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Trade: SNX/USDT/120/HWMA/KCU/5447

Strategy
SNX/USDT/120/HWMA/KCU/5447
Pair
SNX_USDT
Interval
2h
Score
422485
Daily Profit
0.177600
Profit Factor
1.287715
Profitability
70.056497
Streak
20.927595
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-10-04 01:15
Expiration Time
2025-12-11 19:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339571.454 226937.4555 112633.9985 78471.1121 -431013.8799 509484.992
Total P&L (%) 339.5715 226.9375 112.634 78.4711 -431.0139 509.485
Avg Daily Profit (%) 0.1776 0.1187 0.0589 0.0303 0 0.0946
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205207 -158636 -58767 -2023092 -1564126 -478003
Profit Factor 1.2877 1.2978 1.2694 1.01 0.9219 1.2181
Total Trades 354 177 177 354 177 177
Winning Trades 248 129 119 248 129 119
Losing Trades 106 48 58 106 48 58
Profitability (%) 70.0565 72.8814 67.2316 70.0565 72.8814 67.2316
Ratio Avg Win / Avg Loss 0.5504 0.4829 0.6187 0.4317 0.343 0.5937
Largest Winning Trade 34286 25674 34286 327395 195013 327395
Largest Losing Trade -70381 -70381 -47235 -816894 -816894 -359994
Avg Bars in Trades 63 101 25 63 101 25
Avg Bars in Winners 25 34 16 25 34 16
Avg Bars in Losers 153 282 46 153 282 46
Bars Traded 22631 18036 4595 22631 18036 4595
Profit Streak 20.9276 20.9276 53.5109 20.9276 20.9276 53.5109
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422485 -31755 -111574 -357648 -576385 -63915
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22944,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595469600000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759529744215,
    "expiration_time": 1765475884800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 80,
            "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": [
        [
            339571.454010532,
            226937.4555009141,
            112633.9985096182,
            78471.1120728972,
            -431013.8798834262,
            509484.9919563236
        ],
        [
            339.571454,
            226.937456,
            112.633999,
            78.471112,
            -431.01388,
            509.484992
        ],
        [
            0.1776,
            0.118691,
            0.058909,
            0.0303,
            0,
            0.094576
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205207,
            -158636,
            -58767,
            -2023092,
            -1564126,
            -478003
        ],
        [
            1.287715,
            1.297751,
            1.269418,
            1.009989,
            0.921911,
            1.218072
        ],
        [
            354,
            177,
            177,
            354,
            177,
            177
        ],
        [
            248,
            129,
            119,
            248,
            129,
            119
        ],
        [
            106,
            48,
            58,
            106,
            48,
            58
        ],
        [
            70.056497,
            72.881356,
            67.231638,
            70.056497,
            72.881356,
            67.231638
        ],
        [
            0.550394,
            0.482884,
            0.618708,
            0.431689,
            0.343037,
            0.593682
        ],
        [
            34286,
            25674,
            34286,
            327395,
            195013,
            327395
        ],
        [
            -70381,
            -70381,
            -47235,
            -816894,
            -816894,
            -359994
        ],
        [
            63,
            101,
            25,
            63,
            101,
            25
        ],
        [
            25,
            34,
            16,
            25,
            34,
            16
        ],
        [
            153,
            282,
            46,
            153,
            282,
            46
        ],
        [
            22631,
            18036,
            4595,
            22631,
            18036,
            4595
        ],
        [
            20.927595,
            20.927595,
            53.510928,
            20.927595,
            20.927595,
            53.510928
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422485,
            -31755,
            -111574,
            -357648,
            -576385,
            -63915
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22944,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595469600000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759529744215,
    "expiration_time": 1765475884800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 80,
            "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)