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Trade: SNX/USDT/120/KCB/SSF/8533

Strategy
SNX/USDT/120/KCB/SSF/8533
Pair
SNX_USDT
Interval
2h
Score
339897
Daily Profit
0.203198
Profit Factor
1.408648
Profitability
52.000000
Streak
0.000000
Best Strategy
Training Data Length
1920.170000
Evaluation Time
2025-10-12 07:07
Expiration Time
2025-12-20 07:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390175.1522 296128.2549 94046.8973 94057.4659 -402076.8667 496134.3326
Total P&L (%) 390.1752 296.1283 94.0469 94.0575 -402.0769 496.1343
Avg Daily Profit (%) 0.2032 0.1542 0.049 0.0345 0 0.093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152386 -107863 -87206 -1240363 -1196194 -502839
Profit Factor 1.4086 1.5801 1.2117 1.0199 0.8659 1.2866
Total Trades 150 75 75 150 75 75
Winning Trades 78 36 42 78 36 42
Losing Trades 72 39 33 72 39 33
Profitability (%) 52 48 56 52 48 56
Ratio Avg Win / Avg Loss 1.3003 1.7118 0.952 0.9414 0.938 1.0109
Largest Winning Trade 100460 100460 55404 397296 397296 374779
Largest Losing Trade -45116 -33466 -45116 -409980 -409980 -328637
Avg Bars in Trades 150 135 166 150 135 166
Avg Bars in Winners 142 127 155 142 127 155
Avg Bars in Losers 159 142 179 159 142 179
Bars Traded 22616 10154 12462 22616 10154 12462
Profit Streak 0 68.3382 0 0 68.3382 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339897 -46218 -185527 -346034 -637133 -124681
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23042,
    "evaluation_days": 1920.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1760234400000,
    "evaluation_time": 1760242021064,
    "expiration_time": 1766206886400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "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": [
        [
            390175.1521835546,
            296128.2548763787,
            94046.8973071757,
            94057.465899227,
            -402076.8667019621,
            496134.3326011893
        ],
        [
            390.175152,
            296.128255,
            94.046897,
            94.057466,
            -402.076867,
            496.134333
        ],
        [
            0.203198,
            0.15422,
            0.048978,
            0.034533,
            0,
            0.093019
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152386,
            -107863,
            -87206,
            -1240363,
            -1196194,
            -502839
        ],
        [
            1.408648,
            1.580134,
            1.211652,
            1.019888,
            0.865886,
            1.286573
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            78,
            36,
            42,
            78,
            36,
            42
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            52,
            48,
            56,
            52,
            48,
            56
        ],
        [
            1.30029,
            1.711812,
            0.952012,
            0.941435,
            0.938043,
            1.010879
        ],
        [
            100460,
            100460,
            55404,
            397296,
            397296,
            374779
        ],
        [
            -45116,
            -33466,
            -45116,
            -409980,
            -409980,
            -328637
        ],
        [
            150,
            135,
            166,
            150,
            135,
            166
        ],
        [
            142,
            127,
            155,
            142,
            127,
            155
        ],
        [
            159,
            142,
            179,
            159,
            142,
            179
        ],
        [
            22616,
            10154,
            12462,
            22616,
            10154,
            12462
        ],
        [
            0,
            68.338207,
            0,
            0,
            68.338207,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339897,
            -46218,
            -185527,
            -346034,
            -637133,
            -124681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23042,
    "evaluation_days": 1920.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1760234400000,
    "evaluation_time": 1760242021064,
    "expiration_time": 1766206886400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "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)