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Trade: SNX/USDT/240/MIDPRICE/BBU/8198

Strategy
SNX/USDT/240/MIDPRICE/BBU/8198
Pair
SNX_USDT
Interval
4h
Score
342545
Daily Profit
0.203451
Profit Factor
1.527131
Profitability
47.474747
Streak
0.000000
Best Strategy
Training Data Length
1909.830000
Evaluation Time
2025-10-01 08:07
Expiration Time
2025-11-27 13:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388556.6594 334771.4001 53785.2593 -49937.0976 20977.2818 -70914.3794
Total P&L (%) 388.5567 334.7714 53.7853 -49.9371 20.9773 -70.9144
Avg Daily Profit (%) 0.2035 0.1753 0.0282 -0.0362 0.01 -0.0646
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140646 -141708 -71602 -357049 -303056 -86370
Profit Factor 1.5271 1.7657 1.1794 0.943 1.0411 0.8064
Total Trades 99 49 50 99 49 50
Winning Trades 47 20 27 47 20 27
Losing Trades 52 29 23 52 29 23
Profitability (%) 47.4747 40.8163 54 47.4747 40.8163 54
Ratio Avg Win / Avg Loss 1.6896 2.5602 1.0046 1.0433 1.5097 0.6869
Largest Winning Trade 469779 469779 31186 324752 324752 36015
Largest Losing Trade -41944 -41944 -40239 -130584 -130584 -82552
Avg Bars in Trades 107 165 51 107 165 51
Avg Bars in Winners 115 195 56 115 195 56
Avg Bars in Losers 101 144 46 101 144 46
Bars Traded 10681 8092 2589 10681 8092 2589
Profit Streak 0 91.2136 0 0 91.2136 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342545 282293 -359113 -579829 -362816 -760314
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11459,
    "evaluation_days": 1909.83,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597406400000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759295255256,
    "expiration_time": 1764241488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 3.19122
        }
    }
}
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": [
        [
            388556.6594405397,
            334771.4001038756,
            53785.2593366642,
            -49937.0975940215,
            20977.2818004137,
            -70914.3793944351
        ],
        [
            388.556659,
            334.7714,
            53.785259,
            -49.937098,
            20.977282,
            -70.914379
        ],
        [
            0.203451,
            0.175289,
            0.028162,
            -0.036221,
            0.009972,
            -0.064641
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140646,
            -141708,
            -71602,
            -357049,
            -303056,
            -86370
        ],
        [
            1.527131,
            1.765662,
            1.179353,
            0.942998,
            1.041149,
            0.806385
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            47.474747,
            40.816327,
            54,
            47.474747,
            40.816327,
            54
        ],
        [
            1.689592,
            2.56021,
            1.004634,
            1.043317,
            1.509666,
            0.686921
        ],
        [
            469779,
            469779,
            31186,
            324752,
            324752,
            36015
        ],
        [
            -41944,
            -41944,
            -40239,
            -130584,
            -130584,
            -82552
        ],
        [
            107,
            165,
            51,
            107,
            165,
            51
        ],
        [
            115,
            195,
            56,
            115,
            195,
            56
        ],
        [
            101,
            144,
            46,
            101,
            144,
            46
        ],
        [
            10681,
            8092,
            2589,
            10681,
            8092,
            2589
        ],
        [
            0,
            91.213602,
            0,
            0,
            91.213602,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342545,
            282293,
            -359113,
            -579829,
            -362816,
            -760314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11459,
    "evaluation_days": 1909.83,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597406400000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759295255256,
    "expiration_time": 1764241488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 3.19122
        }
    }
}

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)