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Trade: SNX/USDT/360/ALMA/SSF/1949

Strategy
SNX/USDT/360/ALMA/SSF/1949
Pair
SNX_USDT
Interval
6h
Score
330352
Daily Profit
0.153330
Profit Factor
1.336009
Profitability
49.593496
Streak
50.512245
Best Strategy
Training Data Length
1913.500000
Evaluation Time
2025-10-05 03:17
Expiration Time
2025-12-01 05:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293396.6771 214073.5993 79323.0778 -35821.1232 237813.3069 -273634.4301
Total P&L (%) 293.3967 214.0736 79.3231 -35.8211 237.8133 -273.6344
Avg Daily Profit (%) 0.1533 0.1119 0.0415 -0.0232 0.0636 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224929 -182957 -89643 -738143 -373740 -394603
Profit Factor 1.336 1.4658 1.1918 0.9754 1.3653 0.66
Total Trades 123 61 62 123 61 62
Winning Trades 61 31 30 61 31 30
Losing Trades 62 30 32 62 30 32
Profitability (%) 49.5935 50.8197 48.3871 49.5935 50.8197 48.3871
Ratio Avg Win / Avg Loss 1.3579 1.4185 1.2712 0.9914 1.3212 0.704
Largest Winning Trade 250978 250978 52205 550969 550969 162185
Largest Losing Trade -45785 -37783 -45785 -251342 -112450 -251342
Avg Bars in Trades 60 56 64 60 56 64
Avg Bars in Winners 74 70 78 74 70 78
Avg Bars in Losers 46 41 51 46 41 51
Bars Traded 7438 3451 3987 7438 3451 3987
Profit Streak 50.5122 63.0122 50.5122 50.5122 63.0122 50.5122
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330352 -203142 -300921 -579127 -268073 -734595
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7654,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596391200000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759623457951,
    "expiration_time": 1764560592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 194,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            293396.6771095296,
            214073.5992639014,
            79323.0778456283,
            -35821.1231957781,
            237813.3069431523,
            -273634.4301389304
        ],
        [
            293.396677,
            214.073599,
            79.323078,
            -35.821123,
            237.813307,
            -273.63443
        ],
        [
            0.15333,
            0.111875,
            0.041454,
            -0.023175,
            0.063638,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224929,
            -182957,
            -89643,
            -738143,
            -373740,
            -394603
        ],
        [
            1.336009,
            1.465816,
            1.19178,
            0.975397,
            1.365253,
            0.660028
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            49.593496,
            50.819672,
            48.387097,
            49.593496,
            50.819672,
            48.387097
        ],
        [
            1.35791,
            1.418531,
            1.271232,
            0.991387,
            1.321213,
            0.70403
        ],
        [
            250978,
            250978,
            52205,
            550969,
            550969,
            162185
        ],
        [
            -45785,
            -37783,
            -45785,
            -251342,
            -112450,
            -251342
        ],
        [
            60,
            56,
            64,
            60,
            56,
            64
        ],
        [
            74,
            70,
            78,
            74,
            70,
            78
        ],
        [
            46,
            41,
            51,
            46,
            41,
            51
        ],
        [
            7438,
            3451,
            3987,
            7438,
            3451,
            3987
        ],
        [
            50.512245,
            63.012245,
            50.512245,
            50.512245,
            63.012245,
            50.512245
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330352,
            -203142,
            -300921,
            -579127,
            -268073,
            -734595
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7654,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596391200000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759623457951,
    "expiration_time": 1764560592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 194,
            "offset": 0,
            "poles": 3
        }
    }
}

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)