← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SNX/USDT/120/SINWMA/SINWMA/5489

Strategy
SNX/USDT/120/SINWMA/SINWMA/5489
Pair
SNX_USDT
Interval
2h
Score
363121
Daily Profit
0.167994
Profit Factor
1.231517
Profitability
61.631420
Streak
27.352297
Best Strategy
Training Data Length
1914.250000
Evaluation Time
2025-10-06 09:27
Expiration Time
2025-12-14 03:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321582.2877 226386.8468 95195.4409 -30603.8039 11510.2735 -42114.0774
Total P&L (%) 321.5823 226.3868 95.1954 -30.6038 11.5103 -42.1141
Avg Daily Profit (%) 0.168 0.1183 0.0497 -0.0191 0.0057 -0.0286
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104004 -88108 -140124 -133015 -71620 -98863
Profit Factor 1.2315 1.321 1.1392 0.9628 1.0289 0.9009
Total Trades 331 166 165 331 166 165
Winning Trades 204 97 107 204 97 107
Losing Trades 127 69 58 127 69 58
Profitability (%) 61.6314 58.4337 64.8485 61.6314 58.4337 64.8485
Ratio Avg Win / Avg Loss 0.7667 0.9397 0.6175 0.5994 0.7319 0.4883
Largest Winning Trade 46244 46244 23106 30348 17971 30348
Largest Losing Trade -72850 -38903 -72850 -80940 -27661 -80940
Avg Bars in Trades 68 70 66 68 70 66
Avg Bars in Winners 44 44 43 44 44 43
Avg Bars in Losers 107 106 107 107 106 107
Bars Traded 22657 11710 10946 22657 11710 10946
Profit Streak 27.3523 27.3523 47.8523 27.3523 27.3523 47.8523
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363121 -34155 -191849 -576037 -491966 -577056
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22971,
    "evaluation_days": 1914.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594972800000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759732038448,
    "expiration_time": 1765677283200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "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": [
        [
            321582.2877185335,
            226386.8468122307,
            95195.4409063029,
            -30603.8038526091,
            11510.2735348921,
            -42114.0773875012
        ],
        [
            321.582288,
            226.386847,
            95.195441,
            -30.603804,
            11.510274,
            -42.114077
        ],
        [
            0.167994,
            0.118264,
            0.04973,
            -0.019083,
            0.005692,
            -0.028555
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104004,
            -88108,
            -140124,
            -133015,
            -71620,
            -98863
        ],
        [
            1.231517,
            1.321042,
            1.139203,
            0.962813,
            1.028923,
            0.900908
        ],
        [
            331,
            166,
            165,
            331,
            166,
            165
        ],
        [
            204,
            97,
            107,
            204,
            97,
            107
        ],
        [
            127,
            69,
            58,
            127,
            69,
            58
        ],
        [
            61.63142,
            58.433735,
            64.848485,
            61.63142,
            58.433735,
            64.848485
        ],
        [
            0.766679,
            0.93971,
            0.617512,
            0.599398,
            0.731914,
            0.488343
        ],
        [
            46244,
            46244,
            23106,
            30348,
            17971,
            30348
        ],
        [
            -72850,
            -38903,
            -72850,
            -80940,
            -27661,
            -80940
        ],
        [
            68,
            70,
            66,
            68,
            70,
            66
        ],
        [
            44,
            44,
            43,
            44,
            44,
            43
        ],
        [
            107,
            106,
            107,
            107,
            106,
            107
        ],
        [
            22657,
            11710,
            10946,
            22657,
            11710,
            10946
        ],
        [
            27.352297,
            27.352297,
            47.852297,
            27.352297,
            27.352297,
            47.852297
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363121,
            -34155,
            -191849,
            -576037,
            -491966,
            -577056
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22971,
    "evaluation_days": 1914.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594972800000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759732038448,
    "expiration_time": 1765677283200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "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)