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Trade: SNX/USDT/240/EMA/SSF/8686

Strategy
SNX/USDT/240/EMA/SSF/8686
Pair
SNX_USDT
Interval
4h
Score
313524
Daily Profit
0.165581
Profit Factor
1.828336
Profitability
42.105263
Streak
67.106458
Best Strategy
Training Data Length
1920.500000
Evaluation Time
2025-10-12 01:33
Expiration Time
2025-12-08 12:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361043.264 317999.0097 43044.2543 -32983.2909 -107825.0047 74841.7138
Total P&L (%) 361.0433 317.999 43.0443 -32.9833 -107.825 74.8417
Avg Daily Profit (%) 0.188 0.1656 0.0224 -0.0208 0 0.0291
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185868 -134933 -89868 -501188 -495072 -189653
Profit Factor 1.5214 1.8283 1.1395 0.9768 0.8762 1.1364
Total Trades 77 38 39 77 38 39
Winning Trades 36 16 20 36 16 20
Losing Trades 41 22 19 41 22 19
Profitability (%) 46.7532 42.1053 51.2821 46.7532 42.1053 51.2821
Ratio Avg Win / Avg Loss 1.7327 2.514 1.0825 1.1124 1.2047 1.0796
Largest Winning Trade 354542 354542 65533 364538 364538 129453
Largest Losing Trade -42670 -36219 -42670 -162746 -162746 -86987
Avg Bars in Trades 143 118 168 143 118 168
Avg Bars in Winners 182 161 199 182 161 199
Avg Bars in Losers 109 86 136 109 86 136
Bars Traded 11061 4493 6568 11061 4493 6568
Profit Streak 0 67.1065 0 0 67.1065 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37473 313524 -231765 -626651 -581198 -224303
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11523,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597305600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760221997954,
    "expiration_time": 1765190736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            361043.2639888105,
            317999.0097169302,
            43044.2542718803,
            -32983.2908678128,
            -107825.0046668277,
            74841.713799015
        ],
        [
            361.043264,
            317.99901,
            43.044254,
            -32.983291,
            -107.825005,
            74.841714
        ],
        [
            0.187994,
            0.165581,
            0.022413,
            -0.020838,
            0,
            0.029096
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185868,
            -134933,
            -89868,
            -501188,
            -495072,
            -189653
        ],
        [
            1.52139,
            1.828336,
            1.139499,
            0.976762,
            0.876162,
            1.136408
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            46.753247,
            42.105263,
            51.282051,
            46.753247,
            42.105263,
            51.282051
        ],
        [
            1.732694,
            2.513962,
            1.082524,
            1.112423,
            1.204723,
            1.079587
        ],
        [
            354542,
            354542,
            65533,
            364538,
            364538,
            129453
        ],
        [
            -42670,
            -36219,
            -42670,
            -162746,
            -162746,
            -86987
        ],
        [
            143,
            118,
            168,
            143,
            118,
            168
        ],
        [
            182,
            161,
            199,
            182,
            161,
            199
        ],
        [
            109,
            86,
            136,
            109,
            86,
            136
        ],
        [
            11061,
            4493,
            6568,
            11061,
            4493,
            6568
        ],
        [
            0,
            67.106458,
            0,
            0,
            67.106458,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37473,
            313524,
            -231765,
            -626651,
            -581198,
            -224303
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11523,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597305600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760221997954,
    "expiration_time": 1765190736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 3
        }
    }
}

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)