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Trade: SNX/USDT/360/DEMA/SSF/3409

Strategy
SNX/USDT/360/DEMA/SSF/3409
Pair
SNX_USDT
Interval
6h
Score
360159
Daily Profit
0.230095
Profit Factor
1.610950
Profitability
61.788618
Streak
0.000000
Best Strategy
Training Data Length
1914.750000
Evaluation Time
2025-10-06 06:22
Expiration Time
2025-12-02 12:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440573.7062 257205.5312 183368.175 497286.5968 -106961.2085 604247.8053
Total P&L (%) 440.5737 257.2055 183.3682 497.2866 -106.9612 604.2478
Avg Daily Profit (%) 0.2301 0.1343 0.0958 0.0934 0 0.102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142573 -94214 -127454 -1014690 -1043189 -791274
Profit Factor 1.611 1.6127 1.6085 1.1289 0.9539 1.3935
Total Trades 123 61 62 123 61 62
Winning Trades 76 32 44 76 32 44
Losing Trades 47 29 18 47 29 18
Profitability (%) 61.7886 52.459 70.9677 61.7886 52.459 70.9677
Ratio Avg Win / Avg Loss 0.9962 1.4615 0.658 0.6981 0.8645 0.5701
Largest Winning Trade 94568 94568 43755 437485 384459 437485
Largest Losing Trade -51526 -42329 -51526 -634912 -503693 -634912
Avg Bars in Trades 60 75 46 60 75 46
Avg Bars in Winners 49 51 47 49 51 47
Avg Bars in Losers 78 101 42 78 101 42
Bars Traded 7439 4585 2854 7439 4585 2854
Profit Streak 0 61.6408 0 0 61.6408 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360159 -171730 -216313 -146821 -740749 -208869
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7659,
    "evaluation_days": 1914.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597514400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720968899,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "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": [
        [
            440573.7062181066,
            257205.5312235953,
            183368.1749945108,
            497286.5968052365,
            -106961.2085219299,
            604247.8053271666
        ],
        [
            440.573706,
            257.205531,
            183.368175,
            497.286597,
            -106.961209,
            604.247805
        ],
        [
            0.230095,
            0.134329,
            0.095766,
            0.093384,
            0,
            0.101995
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142573,
            -94214,
            -127454,
            -1014690,
            -1043189,
            -791274
        ],
        [
            1.61095,
            1.612697,
            1.608516,
            1.12892,
            0.953933,
            1.393523
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            76,
            32,
            44,
            76,
            32,
            44
        ],
        [
            47,
            29,
            18,
            47,
            29,
            18
        ],
        [
            61.788618,
            52.459016,
            70.967742,
            61.788618,
            52.459016,
            70.967742
        ],
        [
            0.996245,
            1.461507,
            0.658029,
            0.698148,
            0.864501,
            0.570078
        ],
        [
            94568,
            94568,
            43755,
            437485,
            384459,
            437485
        ],
        [
            -51526,
            -42329,
            -51526,
            -634912,
            -503693,
            -634912
        ],
        [
            60,
            75,
            46,
            60,
            75,
            46
        ],
        [
            49,
            51,
            47,
            49,
            51,
            47
        ],
        [
            78,
            101,
            42,
            78,
            101,
            42
        ],
        [
            7439,
            4585,
            2854,
            7439,
            4585,
            2854
        ],
        [
            0,
            61.640844,
            0,
            0,
            61.640844,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360159,
            -171730,
            -216313,
            -146821,
            -740749,
            -208869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7659,
    "evaluation_days": 1914.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597514400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720968899,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "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)