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Trade: SNX/USDT/120/HMA/KCL/8121

Strategy
SNX/USDT/120/HMA/KCL/8121
Pair
SNX_USDT
Interval
2h
Score
434979
Daily Profit
0.176503
Profit Factor
1.611314
Profitability
68.539326
Streak
155.355785
Best Strategy
Training Data Length
1918.670000
Evaluation Time
2025-10-10 17:32
Expiration Time
2025-12-18 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338650.6576 208123.3936 130527.264 425323.4702 -774846.3366 1200169.8068
Total P&L (%) 338.6507 208.1234 130.5273 425.3235 -774.8463 1200.1698
Avg Daily Profit (%) 0.1765 0.1085 0.068 0.0865 0 0.1338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143564 -39685 -143564 -1949806 -948520 -1219181
Profit Factor 1.6113 3.3243 1.281 1.1124 0.3922 1.478
Total Trades 89 45 44 89 45 44
Winning Trades 61 31 30 39 20 19
Losing Trades 28 14 14 50 25 25
Profitability (%) 68.5393 68.8889 68.1818 43.8202 44.4444 43.1818
Ratio Avg Win / Avg Loss 0.7396 1.5013 0.5978 1.4261 0.4902 1.9447
Largest Winning Trade 80047 80047 50686 1892767 90194 1892767
Largest Losing Trade -143564 -15942 -143564 -351092 -317167 -351092
Avg Bars in Trades 241 38 449 241 38 449
Avg Bars in Winners 194 37 356 234 35 443
Avg Bars in Losers 344 41 647 247 41 453
Bars Traded 21497 1737 19760 21497 1737 19760
Profit Streak 155.3558 186.2725 155.3558 155.3558 186.2725 155.3558
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434979 -37920 -100030 -175111 -581487 -12974
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23024,
    "evaluation_days": 1918.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595462400000,
    "last_datapoint_time": 1760104800000,
    "evaluation_time": 1760106739793,
    "expiration_time": 1766072620800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            338650.6576385767,
            208123.3936193588,
            130527.2640192177,
            425323.4701813193,
            -774846.3365778623,
            1200169.8067591824
        ],
        [
            338.650658,
            208.123394,
            130.527264,
            425.32347,
            -774.846337,
            1200.169807
        ],
        [
            0.176503,
            0.108473,
            0.06803,
            0.086495,
            0,
            0.13378
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143564,
            -39685,
            -143564,
            -1949806,
            -948520,
            -1219181
        ],
        [
            1.611314,
            3.324281,
            1.281049,
            1.112354,
            0.392164,
            1.478
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            61,
            31,
            30,
            39,
            20,
            19
        ],
        [
            28,
            14,
            14,
            50,
            25,
            25
        ],
        [
            68.539326,
            68.888889,
            68.181818,
            43.820225,
            44.444444,
            43.181818
        ],
        [
            0.73962,
            1.501288,
            0.597823,
            1.426094,
            0.490205,
            1.944737
        ],
        [
            80047,
            80047,
            50686,
            1892767,
            90194,
            1892767
        ],
        [
            -143564,
            -15942,
            -143564,
            -351092,
            -317167,
            -351092
        ],
        [
            241,
            38,
            449,
            241,
            38,
            449
        ],
        [
            194,
            37,
            356,
            234,
            35,
            443
        ],
        [
            344,
            41,
            647,
            247,
            41,
            453
        ],
        [
            21497,
            1737,
            19760,
            21497,
            1737,
            19760
        ],
        [
            155.355785,
            186.272451,
            155.355785,
            155.355785,
            186.272451,
            155.355785
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434979,
            -37920,
            -100030,
            -175111,
            -581487,
            -12974
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23024,
    "evaluation_days": 1918.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595462400000,
    "last_datapoint_time": 1760104800000,
    "evaluation_time": 1760106739793,
    "expiration_time": 1766072620800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)