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Trade: SNX/USDT/120/DCM/EMA/4178

Strategy
SNX/USDT/120/DCM/EMA/4178
Pair
SNX_USDT
Interval
2h
Score
431109
Daily Profit
0.189033
Profit Factor
1.592274
Profitability
60.122699
Streak
71.369630
Best Strategy
Training Data Length
1913.500000
Evaluation Time
2025-10-05 13:52
Expiration Time
2025-12-13 09:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 509414.0051 361715.2561 147698.7489 234670.9308 356671.4634 -122000.5326
Total P&L (%) 509.414 361.7153 147.6987 234.6709 356.6715 -122.0005
Avg Daily Profit (%) 0.2662 0.189 0.0772 0.0631 0.0794 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198771 -83303 -171484 -1556300 -591592 -1171712
Profit Factor 1.3497 1.5923 1.1746 1.0436 1.1565 0.9606
Total Trades 325 163 162 325 163 162
Winning Trades 189 98 91 189 98 91
Losing Trades 136 65 71 136 65 71
Profitability (%) 58.1538 60.1227 56.1728 58.1538 60.1227 56.1728
Ratio Avg Win / Avg Loss 0.9712 1.0561 0.9164 0.751 0.767 0.7495
Largest Winning Trade 55175 44228 55175 514515 233972 514515
Largest Losing Trade -64901 -37806 -64901 -818710 -286606 -818710
Avg Bars in Trades 69 53 85 69 53 85
Avg Bars in Winners 62 48 76 62 48 76
Avg Bars in Losers 79 61 96 79 61 96
Bars Traded 22556 8744 13811 22556 8744 13811
Profit Streak 55.453 71.3696 55.453 55.453 71.3696 55.453
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413410 431109 -118420 -278636 -134446 -579122
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22962,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759661536015,
    "expiration_time": 1765610150400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 233,
            "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": [
        [
            509414.0050501265,
            361715.2561158361,
            147698.7489342905,
            234670.9308058109,
            356671.4634172788,
            -122000.5326114682
        ],
        [
            509.414005,
            361.715256,
            147.698749,
            234.670931,
            356.671463,
            -122.000533
        ],
        [
            0.266221,
            0.189033,
            0.077188,
            0.063149,
            0.079404,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198771,
            -83303,
            -171484,
            -1556300,
            -591592,
            -1171712
        ],
        [
            1.34966,
            1.592274,
            1.174552,
            1.043642,
            1.156458,
            0.960613
        ],
        [
            325,
            163,
            162,
            325,
            163,
            162
        ],
        [
            189,
            98,
            91,
            189,
            98,
            91
        ],
        [
            136,
            65,
            71,
            136,
            65,
            71
        ],
        [
            58.153846,
            60.122699,
            56.17284,
            58.153846,
            60.122699,
            56.17284
        ],
        [
            0.971184,
            1.0561,
            0.916409,
            0.750981,
            0.767038,
            0.749489
        ],
        [
            55175,
            44228,
            55175,
            514515,
            233972,
            514515
        ],
        [
            -64901,
            -37806,
            -64901,
            -818710,
            -286606,
            -818710
        ],
        [
            69,
            53,
            85,
            69,
            53,
            85
        ],
        [
            62,
            48,
            76,
            62,
            48,
            76
        ],
        [
            79,
            61,
            96,
            79,
            61,
            96
        ],
        [
            22556,
            8744,
            13811,
            22556,
            8744,
            13811
        ],
        [
            55.452963,
            71.36963,
            55.452963,
            55.452963,
            71.36963,
            55.452963
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413410,
            431109,
            -118420,
            -278636,
            -134446,
            -579122
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22962,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759661536015,
    "expiration_time": 1765610150400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 233,
            "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)