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Trade: SNX/USDT/120/KCU/HL2/9803

Strategy
SNX/USDT/120/KCU/HL2/9803
Pair
SNX_USDT
Interval
2h
Score
394106
Daily Profit
0.165268
Profit Factor
1.333808
Profitability
50.530786
Streak
13.080278
Best Strategy
Training Data Length
1913.420000
Evaluation Time
2025-10-05 12:55
Expiration Time
2025-12-13 07:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 371517.0239 316227.6535 55289.3704 -47494.4204 343591.3462 -391085.7666
Total P&L (%) 371.517 316.2277 55.2894 -47.4944 343.5913 -391.0858
Avg Daily Profit (%) 0.1942 0.1653 0.0289 -0.0337 0.0779 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203849 -110147 -174791 -423402 -187959 -512303
Profit Factor 1.1711 1.3338 1.0452 0.9855 1.2597 0.7993
Total Trades 941 471 470 941 471 470
Winning Trades 479 238 241 479 238 241
Losing Trades 462 233 229 462 233 229
Profitability (%) 50.9033 50.5308 51.2766 50.9033 50.5308 51.2766
Ratio Avg Win / Avg Loss 1.1295 1.3058 0.9931 0.9505 1.2333 0.7595
Largest Winning Trade 53945 53945 46405 124026 124026 50705
Largest Losing Trade -59674 -48798 -59674 -205678 -65460 -205678
Avg Bars in Trades 24 18 29 24 18 29
Avg Bars in Winners 23 17 28 23 17 28
Avg Bars in Losers 25 19 30 25 19 30
Bars Traded 22612 8568 14044 22612 8568 14044
Profit Streak 12.1636 13.0803 0 12.1636 13.0803 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18439 394106 -325440 -574431 -85786 -578434
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22961,
    "evaluation_days": 1913.42,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595908800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658136079,
    "expiration_time": 1765602691200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 139
        }
    }
}
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": [
        [
            371517.0239146428,
            316227.653502915,
            55289.3704117265,
            -47494.4203693734,
            343591.3461974001,
            -391085.7665667738
        ],
        [
            371.517024,
            316.227654,
            55.28937,
            -47.49442,
            343.591346,
            -391.085767
        ],
        [
            0.194164,
            0.165268,
            0.028896,
            -0.033664,
            0.077887,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203849,
            -110147,
            -174791,
            -423402,
            -187959,
            -512303
        ],
        [
            1.171063,
            1.333808,
            1.045153,
            0.985482,
            1.259738,
            0.799289
        ],
        [
            941,
            471,
            470,
            941,
            471,
            470
        ],
        [
            479,
            238,
            241,
            479,
            238,
            241
        ],
        [
            462,
            233,
            229,
            462,
            233,
            229
        ],
        [
            50.903294,
            50.530786,
            51.276596,
            50.903294,
            50.530786,
            51.276596
        ],
        [
            1.129501,
            1.305786,
            0.993112,
            0.950506,
            1.233273,
            0.75949
        ],
        [
            53945,
            53945,
            46405,
            124026,
            124026,
            50705
        ],
        [
            -59674,
            -48798,
            -59674,
            -205678,
            -65460,
            -205678
        ],
        [
            24,
            18,
            29,
            24,
            18,
            29
        ],
        [
            23,
            17,
            28,
            23,
            17,
            28
        ],
        [
            25,
            19,
            30,
            25,
            19,
            30
        ],
        [
            22612,
            8568,
            14044,
            22612,
            8568,
            14044
        ],
        [
            12.163612,
            13.080278,
            0,
            12.163612,
            13.080279,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18439,
            394106,
            -325440,
            -574431,
            -85786,
            -578434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22961,
    "evaluation_days": 1913.42,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595908800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658136079,
    "expiration_time": 1765602691200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 139
        }
    }
}

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)