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Trade: SNX/USDT/240/JMA/TEMA/6771

Strategy
SNX/USDT/240/JMA/TEMA/6771
Pair
SNX_USDT
Interval
4h
Score
344985
Daily Profit
0.192686
Profit Factor
1.363408
Profitability
50.344828
Streak
8.419385
Best Strategy
Training Data Length
1909.170000
Evaluation Time
2025-09-30 17:03
Expiration Time
2025-11-26 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367871.072 248084.9163 119786.1557 17482.5742 38994.2025 -21511.6283
Total P&L (%) 367.8711 248.0849 119.7862 17.4826 38.9942 -21.5116
Avg Daily Profit (%) 0.1927 0.1299 0.0627 0.0084 0.0172 -0.0127
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103335 -71490 -132273 -509805 -205298 -376836
Profit Factor 1.3634 1.5137 1.2263 1.0085 1.0403 0.9802
Total Trades 145 73 72 145 73 72
Winning Trades 73 35 38 73 35 38
Losing Trades 72 38 34 72 38 34
Profitability (%) 50.3448 47.9452 52.7778 50.3448 47.9452 52.7778
Ratio Avg Win / Avg Loss 1.3447 1.6434 1.0972 0.9947 1.1295 0.877
Largest Winning Trade 62692 62692 58583 151673 151673 132621
Largest Losing Trade -73101 -32265 -73101 -298128 -129206 -298128
Avg Bars in Trades 76 67 86 76 67 86
Avg Bars in Winners 85 70 100 85 70 100
Avg Bars in Losers 67 65 70 67 65 70
Bars Traded 11142 4950 6192 11142 4950 6192
Profit Streak 8.4194 8.4194 34.9194 8.4194 8.4194 34.9194
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344985 -89132 -187793 -401403 -420381 -659056
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11455,
    "evaluation_days": 1909.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597147200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241034886,
    "expiration_time": 1764182160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 199,
            "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": [
        [
            367871.0719636452,
            248084.9162808222,
            119786.155682823,
            17482.5742415262,
            38994.2025079961,
            -21511.62826647
        ],
        [
            367.871072,
            248.084916,
            119.786156,
            17.482574,
            38.994203,
            -21.511628
        ],
        [
            0.192686,
            0.129944,
            0.062743,
            0.00844,
            0.017248,
            -0.012686
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103335,
            -71490,
            -132273,
            -509805,
            -205298,
            -376836
        ],
        [
            1.363408,
            1.513695,
            1.226294,
            1.008507,
            1.04032,
            0.980227
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            50.344828,
            47.945205,
            52.777778,
            50.344828,
            47.945205,
            52.777778
        ],
        [
            1.344732,
            1.64344,
            1.097211,
            0.994692,
            1.12949,
            0.877045
        ],
        [
            62692,
            62692,
            58583,
            151673,
            151673,
            132621
        ],
        [
            -73101,
            -32265,
            -73101,
            -298128,
            -129206,
            -298128
        ],
        [
            76,
            67,
            86,
            76,
            67,
            86
        ],
        [
            85,
            70,
            100,
            85,
            70,
            100
        ],
        [
            67,
            65,
            70,
            67,
            65,
            70
        ],
        [
            11142,
            4950,
            6192,
            11142,
            4950,
            6192
        ],
        [
            8.419385,
            8.419385,
            34.919385,
            8.419385,
            8.419385,
            34.919385
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344985,
            -89132,
            -187793,
            -401403,
            -420381,
            -659056
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11455,
    "evaluation_days": 1909.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597147200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241034886,
    "expiration_time": 1764182160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 199,
            "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)