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Trade: SNX/USDT/240/HILO/HMA/4427

Strategy
SNX/USDT/240/HILO/HMA/4427
Pair
SNX_USDT
Interval
4h
Score
495675
Daily Profit
0.265814
Profit Factor
1.321310
Profitability
56.643357
Streak
28.842131
Best Strategy
Training Data Length
1907.670000
Evaluation Time
2025-09-29 07:12
Expiration Time
2025-11-25 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 507084.8118 318343.9326 188740.8792 534838.9682 38834.8581 496004.1101
Total P&L (%) 507.0848 318.3439 188.7409 534.839 38.8349 496.0041
Avg Daily Profit (%) 0.2658 0.1669 0.0989 0.0969 0.0172 0.0936
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121439 -76404 -131388 -766340 -748244 -501325
Profit Factor 1.3213 1.3975 1.2428 1.0777 1.0105 1.1564
Total Trades 429 215 214 429 215 214
Winning Trades 243 108 135 243 108 135
Losing Trades 186 107 79 186 107 79
Profitability (%) 56.6434 50.2326 63.0841 56.6434 50.2326 63.0841
Ratio Avg Win / Avg Loss 1.0114 1.3846 0.7273 0.8249 1.0011 0.6767
Largest Winning Trade 51284 51284 31983 188885 165631 188885
Largest Losing Trade -59543 -26773 -59543 -330742 -330742 -211140
Avg Bars in Trades 26 27 25 26 27 25
Avg Bars in Winners 22 23 22 22 23 22
Avg Bars in Losers 30 31 30 30 31 30
Bars Traded 11239 5833 5406 11239 5833 5406
Profit Streak 28.8421 28.8421 29.1755 28.8421 28.8421 29.1755
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 495675 372992 -58817 -194916 -378874 -114102
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11446,
    "evaluation_days": 1907.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596542400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119160145,
    "expiration_time": 1764048672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 138,
            "offset": 9
        }
    }
}
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": [
        [
            507084.8118012138,
            318343.9326404133,
            188740.8791608007,
            534838.9681581755,
            38834.8580655589,
            496004.1100926168
        ],
        [
            507.084812,
            318.343933,
            188.740879,
            534.838968,
            38.834858,
            496.00411
        ],
        [
            0.265814,
            0.166876,
            0.098938,
            0.09693,
            0.017201,
            0.093617
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121439,
            -76404,
            -131388,
            -766340,
            -748244,
            -501325
        ],
        [
            1.32131,
            1.397545,
            1.242783,
            1.077702,
            1.010461,
            1.156428
        ],
        [
            429,
            215,
            214,
            429,
            215,
            214
        ],
        [
            243,
            108,
            135,
            243,
            108,
            135
        ],
        [
            186,
            107,
            79,
            186,
            107,
            79
        ],
        [
            56.643357,
            50.232558,
            63.084112,
            56.643357,
            50.232558,
            63.084112
        ],
        [
            1.011373,
            1.384605,
            0.727258,
            0.824907,
            1.001105,
            0.676724
        ],
        [
            51284,
            51284,
            31983,
            188885,
            165631,
            188885
        ],
        [
            -59543,
            -26773,
            -59543,
            -330742,
            -330742,
            -211140
        ],
        [
            26,
            27,
            25,
            26,
            27,
            25
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            11239,
            5833,
            5406,
            11239,
            5833,
            5406
        ],
        [
            28.842131,
            28.842131,
            29.175464,
            28.842131,
            28.842131,
            29.175465
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495675,
            372992,
            -58817,
            -194916,
            -378874,
            -114102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11446,
    "evaluation_days": 1907.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596542400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119160145,
    "expiration_time": 1764048672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 138,
            "offset": 9
        }
    }
}

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)