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Trade: SNX/USDT/120/LINREG/BBU/5300

Strategy
SNX/USDT/120/LINREG/BBU/5300
Pair
SNX_USDT
Interval
2h
Score
317662
Daily Profit
0.150971
Profit Factor
1.375852
Profitability
63.888889
Streak
47.337846
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-26 05:06
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 287248.8294 200203.7382 87045.0913 9364.3864 -529131.4672 538495.8537
Total P&L (%) 287.2488 200.2037 87.0451 9.3644 -529.1315 538.4959
Avg Daily Profit (%) 0.151 0.1052 0.0457 0.0047 0 0.0975
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150615 -134466 -24521 -1004546 -1206182 -147508
Profit Factor 1.3759 1.3181 1.6456 1.0023 0.8503 2.0761
Total Trades 144 72 72 144 72 72
Winning Trades 92 42 50 92 42 50
Losing Trades 52 30 22 52 30 22
Profitability (%) 63.8889 58.3333 69.4444 63.8889 58.3333 69.4444
Ratio Avg Win / Avg Loss 0.7777 0.9415 0.7241 0.5665 0.6074 0.9135
Largest Winning Trade 89368 89368 17689 261861 261861 102771
Largest Losing Trade -60476 -60476 -24521 -672335 -672335 -147508
Avg Bars in Trades 154 287 20 154 287 20
Avg Bars in Winners 85 167 17 85 167 17
Avg Bars in Losers 274 455 27 274 455 27
Bars Traded 22178 20675 1503 22178 20675 1503
Profit Streak 47.3378 0 66.1712 47.3378 0 66.1712
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317662 -132081 -207292 -569210 -658878 -137060

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": 1595131200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852389904,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 1.87536
        }
    }
}
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": [
        [
            287248.8294412528,
            200203.7381862926,
            87045.09125496,
            9364.3864333821,
            -529131.4672234139,
            538495.853656796
        ],
        [
            287.248829,
            200.203738,
            87.045091,
            9.364386,
            -529.131467,
            538.495854
        ],
        [
            0.150971,
            0.105223,
            0.045749,
            0.004705,
            0,
            0.097487
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150615,
            -134466,
            -24521,
            -1004546,
            -1206182,
            -147508
        ],
        [
            1.375852,
            1.318068,
            1.645628,
            1.002321,
            0.850312,
            2.076117
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            92,
            42,
            50,
            92,
            42,
            50
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            63.888889,
            58.333333,
            69.444444,
            63.888889,
            58.333333,
            69.444444
        ],
        [
            0.777656,
            0.941477,
            0.724076,
            0.566529,
            0.607366,
            0.913492
        ],
        [
            89368,
            89368,
            17689,
            261861,
            261861,
            102771
        ],
        [
            -60476,
            -60476,
            -24521,
            -672335,
            -672335,
            -147508
        ],
        [
            154,
            287,
            20,
            154,
            287,
            20
        ],
        [
            85,
            167,
            17,
            85,
            167,
            17
        ],
        [
            274,
            455,
            27,
            274,
            455,
            27
        ],
        [
            22178,
            20675,
            1503,
            22178,
            20675,
            1503
        ],
        [
            47.337846,
            0,
            66.171179,
            47.337846,
            0,
            66.171179
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317662,
            -132081,
            -207292,
            -569210,
            -658878,
            -137060
        ]
    ]
}
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": 1595131200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852389904,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 1.87536
        }
    }
}

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)