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Trade: SNX/USDT/240/PWMA/KCB/4482

Strategy
SNX/USDT/240/PWMA/KCB/4482
Pair
SNX_USDT
Interval
4h
Score
338416
Daily Profit
0.199183
Profit Factor
1.506577
Profitability
47.368421
Streak
0.000000
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 379975.4222 241547.1677 138428.2544 70341.5305 133800.9894 -63459.4589
Total P&L (%) 379.9754 241.5472 138.4283 70.3415 133.801 -63.4595
Avg Daily Profit (%) 0.1992 0.1266 0.0726 0.0279 0.0445 -0.0528
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189802 -161521 -62546 -1012378 -753334 -312930
Profit Factor 1.5066 1.5384 1.4592 1.0376 1.1148 0.9102
Total Trades 133 66 67 133 66 67
Winning Trades 63 27 36 63 27 36
Losing Trades 70 39 31 70 39 31
Profitability (%) 47.3684 40.9091 53.7313 47.3684 40.9091 53.7313
Ratio Avg Win / Avg Loss 1.674 2.2222 1.2565 1.1529 1.6103 0.7838
Largest Winning Trade 208713 208713 45447 681837 681837 82613
Largest Losing Trade -60785 -42384 -60785 -249529 -249529 -117955
Avg Bars in Trades 83 81 85 83 81 85
Avg Bars in Winners 102 111 95 102 111 95
Avg Bars in Losers 65 60 73 65 60 73
Bars Traded 11061 5354 5707 11061 5354 5707
Profit Streak 0 124.6755 0 0 124.6755 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338416 -147971 -211194 -335435 -353163 -696974
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": 1597348800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119160242,
    "expiration_time": 1764048672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            379975.4221596701,
            241547.1677469513,
            138428.2544127189,
            70341.5304794211,
            133800.9894049836,
            -63459.4589255625
        ],
        [
            379.975422,
            241.547168,
            138.428254,
            70.34153,
            133.800989,
            -63.459459
        ],
        [
            0.199183,
            0.126619,
            0.072564,
            0.027925,
            0.04453,
            -0.05276
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189802,
            -161521,
            -62546,
            -1012378,
            -753334,
            -312930
        ],
        [
            1.506577,
            1.538425,
            1.459182,
            1.037578,
            1.114843,
            0.910218
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            63,
            27,
            36,
            63,
            27,
            36
        ],
        [
            70,
            39,
            31,
            70,
            39,
            31
        ],
        [
            47.368421,
            40.909091,
            53.731343,
            47.368421,
            40.909091,
            53.731343
        ],
        [
            1.673974,
            2.22217,
            1.256518,
            1.152864,
            1.610329,
            0.783799
        ],
        [
            208713,
            208713,
            45447,
            681837,
            681837,
            82613
        ],
        [
            -60785,
            -42384,
            -60785,
            -249529,
            -249529,
            -117955
        ],
        [
            83,
            81,
            85,
            83,
            81,
            85
        ],
        [
            102,
            111,
            95,
            102,
            111,
            95
        ],
        [
            65,
            60,
            73,
            65,
            60,
            73
        ],
        [
            11061,
            5354,
            5707,
            11061,
            5354,
            5707
        ],
        [
            0,
            124.675466,
            0,
            0,
            124.675466,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338416,
            -147971,
            -211194,
            -335435,
            -353163,
            -696974
        ]
    ]
}
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": 1597348800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119160242,
    "expiration_time": 1764048672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)