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Trade: SNX/USDT/360/BBM/HWMA/3469

Strategy
SNX/USDT/360/BBM/HWMA/3469
Pair
SNX_USDT
Interval
6h
Score
329083
Daily Profit
0.151462
Profit Factor
1.228394
Profitability
48.901099
Streak
11.376065
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-10-04 12:01
Expiration Time
2025-11-30 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310900.9431 289747.5846 21153.3585 -62600.4356 55149.2877 -117749.7234
Total P&L (%) 310.9009 289.7476 21.1534 -62.6004 55.1493 -117.7497
Avg Daily Profit (%) 0.1625 0.1515 0.0111 -0.0514 0.023 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213120 -123158 -144513 -371011 -168604 -224806
Profit Factor 1.1179 1.2284 1.0155 0.9743 1.0449 0.9022
Total Trades 728 364 364 728 364 364
Winning Trades 366 178 188 366 178 188
Losing Trades 362 186 176 362 186 176
Profitability (%) 50.2747 48.9011 51.6484 50.2747 48.9011 51.6484
Ratio Avg Win / Avg Loss 1.1057 1.2836 0.9506 0.9636 1.0919 0.8446
Largest Winning Trade 87215 87215 30429 139805 139805 43343
Largest Losing Trade -42253 -30319 -42253 -83100 -58117 -83100
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 7528 3765 3763 7528 3765 3763
Profit Streak 3.6261 11.3761 0 3.6261 11.3761 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79991 329083 -387533 -577227 -332041 -578939
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7652,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596736800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759568492066,
    "expiration_time": 1764516096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 230,
            "offset": 0,
            "std": 2.56752
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.16728,
            "nc": 0.97015
        }
    }
}
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": [
        [
            310900.9430591474,
            289747.584586616,
            21153.3584725313,
            -62600.4356422951,
            55149.2877416446,
            -117749.7233839393
        ],
        [
            310.900943,
            289.747585,
            21.153358,
            -62.600436,
            55.149288,
            -117.749723
        ],
        [
            0.16252,
            0.151462,
            0.011058,
            -0.051399,
            0.022962,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213120,
            -123158,
            -144513,
            -371011,
            -168604,
            -224806
        ],
        [
            1.117895,
            1.228394,
            1.015458,
            0.974261,
            1.044889,
            0.902167
        ],
        [
            728,
            364,
            364,
            728,
            364,
            364
        ],
        [
            366,
            178,
            188,
            366,
            178,
            188
        ],
        [
            362,
            186,
            176,
            362,
            186,
            176
        ],
        [
            50.274725,
            48.901099,
            51.648352,
            50.274725,
            48.901099,
            51.648352
        ],
        [
            1.105678,
            1.283603,
            0.950641,
            0.963613,
            1.091851,
            0.844582
        ],
        [
            87215,
            87215,
            30429,
            139805,
            139805,
            43343
        ],
        [
            -42253,
            -30319,
            -42253,
            -83100,
            -58117,
            -83100
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            7528,
            3765,
            3763,
            7528,
            3765,
            3763
        ],
        [
            3.626065,
            11.376065,
            0,
            3.626066,
            11.376066,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79991,
            329083,
            -387533,
            -577227,
            -332041,
            -578939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7652,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596736800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759568492066,
    "expiration_time": 1764516096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 230,
            "offset": 0,
            "std": 2.56752
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.16728,
            "nc": 0.97015
        }
    }
}

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)