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Trade: SNX/USDT/240/HL2/SUPERTREND/5109

Strategy
SNX/USDT/240/HL2/SUPERTREND/5109
Pair
SNX_USDT
Interval
4h
Score
433085
Daily Profit
0.210469
Profit Factor
1.215517
Profitability
63.759690
Streak
10.102246
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-07 01:27
Expiration Time
2025-12-03 09:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403153.777 284707.9771 118445.7999 104482.9955 -150712.3684 255195.3639
Total P&L (%) 403.1538 284.708 118.4458 104.483 -150.7124 255.1954
Avg Daily Profit (%) 0.2105 0.1486 0.0618 0.0374 0 0.0662
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -231940 -148171 -114171 -1047961 -665109 -582689
Profit Factor 1.2155 1.2948 1.1309 1.0249 0.9328 1.1313
Total Trades 516 258 258 516 258 258
Winning Trades 329 165 164 329 165 164
Losing Trades 187 93 94 187 93 94
Profitability (%) 63.7597 63.9535 63.5659 63.7597 63.9535 63.5659
Ratio Avg Win / Avg Loss 0.6909 0.7298 0.6482 0.5826 0.5258 0.6484
Largest Winning Trade 21915 21915 19519 169911 106084 169911
Largest Losing Trade -55743 -34668 -55743 -482173 -247559 -482173
Avg Bars in Trades 21 24 19 21 24 19
Avg Bars in Winners 14 13 15 14 13 15
Avg Bars in Losers 35 44 26 35 44 26
Bars Traded 11285 6284 5001 11285 6284 5001
Profit Streak 10.1022 13.6022 10.1022 10.1022 13.6022 10.1022
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433085 295224 -184188 -331339 -576335 -177987
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595880000000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759789634102,
    "expiration_time": 1764745776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 110,
            "offset": 0,
            "multiplier": 2.10996
        }
    }
}
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": [
        [
            403153.7769890015,
            284707.9770602749,
            118445.799928726,
            104482.9954619135,
            -150712.3684363041,
            255195.3638982174
        ],
        [
            403.153777,
            284.707977,
            118.4458,
            104.482995,
            -150.712368,
            255.195364
        ],
        [
            0.210469,
            0.148634,
            0.061835,
            0.03735,
            0,
            0.066192
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -231940,
            -148171,
            -114171,
            -1047961,
            -665109,
            -582689
        ],
        [
            1.215517,
            1.294789,
            1.130903,
            1.024947,
            0.932835,
            1.131259
        ],
        [
            516,
            258,
            258,
            516,
            258,
            258
        ],
        [
            329,
            165,
            164,
            329,
            165,
            164
        ],
        [
            187,
            93,
            94,
            187,
            93,
            94
        ],
        [
            63.75969,
            63.953488,
            63.565891,
            63.75969,
            63.953488,
            63.565891
        ],
        [
            0.690886,
            0.72979,
            0.648201,
            0.582569,
            0.52578,
            0.648404
        ],
        [
            21915,
            21915,
            19519,
            169911,
            106084,
            169911
        ],
        [
            -55743,
            -34668,
            -55743,
            -482173,
            -247559,
            -482173
        ],
        [
            21,
            24,
            19,
            21,
            24,
            19
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            35,
            44,
            26,
            35,
            44,
            26
        ],
        [
            11285,
            6284,
            5001,
            11285,
            6284,
            5001
        ],
        [
            10.102246,
            13.602246,
            10.102246,
            10.102247,
            13.602247,
            10.102247
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433085,
            295224,
            -184188,
            -331339,
            -576335,
            -177987
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595880000000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759789634102,
    "expiration_time": 1764745776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 110,
            "offset": 0,
            "multiplier": 2.10996
        }
    }
}

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)