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Trade: SNX/USDT/120/LINREG/JMA/3173

Strategy
SNX/USDT/120/LINREG/JMA/3173
Pair
SNX_USDT
Interval
2h
Score
455882
Daily Profit
0.315769
Profit Factor
1.364506
Profitability
56.944444
Streak
0.000000
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-26 20:59
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 600804.6994 366369.6745 234435.0249 1791656.8467 1069279.3681 722377.4786
Total P&L (%) 600.8047 366.3697 234.435 1791.6568 1069.2794 722.3775
Avg Daily Profit (%) 0.3158 0.1926 0.1232 0.1546 0.1293 0.1108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120091 -98733 -87132 -3674213 -2640145 -2795487
Profit Factor 1.3645 1.427 1.2967 1.0829 1.0973 1.068
Total Trades 432 216 216 432 216 216
Winning Trades 246 119 127 246 119 127
Losing Trades 186 97 89 186 97 89
Profitability (%) 56.9444 55.0926 58.7963 56.9444 55.0926 58.7963
Ratio Avg Win / Avg Loss 1.0317 1.1632 0.9087 0.8188 0.8944 0.7485
Largest Winning Trade 70626 70626 40018 666839 666839 654791
Largest Losing Trade -32116 -28811 -32116 -713337 -597176 -713337
Avg Bars in Trades 52 55 49 52 55 49
Avg Bars in Winners 54 59 50 54 59 50
Avg Bars in Losers 49 51 46 49 51 46
Bars Traded 22653 12067 10586 22653 12067 10586
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455882 347491 -28408 -120204 -133933 -190312

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": 1595289600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758909545829,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 124,
            "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": [
        [
            600804.6994477801,
            366369.6745211689,
            234435.0249266108,
            1791656.8466523804,
            1069279.3680600475,
            722377.4785923327
        ],
        [
            600.804699,
            366.369675,
            234.435025,
            1791.656847,
            1069.279368,
            722.377479
        ],
        [
            0.315769,
            0.192556,
            0.123214,
            0.154641,
            0.129322,
            0.110802
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120091,
            -98733,
            -87132,
            -3674213,
            -2640145,
            -2795487
        ],
        [
            1.364506,
            1.426996,
            1.296657,
            1.082892,
            1.09726,
            1.068018
        ],
        [
            432,
            216,
            216,
            432,
            216,
            216
        ],
        [
            246,
            119,
            127,
            246,
            119,
            127
        ],
        [
            186,
            97,
            89,
            186,
            97,
            89
        ],
        [
            56.944444,
            55.092593,
            58.796296,
            56.944444,
            55.092593,
            58.796296
        ],
        [
            1.0317,
            1.163182,
            0.908681,
            0.818772,
            0.894405,
            0.748453
        ],
        [
            70626,
            70626,
            40018,
            666839,
            666839,
            654791
        ],
        [
            -32116,
            -28811,
            -32116,
            -713337,
            -597176,
            -713337
        ],
        [
            52,
            55,
            49,
            52,
            55,
            49
        ],
        [
            54,
            59,
            50,
            54,
            59,
            50
        ],
        [
            49,
            51,
            46,
            49,
            51,
            46
        ],
        [
            22653,
            12067,
            10586,
            22653,
            12067,
            10586
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455882,
            347491,
            -28408,
            -120204,
            -133933,
            -190312
        ]
    ]
}
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": 1595289600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758909545829,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 124,
            "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)