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Trade: SNX/USDT/240/ZLMA/LINREG/4452

Strategy
SNX/USDT/240/ZLMA/LINREG/4452
Pair
SNX_USDT
Interval
4h
Score
399854
Daily Profit
0.238741
Profit Factor
1.465250
Profitability
63.583815
Streak
20.380225
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 455954.865 282285.7294 173669.1357 65150.5049 209915.0644 -144764.5594
Total P&L (%) 455.9549 282.2857 173.6691 65.1505 209.9151 -144.7646
Avg Daily Profit (%) 0.2387 0.1478 0.0909 0.0263 0.0592 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112348 -87881 -134286 -372727 -238824 -356223
Profit Factor 1.4653 1.7153 1.2967 1.0267 1.2223 0.9034
Total Trades 173 87 86 173 87 86
Winning Trades 110 54 56 110 54 56
Losing Trades 63 33 30 63 33 30
Profitability (%) 63.5838 62.069 65.1163 63.5838 62.069 65.1163
Ratio Avg Win / Avg Loss 0.8392 1.0482 0.6947 0.588 0.747 0.484
Largest Winning Trade 40265 40265 34770 95472 95472 71333
Largest Losing Trade -80787 -45433 -80787 -236295 -104034 -236295
Avg Bars in Trades 64 58 70 64 58 70
Avg Bars in Winners 42 39 45 42 39 45
Avg Bars in Losers 103 91 117 103 91 117
Bars Traded 11162 5115 6047 11162 5115 6047
Profit Streak 20.3802 20.3802 68.7136 20.3802 20.3802 68.7136
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399854 305433 -69818 -347229 -113797 -577432
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": 1597204800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759295251409,
    "expiration_time": 1764241488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 203,
            "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": [
        [
            455954.8650420541,
            282285.7293912016,
            173669.1356508523,
            65150.5049154912,
            209915.0643608653,
            -144764.559445374
        ],
        [
            455.954865,
            282.285729,
            173.669136,
            65.150505,
            209.915064,
            -144.764559
        ],
        [
            0.238741,
            0.147807,
            0.090934,
            0.026272,
            0.059244,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112348,
            -87881,
            -134286,
            -372727,
            -238824,
            -356223
        ],
        [
            1.46525,
            1.71526,
            1.296688,
            1.02667,
            1.222288,
            0.903394
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            110,
            54,
            56,
            110,
            54,
            56
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            63.583815,
            62.068966,
            65.116279,
            63.583815,
            62.068966,
            65.116279
        ],
        [
            0.839189,
            1.048214,
            0.694654,
            0.588002,
            0.746953,
            0.483961
        ],
        [
            40265,
            40265,
            34770,
            95472,
            95472,
            71333
        ],
        [
            -80787,
            -45433,
            -80787,
            -236295,
            -104034,
            -236295
        ],
        [
            64,
            58,
            70,
            64,
            58,
            70
        ],
        [
            42,
            39,
            45,
            42,
            39,
            45
        ],
        [
            103,
            91,
            117,
            103,
            91,
            117
        ],
        [
            11162,
            5115,
            6047,
            11162,
            5115,
            6047
        ],
        [
            20.380225,
            20.380225,
            68.713558,
            20.380225,
            20.380225,
            68.713558
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399854,
            305433,
            -69818,
            -347229,
            -113797,
            -577432
        ]
    ]
}
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": 1597204800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759295251409,
    "expiration_time": 1764241488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 203,
            "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)