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Trade: SNX/USDT/240/WMA/ZLMA/4224

Strategy
SNX/USDT/240/WMA/ZLMA/4224
Pair
SNX_USDT
Interval
4h
Score
434818
Daily Profit
0.250531
Profit Factor
1.514380
Profitability
65.189873
Streak
30.184391
Best Strategy
Training Data Length
1908.170000
Evaluation Time
2025-09-29 19:25
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 478055.9215 269732.5559 208323.3657 175383.3545 -163218.1024 338601.457
Total P&L (%) 478.0559 269.7326 208.3234 175.3834 -163.2181 338.6015
Avg Daily Profit (%) 0.2505 0.1414 0.1092 0.0531 0 0.0775
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191750 -132356 -102359 -3115552 -1754339 -1748441
Profit Factor 1.5144 1.6275 1.417 1.0175 0.9675 1.0676
Total Trades 158 79 79 158 79 79
Winning Trades 103 48 55 103 48 55
Losing Trades 55 31 24 55 31 24
Profitability (%) 65.1899 60.7595 69.6203 65.1899 60.7595 69.6203
Ratio Avg Win / Avg Loss 0.8086 1.0511 0.6183 0.5433 0.6248 0.4659
Largest Winning Trade 64483 64483 34173 534973 518494 534973
Largest Losing Trade -79960 -50551 -79960 -766028 -716493 -766028
Avg Bars in Trades 70 61 80 70 61 80
Avg Bars in Winners 56 45 66 56 45 66
Avg Bars in Losers 97 85 113 97 85 113
Bars Traded 11201 4826 6375 11201 4826 6375
Profit Streak 30.1844 30.1844 40.3511 30.1844 30.1844 40.3511
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434818 -26643 -70818 -320667 -605061 -259978
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": 1596830400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759163131386,
    "expiration_time": 1764093168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 177,
            "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": [
        [
            478055.9215483839,
            269732.5558753665,
            208323.3656730173,
            175383.3545452915,
            -163218.1024187487,
            338601.4569640405
        ],
        [
            478.055922,
            269.732556,
            208.323366,
            175.383355,
            -163.218102,
            338.601457
        ],
        [
            0.250531,
            0.141357,
            0.109174,
            0.053101,
            0,
            0.077508
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191750,
            -132356,
            -102359,
            -3115552,
            -1754339,
            -1748441
        ],
        [
            1.51438,
            1.627517,
            1.417029,
            1.017485,
            0.967508,
            1.067625
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            103,
            48,
            55,
            103,
            48,
            55
        ],
        [
            55,
            31,
            24,
            55,
            31,
            24
        ],
        [
            65.189873,
            60.759494,
            69.620253,
            65.189873,
            60.759494,
            69.620253
        ],
        [
            0.808649,
            1.051105,
            0.61834,
            0.543317,
            0.624849,
            0.465873
        ],
        [
            64483,
            64483,
            34173,
            534973,
            518494,
            534973
        ],
        [
            -79960,
            -50551,
            -79960,
            -766028,
            -716493,
            -766028
        ],
        [
            70,
            61,
            80,
            70,
            61,
            80
        ],
        [
            56,
            45,
            66,
            56,
            45,
            66
        ],
        [
            97,
            85,
            113,
            97,
            85,
            113
        ],
        [
            11201,
            4826,
            6375,
            11201,
            4826,
            6375
        ],
        [
            30.184391,
            30.184391,
            40.351058,
            30.184391,
            30.184391,
            40.351058
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434818,
            -26643,
            -70818,
            -320667,
            -605061,
            -259978
        ]
    ]
}
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": 1596830400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759163131386,
    "expiration_time": 1764093168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 177,
            "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)