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Trade: SNX/USDT/240/VWMA/T3/8924

Strategy
SNX/USDT/240/VWMA/T3/8924
Pair
SNX_USDT
Interval
4h
Score
470942
Daily Profit
0.231158
Profit Factor
1.674753
Profitability
61.290323
Streak
43.620535
Best Strategy
Training Data Length
1912.500000
Evaluation Time
2025-10-04 01:53
Expiration Time
2025-11-30 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 442089.8847 283980.6261 158109.2586 -336780.2852 1511263.4851 -1848043.7703
Total P&L (%) 442.0899 283.9806 158.1093 -336.7803 1511.2635 -1848.0438
Avg Daily Profit (%) 0.2312 0.1485 0.0827 0 0.1454 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197909 -66684 -164039 -4802623 -640899 -4609383
Profit Factor 1.6748 2.4139 1.348 0.9709 1.6712 0.8014
Total Trades 93 47 46 93 47 46
Winning Trades 57 27 30 56 29 27
Losing Trades 36 20 16 37 18 19
Profitability (%) 61.2903 57.4468 65.2174 60.2151 61.7021 58.6957
Ratio Avg Win / Avg Loss 1.0577 1.7881 0.7189 0.6415 1.0373 0.564
Largest Winning Trade 63097 63097 53733 1173203 560238 1173203
Largest Losing Trade -113539 -35809 -113539 -2655959 -519204 -2655959
Avg Bars in Trades 119 74 166 119 74 166
Avg Bars in Winners 111 75 145 109 83 138
Avg Bars in Losers 132 73 205 135 60 205
Bars Traded 11148 3505 7643 11148 3505 7643
Profit Streak 43.6205 57.9539 43.6205 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470942 424837 -81267 -579205 186784 -579577
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11475,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596268800000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759532014212,
    "expiration_time": 1764478800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 97,
            "offset": 0,
            "a": 0.73881
        }
    }
}
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": [
        [
            442089.8846733926,
            283980.6260974439,
            158109.2585759492,
            -336780.2852318439,
            1511263.4850589822,
            -1848043.770290825
        ],
        [
            442.089885,
            283.980626,
            158.109259,
            -336.780285,
            1511.263485,
            -1848.04377
        ],
        [
            0.231158,
            0.148487,
            0.082672,
            0,
            0.145444,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197909,
            -66684,
            -164039,
            -4802623,
            -640899,
            -4609383
        ],
        [
            1.674753,
            2.4139,
            1.347998,
            0.970864,
            1.671235,
            0.801446
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            57,
            27,
            30,
            56,
            29,
            27
        ],
        [
            36,
            20,
            16,
            37,
            18,
            19
        ],
        [
            61.290323,
            57.446809,
            65.217391,
            60.215054,
            61.702128,
            58.695652
        ],
        [
            1.057739,
            1.788074,
            0.718933,
            0.641464,
            1.037318,
            0.56398
        ],
        [
            63097,
            63097,
            53733,
            1173203,
            560238,
            1173203
        ],
        [
            -113539,
            -35809,
            -113539,
            -2655959,
            -519204,
            -2655959
        ],
        [
            119,
            74,
            166,
            119,
            74,
            166
        ],
        [
            111,
            75,
            145,
            109,
            83,
            138
        ],
        [
            132,
            73,
            205,
            135,
            60,
            205
        ],
        [
            11148,
            3505,
            7643,
            11148,
            3505,
            7643
        ],
        [
            43.620535,
            57.953868,
            43.620535,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470942,
            424837,
            -81267,
            -579205,
            186784,
            -579577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11475,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596268800000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759532014212,
    "expiration_time": 1764478800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 97,
            "offset": 0,
            "a": 0.73881
        }
    }
}

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)