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Trade: SNX/USDT/120/KCB/SSF/6321

Strategy
SNX/USDT/120/KCB/SSF/6321
Pair
SNX_USDT
Interval
2h
Score
304570
Daily Profit
0.150242
Profit Factor
1.326370
Profitability
50.746269
Streak
17.478166
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-27 12:28
Expiration Time
2025-12-02 03:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285861.5484 189174.5093 96687.0392 14767.1725 -210604.9296 225372.1021
Total P&L (%) 285.8615 189.1745 96.687 14.7672 -210.6049 225.3721
Avg Daily Profit (%) 0.1502 0.0994 0.0508 0.0072 0 0.062
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146725 -109904 -86706 -581170 -730389 -221527
Profit Factor 1.3264 1.3956 1.2432 1.0062 0.8608 1.2577
Total Trades 134 67 67 134 67 67
Winning Trades 68 30 38 68 30 38
Losing Trades 66 37 29 66 37 29
Profitability (%) 50.7463 44.7761 56.7164 50.7463 44.7761 56.7164
Ratio Avg Win / Avg Loss 1.2874 1.7212 0.9487 0.9766 1.0617 0.9598
Largest Winning Trade 81833 81833 53829 259914 259914 160833
Largest Losing Trade -40263 -37290 -40263 -198886 -198886 -142091
Avg Bars in Trades 167 149 184 167 149 184
Avg Bars in Winners 167 161 172 167 161 172
Avg Bars in Losers 166 140 200 166 140 200
Bars Traded 22405 10032 12373 22405 10032 12373
Profit Streak 17.4782 0 40.8948 17.4782 0 40.8948
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304570 -177449 -242241 -414992 -698100 -227205
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758965313575,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 229,
            "offset": 0,
            "poles": 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": [
        [
            285861.5484336099,
            189174.5092690295,
            96687.0391645803,
            14767.1725021871,
            -210604.9296018114,
            225372.1021039985
        ],
        [
            285.861548,
            189.174509,
            96.687039,
            14.767173,
            -210.60493,
            225.372102
        ],
        [
            0.150242,
            0.099426,
            0.050817,
            0.007239,
            0,
            0.062027
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146725,
            -109904,
            -86706,
            -581170,
            -730389,
            -221527
        ],
        [
            1.32637,
            1.395555,
            1.243157,
            1.006184,
            0.860843,
            1.257672
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            68,
            30,
            38,
            68,
            30,
            38
        ],
        [
            66,
            37,
            29,
            66,
            37,
            29
        ],
        [
            50.746269,
            44.776119,
            56.716418,
            50.746269,
            44.776119,
            56.716418
        ],
        [
            1.287359,
            1.721185,
            0.948725,
            0.97659,
            1.061706,
            0.959803
        ],
        [
            81833,
            81833,
            53829,
            259914,
            259914,
            160833
        ],
        [
            -40263,
            -37290,
            -40263,
            -198886,
            -198886,
            -142091
        ],
        [
            167,
            149,
            184,
            167,
            149,
            184
        ],
        [
            167,
            161,
            172,
            167,
            161,
            172
        ],
        [
            166,
            140,
            200,
            166,
            140,
            200
        ],
        [
            22405,
            10032,
            12373,
            22405,
            10032,
            12373
        ],
        [
            17.478166,
            0,
            40.894833,
            17.478166,
            0,
            40.894833
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304570,
            -177449,
            -242241,
            -414992,
            -698100,
            -227205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758965313575,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 229,
            "offset": 0,
            "poles": 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)