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Trade: SNX/USDT/120/KCL/EMA/1053

Strategy
SNX/USDT/120/KCL/EMA/1053
Pair
SNX_USDT
Interval
2h
Score
520158
Daily Profit
0.265074
Profit Factor
1.472843
Profitability
65.784499
Streak
44.941656
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-27 15:35
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 504348.2313 304223.3065 200124.9247 933132.9805 -1322298.9217 2255431.9022
Total P&L (%) 504.3482 304.2233 200.1249 933.133 -1322.2989 2255.4319
Avg Daily Profit (%) 0.2651 0.1599 0.1052 0.1228 0 0.1662
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162918 -135451 -44697 -3222534 -3856055 -926605
Profit Factor 1.4728 1.4591 1.4954 1.0539 0.8943 1.4711
Total Trades 529 264 265 529 264 265
Winning Trades 348 178 170 348 178 170
Losing Trades 181 86 95 181 86 95
Profitability (%) 65.7845 67.4242 64.1509 65.7845 67.4242 64.1509
Ratio Avg Win / Avg Loss 0.766 0.705 0.8356 0.5482 0.4321 0.8221
Largest Winning Trade 25806 25806 19468 547810 547810 285402
Largest Losing Trade -74203 -74203 -28677 -2434542 -2434542 -926605
Avg Bars in Trades 42 75 9 42 75 9
Avg Bars in Winners 18 27 8 18 27 8
Avg Bars in Losers 88 175 10 88 175 10
Bars Traded 22434 19978 2456 22434 19978 2456
Profit Streak 44.9417 48.8583 44.9417 44.9417 48.8583 44.9417
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520158 404564 -48591 -185129 -576207 416665
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": 1758976559119,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 9,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ema",
        "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": [
        [
            504348.2312814724,
            304223.3065332079,
            200124.9247482641,
            933132.9805434044,
            -1322298.9216733952,
            2255431.902216803
        ],
        [
            504.348231,
            304.223307,
            200.124925,
            933.132981,
            -1322.298922,
            2255.431902
        ],
        [
            0.265074,
            0.159893,
            0.105181,
            0.122807,
            0,
            0.166184
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162918,
            -135451,
            -44697,
            -3222534,
            -3856055,
            -926605
        ],
        [
            1.472843,
            1.459116,
            1.495358,
            1.053936,
            0.894323,
            1.471062
        ],
        [
            529,
            264,
            265,
            529,
            264,
            265
        ],
        [
            348,
            178,
            170,
            348,
            178,
            170
        ],
        [
            181,
            86,
            95,
            181,
            86,
            95
        ],
        [
            65.784499,
            67.424242,
            64.150943,
            65.784499,
            67.424242,
            64.150943
        ],
        [
            0.766048,
            0.704966,
            0.835641,
            0.548168,
            0.432089,
            0.822064
        ],
        [
            25806,
            25806,
            19468,
            547810,
            547810,
            285402
        ],
        [
            -74203,
            -74203,
            -28677,
            -2434542,
            -2434542,
            -926605
        ],
        [
            42,
            75,
            9,
            42,
            75,
            9
        ],
        [
            18,
            27,
            8,
            18,
            27,
            8
        ],
        [
            88,
            175,
            10,
            88,
            175,
            10
        ],
        [
            22434,
            19978,
            2456,
            22434,
            19978,
            2456
        ],
        [
            44.941656,
            48.858323,
            44.941656,
            44.941656,
            48.858323,
            44.941656
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520158,
            404564,
            -48591,
            -185129,
            -576207,
            416665
        ]
    ]
}
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": 1758976559119,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 9,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ema",
        "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)