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Trade: SNX/USDT/120/HILO/LINREG/5199

Strategy
SNX/USDT/120/HILO/LINREG/5199
Pair
SNX_USDT
Interval
2h
Score
389807
Daily Profit
0.207633
Profit Factor
1.215586
Profitability
54.231434
Streak
0.000000
Best Strategy
Training Data Length
1914.170000
Evaluation Time
2025-10-06 07:01
Expiration Time
2025-12-14 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397445.267 299552.8358 97892.4312 39276.975 6485.3809 32791.5941
Total P&L (%) 397.4453 299.5528 97.8924 39.277 6.4854 32.7916
Avg Daily Profit (%) 0.2076 0.1565 0.0511 0.0173 0.0033 0.0148
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156137 -114562 -95499 -472164 -501607 -350140
Profit Factor 1.2156 1.3204 1.1078 1.0085 1.0026 1.0153
Total Trades 579 289 290 579 289 290
Winning Trades 314 152 162 314 152 162
Losing Trades 265 137 128 265 137 128
Profitability (%) 54.2314 52.5952 55.8621 54.2314 52.5952 55.8621
Ratio Avg Win / Avg Loss 1.0259 1.1901 0.8753 0.8511 0.9037 0.8022
Largest Winning Trade 52372 52372 33479 143272 143272 111769
Largest Losing Trade -74770 -35572 -74770 -332271 -169420 -332271
Avg Bars in Trades 39 39 38 39 39 38
Avg Bars in Winners 33 32 34 33 32 34
Avg Bars in Losers 45 46 44 45 46 44
Bars Traded 22675 11431 11244 22675 11431 11244
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389807 314996 -226562 -381289 -572239 -379506
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22970,
    "evaluation_days": 1914.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759723270989,
    "expiration_time": 1765669824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "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": [
        [
            397445.2669793434,
            299552.8358264393,
            97892.431152904,
            39276.9749775665,
            6485.3808890973,
            32791.5940884695
        ],
        [
            397.445267,
            299.552836,
            97.892431,
            39.276975,
            6.485381,
            32.791594
        ],
        [
            0.207633,
            0.156492,
            0.051141,
            0.017309,
            0.003283,
            0.014817
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156137,
            -114562,
            -95499,
            -472164,
            -501607,
            -350140
        ],
        [
            1.215586,
            1.320355,
            1.107753,
            1.008495,
            1.002608,
            1.015345
        ],
        [
            579,
            289,
            290,
            579,
            289,
            290
        ],
        [
            314,
            152,
            162,
            314,
            152,
            162
        ],
        [
            265,
            137,
            128,
            265,
            137,
            128
        ],
        [
            54.231434,
            52.595156,
            55.862069,
            54.231434,
            52.595156,
            55.862069
        ],
        [
            1.025893,
            1.190057,
            0.875262,
            0.851118,
            0.903666,
            0.802248
        ],
        [
            52372,
            52372,
            33479,
            143272,
            143272,
            111769
        ],
        [
            -74770,
            -35572,
            -74770,
            -332271,
            -169420,
            -332271
        ],
        [
            39,
            39,
            38,
            39,
            39,
            38
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            45,
            46,
            44,
            45,
            46,
            44
        ],
        [
            22675,
            11431,
            11244,
            22675,
            11431,
            11244
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389807,
            314996,
            -226562,
            -381289,
            -572239,
            -379506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22970,
    "evaluation_days": 1914.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759723270989,
    "expiration_time": 1765669824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "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)