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Trade: SNX/USDT/120/KCL/SMA/3665

Strategy
SNX/USDT/120/KCL/SMA/3665
Pair
SNX_USDT
Interval
2h
Score
402954
Daily Profit
0.194239
Profit Factor
1.373703
Profitability
67.368421
Streak
38.883744
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-26 08:12
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 369572.7499 262022.575 107550.1749 13384.6059 -221053.9285 234438.5344
Total P&L (%) 369.5728 262.0226 107.5502 13.3846 -221.0539 234.4385
Avg Daily Profit (%) 0.1942 0.1377 0.0565 0.0066 0 0.0635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195448 -160471 -115752 -1662178 -1280549 -556958
Profit Factor 1.3737 1.4179 1.2971 1.0026 0.9366 1.1466
Total Trades 190 95 95 190 95 95
Winning Trades 128 61 67 128 61 67
Losing Trades 62 34 28 62 34 28
Profitability (%) 67.3684 64.2105 70.5263 67.3684 64.2105 70.5263
Ratio Avg Win / Avg Loss 0.6654 0.7903 0.5421 0.4857 0.522 0.4792
Largest Winning Trade 47464 47464 26650 377648 377648 205563
Largest Losing Trade -63273 -60576 -63273 -579804 -579804 -504353
Avg Bars in Trades 118 171 66 118 171 66
Avg Bars in Winners 64 85 45 64 85 45
Avg Bars in Losers 230 325 114 230 325 114
Bars Traded 22538 16253 6285 22538 16253 6285
Profit Streak 38.8837 48.3837 38.8837 38.8837 48.3837 38.8837
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402954 -7242 -115412 -459027 -577969 -165496

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": 1595188800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758863555529,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 125,
            "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": [
        [
            369572.7499102587,
            262022.5750247077,
            107550.1748855518,
            13384.6059452008,
            -221053.9284682305,
            234438.5344134317
        ],
        [
            369.57275,
            262.022575,
            107.550175,
            13.384606,
            -221.053928,
            234.438534
        ],
        [
            0.194239,
            0.137713,
            0.056526,
            0.006602,
            0,
            0.063472
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195448,
            -160471,
            -115752,
            -1662178,
            -1280549,
            -556958
        ],
        [
            1.373703,
            1.417904,
            1.297137,
            1.002632,
            0.936588,
            1.146589
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            67.368421,
            64.210526,
            70.526316,
            67.368421,
            64.210526,
            70.526316
        ],
        [
            0.665388,
            0.790307,
            0.542087,
            0.48565,
            0.522033,
            0.479172
        ],
        [
            47464,
            47464,
            26650,
            377648,
            377648,
            205563
        ],
        [
            -63273,
            -60576,
            -63273,
            -579804,
            -579804,
            -504353
        ],
        [
            118,
            171,
            66,
            118,
            171,
            66
        ],
        [
            64,
            85,
            45,
            64,
            85,
            45
        ],
        [
            230,
            325,
            114,
            230,
            325,
            114
        ],
        [
            22538,
            16253,
            6285,
            22538,
            16253,
            6285
        ],
        [
            38.883744,
            48.383744,
            38.883744,
            38.883745,
            48.383745,
            38.883745
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402954,
            -7242,
            -115412,
            -459027,
            -577969,
            -165496
        ]
    ]
}
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": 1595188800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758863555529,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 125,
            "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)