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Trade: SNX/USDT/240/VWMA/VWMA/8103

Strategy
SNX/USDT/240/VWMA/VWMA/8103
Pair
SNX_USDT
Interval
4h
Score
383163
Daily Profit
0.196664
Profit Factor
1.395602
Profitability
60.846561
Streak
50.485763
Best Strategy
Training Data Length
1908.170000
Evaluation Time
2025-09-29 18:39
Expiration Time
2025-11-25 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375269.2986 284557.0744 90712.2242 -6260932.9074 -5550536.9776 -710395.9298
Total P&L (%) 375.2693 284.5571 90.7122 -6260.9329 -5550.537 -710.3959
Avg Daily Profit (%) 0.1967 0.1491 0.0475 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -247756 -85855 -239794 -20699049 -12317631 -9717108
Profit Factor 1.3956 1.7152 1.1647 0.8931 0.8171 0.9748
Total Trades 189 95 94 189 95 94
Winning Trades 115 55 60 82 43 39
Losing Trades 74 40 34 107 52 55
Profitability (%) 60.8466 57.8947 63.8298 43.3862 45.2632 41.4894
Ratio Avg Win / Avg Loss 0.898 1.2474 0.66 1.1654 0.9881 1.3748
Largest Winning Trade 62478 62478 37703 7857606 5631228 7857606
Largest Losing Trade -239794 -53685 -239794 -4896433 -4896433 -3159854
Avg Bars in Trades 58 58 58 58 58 58
Avg Bars in Winners 44 46 41 71 72 71
Avg Bars in Losers 80 75 87 48 47 49
Bars Traded 11056 5591 5465 11056 5591 5465
Profit Streak 50.4858 76.9858 50.4858 0 0 0
Trades During Streak 9 5 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383163 372868 -167188 -580693 -582920 -582724
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11449,
    "evaluation_days": 1908.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596499200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160369923,
    "expiration_time": 1764093168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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": [
        [
            375269.2986360636,
            284557.0744098831,
            90712.2242261804,
            -6260932.907351274,
            -5550536.977576498,
            -710395.9297747756
        ],
        [
            375.269299,
            284.557074,
            90.712224,
            -6260.932907,
            -5550.536978,
            -710.39593
        ],
        [
            0.196664,
            0.149126,
            0.047539,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -247756,
            -85855,
            -239794,
            -20699049,
            -12317631,
            -9717108
        ],
        [
            1.395602,
            1.715231,
            1.164706,
            0.8931,
            0.817072,
            0.974831
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            115,
            55,
            60,
            82,
            43,
            39
        ],
        [
            74,
            40,
            34,
            107,
            52,
            55
        ],
        [
            60.846561,
            57.894737,
            63.829787,
            43.386243,
            45.263158,
            41.489362
        ],
        [
            0.898039,
            1.247441,
            0.66,
            1.165387,
            0.988087,
            1.374762
        ],
        [
            62478,
            62478,
            37703,
            7857606,
            5631228,
            7857606
        ],
        [
            -239794,
            -53685,
            -239794,
            -4896433,
            -4896433,
            -3159854
        ],
        [
            58,
            58,
            58,
            58,
            58,
            58
        ],
        [
            44,
            46,
            41,
            71,
            72,
            71
        ],
        [
            80,
            75,
            87,
            48,
            47,
            49
        ],
        [
            11056,
            5591,
            5465,
            11056,
            5591,
            5465
        ],
        [
            50.485763,
            76.985763,
            50.485763,
            0,
            0,
            0
        ],
        [
            9,
            5,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383163,
            372868,
            -167188,
            -580693,
            -582920,
            -582724
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11449,
    "evaluation_days": 1908.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596499200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160369923,
    "expiration_time": 1764093168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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)