategy": "SPX Mean Reversion", "strategy_key": "spx_mean_reversion", "coin": "SPX", "allocation": 100.0, "start_time": "2026-07-07T07:00:00", "end_time": "2026-08-06T07:00:00", "start_equity": 100.0, "end_equity": 100.26, "pnl": 0.26, "pnl_pct": 0.26, "sharpe": 0.28, "sortino": 1.0, "max_dd": 0.01, "win_rate": 0.7368, "total_trades": 38, "trades": [{"time": "2026-08-06T07:34:45.033816", "side": "SELL", "entry_price": 0.37959, "z_entry": 1.97, "size": 0.01, "exit_price": 0.36664, "pnl": 0.0341, "exit_z": -1.94}, {"time": "2026-08-06T07:34:45.033996", "side": "BUY", "entry_price": 0.36489, "z_entry": -2.36, "size": 0.01, "exit_price": 0.37097, "pnl": 0.0167, "exit_z": -0.26}, {"time": "2026-08-06T07:34:45.034413", "side": "SELL", "entry_price": 0.37764, "z_entry": 1.6, "size": 0.01, "exit_price": 0.37248, "pnl": 0.0137, "exit_z": 0.14}, {"time": "2026-08-06T07:34:45.034619", "side": "SELL", "entry_price": 0.38215, "z_entry": 4.7, "size": 0.01, "exit_price": 0.37121, "pnl": 0.0286, "exit_z": -1.62}, {"time": "2026-08-06T07:34:45.035160", "side": "BUY", "entry_price": 0.37091, "z_entry": -1.6, "size": 0.01, "exit_price": 0.37356, "pnl": 0.0072, "exit_z": -0.24}, {"time": "2026-08-06T07:34:45.035462", "side": "SELL", "entry_price": 0.37736, "z_entry": 1.75, "size": 0.01, "exit_price": 0.36884, "pnl": 0.0226, "exit_z": -1.88}, {"time": "2026-08-06T07:34:45.036143", "side": "SELL", "entry_price": 0.37897, "z_entry": 1.57, "size": 0.01, "exit_price": 0.373, "pnl": 0.0158, "exit_z": -1.71}, {"time": "2026-08-06T07:34:45.036389", "side": "SELL", "entry_price": 0.37855, "z_entry": 1.7, "size": 0.01, "exit_price": 0.37186, "pnl": 0.0177, "exit_z": -2.16}, {"time": "2026-08-06T07:34:45.036470", "side": "BUY", "entry_price": 0.37267, "z_entry": -1.61, "size": 0.01, "exit_price": 0.34825, "pnl": -0.0656, "exit_z": -0.13}, {"time": "2026-08-06T07:34:45.037123", "side": "SELL", "entry_price": 0.36626, "z_entry": 2.36, "size": 0.01, "exit_price": 0.38148, "pnl": -0.0416, "exit_z": 0.21}, {"time": "2026-08-06T07:34:45.037764", "side": "BUY", "entry_price": 0.3722, "z_entry": -1.71, "size": 0.01, "exit_price": 0.38066, "pnl": 0.0227, "exit_z": -0.1}, {"time": "2026-08-06T07:34:45.038146", "side": "BUY", "entry_price": 0.3697, "z_entry": -2.21, "size": 0.01, "exit_price": 0.35006, "pnl": -0.0532, "exit_z": -0.08}, {"time": "2026-08-06T07:34:45.040191", "side": "SELL", "entry_price": 0.35855, "z_entry": 3.12, "size": 0.01, "exit_price": 0.35351, "pnl": 0.0141, "exit_z": 0.15}, {"time": "2026-08-06T07:34:45.041201", "side": "BUY", "entry_price": 0.34637, "z_entry": -1.88, "size": 0.01, "exit_price": 0.34477, "pnl": -0.0046, "exit_z": 0.1}, {"time": "2026-08-06T07:34:45.042538", "side": "BUY", "entry_price": 0.3378, "z_entry": -1.92, "size": 0.01, "exit_price": 0.34181, "pnl": 0.0119, "exit_z": 0.09}, {"time": "2026-08-06T07:34:45.042841", "side": "SELL", "entry_price": 0.34499, "z_entry": 1.57, "size": 0.01, "exit_price": 0.34208, "pnl": 0.0084, "exit_z": 0.29}, {"time": "2026-08-06T07:34:45.042991", "side": "BUY", "entry_price": 0.33476, "z_entry": -2.85, "size": 0.01, "exit_price": 0.34498, "pnl": 0.0305, "exit_z": 1.6}, {"time": "2026-08-06T07:34:45.043130", "side": "SELL", "entry_price": 0.34593, "z_entry": 1.89, "size": 0.01, "exit_price": 0.34987, "pnl": -0.0114, "exit_z": 0.22}, {"time": "2026-08-06T07:34:45.043813", "side": "SELL", "entry_price": 0.36237, "z_entry": 1.77, "size": 0.01, "exit_price": 0.35232, "pnl": 0.0278, "exit_z": -1.7}, {"time": "2026-08-06T07:34:45.044010", "side": "BUY", "entry_price": 0.35166, "z_entry": -2.02, "size": 0.01, "exit_price": 0.37282, "pnl": 0.0602, "exit_z": 3.83}, {"time": "2026-08-06T07:34:45.044175", "side": "SELL", "entry_price": 0.37447, "z_entry": 3.97, "size": 0.01, "exit_price": 0.35934, "pnl": 0.0405, "exit_z": -0.0}, {"time": "2026-08-06T07:34:45.045610", "side": "BUY", "entry_price": 0.3544, "z_entry": -1.95, "size": 0.01, "exit_price": 0.34743, "pnl": -0.0197, "exit_z": 0.25}, {"time": "2026-08-06T07:34:45.046378", "side": "BUY", "entry_price": 0.33658, "z_entry": -1.66, "size": 0.01, "exit_price": 0.33316, "pnl": -0.0102, "exit_z": 0.26}, {"time": "2026-08-06T07:34:45.047720", "side": "SELL", "entry_price": 0.33626, "z_entry": 2.33, "size": 0.01, "exit_price": 0.33181, "pnl": 0.0133, "exit_z": -0.15}, {"time": "2026-08-06T07:34:45.047952", "side": "SELL", "entry_price": 0.3361, "z_entry": 2.54, "size": 0.01, "exit_price": 0.33464, "pnl": 0.0044, "exit_z": 0.06}, {"time": "2026-08-06T07:34:45.048350", "side": "SELL", "entry_price": 0.34572, "z_entry": 5.24, "size": 0.01, "exit_price": 0.34027, "pnl": 0.0158, "exit_z": 0.24}, {"time": "2026-08-06T07:34:45.048724", "side": "BUY", "entry_price": 0.33285, "z_entry": -1.71, "size": 0.01, "exit_price": 0.32536, "pnl": -0.0225, "exit_z": -0.3}, {"time": "2026-08-06T07:34:45.049328", "side": "SELL", "entry_price": 0.33213, "z_entry": 1.78, "size": 0.01, "exit_price": 0.32858, "pnl": 0.0107, "exit_z": 0.15}, {"time": "2026-08-06T07:34:45.049915", "side": "SELL", "entry_price": 0.33419, "z_entry": 2.63, "size": 0.01, "exit_price": 0.32071, "pnl": 0.0404, "exit_z": -2.12}, {"time": "2026-08-06T07:34:45.050111", "side": "SELL", "entry_price": 0.33442, "z_entry": 2.57, "size": 0.01, "exit_price": 0.33238, "pnl": 0.0061, "exit_z": 0.19}, {"time": "2026-08-06T07:34:45.050690", "side": "BUY", "entry_price": 0.32918, "z_entry": -1.57, "size": 0.01, "exit_price": 0.32304, "pnl": -0.0187, "exit_z": -0.2}, {"time": "2026-08-06T07:34:45.051509", "side": "BUY", "entry_price": 0.31678, "z_entry": -3.85, "size": 0.01, "exit_price": 0.32154, "pnl": 0.0151, "exit_z": 0.23}, {"time": "2026-08-06T07:34:45.052079", "side": "SELL", "entry_price": 0.32452, "z_entry": 1.59, "size": 0.01, "exit_price": 0.32458, "pnl": -0.0002, "exit_z": -0.04}, {"time": "2026-08-06T07:34:45.052520", "side": "SELL", "entry_price": 0.33477, "z_entry": 2.65, "size": 0.01, "exit_price": 0.3297, "pnl": 0.0152, "exit_z": 0.26}, {"time": "2026-08-06T07:34:45.052840", "side": "BUY", "entry_price": 0.32216, "z_entry": -1.54, "size": 0.01, "exit_price": 0.32362, "pnl": 0.0045, "exit_z": -0.26}, {"time": "2026-08-06T07:34:45.053312", "side": "SELL", "entry_price": 0.32621, "z_entry": 1.61, "size": 0.01, "exit_price": 0.3233, "pnl": 0.0089, "exit_z": 0.29}, {"time": "2026-08-06T07:34:45.053470", "side": "SELL", "entry_price": 0.32752, "z_entry": 1.95, "size": 0.01, "exit_price": 0.32587, "pnl": 0.0051, "exit_z": 0.02}, {"time": "2026-08-06T07:34:45.053792", "side": "SELL", "entry_price": 0.3315, "z_entry": 1.84, "size": 0.01, "exit_price": 0.33137, "pnl": 0.0004, "exit_z": 0.35}], "data_source": "TradeXYZ / Hyperliquid SPX"} |