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

Trade: SNX/USDT/120/SSF/LINREG/4877

Strategy
SNX/USDT/120/SSF/LINREG/4877
Pair
SNX_USDT
Interval
2h
Score
447115
Daily Profit
0.212106
Profit Factor
1.552826
Profitability
70.707071
Streak
80.259980
Best Strategy
Training Data Length
1907.170000
Evaluation Time
2025-09-29 07:14
Expiration Time
2025-12-06 19:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404521.2539 281550.8295 122970.4245 -7891709.6026 -5954783.668 -1936925.9346
Total P&L (%) 404.5213 281.5508 122.9704 -7891.7096 -5954.7837 -1936.9259
Avg Daily Profit (%) 0.2121 0.1476 0.0645 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235190 -75866 -241946 -7968713 -6299702 -3181913
Profit Factor 1.5528 2.0357 1.2674 0.5965 0.449 0.7786
Total Trades 99 50 49 99 50 49
Winning Trades 70 33 37 31 19 12
Losing Trades 29 17 12 68 31 37
Profitability (%) 70.7071 66 75.5102 31.3131 38 24.4898
Ratio Avg Win / Avg Loss 0.6433 1.0487 0.411 1.3084 0.7326 2.4008
Largest Winning Trade 74423 74423 41078 3540587 1440179 3540587
Largest Losing Trade -235190 -46025 -235190 -1967743 -1967743 -895513
Avg Bars in Trades 223 237 209 223 237 209
Avg Bars in Winners 152 160 144 342 356 320
Avg Bars in Losers 396 386 410 169 164 173
Bars Traded 22144 11868 10276 22144 11868 10276
Profit Streak 80.26 80.26 281.5933 0 0 0
Trades During Streak 6 3 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447115 -169824 -103778 -586114 -765500 -610245
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22886,
    "evaluation_days": 1907.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759119262317,
    "expiration_time": 1765043251200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 222
        }
    }
}
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": [
        [
            404521.2539321459,
            281550.8294528559,
            122970.4244792901,
            -7891709.602611968,
            -5954783.668030558,
            -1936925.9345814104
        ],
        [
            404.521254,
            281.550829,
            122.970424,
            -7891.709603,
            -5954.783668,
            -1936.925935
        ],
        [
            0.212106,
            0.147628,
            0.064478,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235190,
            -75866,
            -241946,
            -7968713,
            -6299702,
            -3181913
        ],
        [
            1.552826,
            2.035735,
            1.267387,
            0.596493,
            0.449019,
            0.778643
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            70,
            33,
            37,
            31,
            19,
            12
        ],
        [
            29,
            17,
            12,
            68,
            31,
            37
        ],
        [
            70.707071,
            66,
            75.510204,
            31.313131,
            38,
            24.489796
        ],
        [
            0.643314,
            1.048712,
            0.411044,
            1.308437,
            0.73261,
            2.400814
        ],
        [
            74423,
            74423,
            41078,
            3540587,
            1440179,
            3540587
        ],
        [
            -235190,
            -46025,
            -235190,
            -1967743,
            -1967743,
            -895513
        ],
        [
            223,
            237,
            209,
            223,
            237,
            209
        ],
        [
            152,
            160,
            144,
            342,
            356,
            320
        ],
        [
            396,
            386,
            410,
            169,
            164,
            173
        ],
        [
            22144,
            11868,
            10276,
            22144,
            11868,
            10276
        ],
        [
            80.25998,
            80.25998,
            281.593314,
            0,
            0,
            0
        ],
        [
            6,
            3,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447115,
            -169824,
            -103778,
            -586114,
            -765500,
            -610245
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22886,
    "evaluation_days": 1907.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759119262317,
    "expiration_time": 1765043251200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 222
        }
    }
}

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)