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Trade: SNX/USDT/360/HMA/KCU/3699

Strategy
SNX/USDT/360/HMA/KCU/3699
Pair
SNX_USDT
Interval
6h
Score
524107
Daily Profit
0.215101
Profit Factor
1.314491
Profitability
72.898799
Streak
8.846523
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-06 23:19
Expiration Time
2025-12-03 07:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412026.8998 308040.7696 103986.1302 206248.9618 -1093565.3084 1299814.2702
Total P&L (%) 412.0269 308.0408 103.9861 206.249 -1093.5653 1299.8143
Avg Daily Profit (%) 0.2151 0.1608 0.0543 0.0584 0 0.1379
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209546 -172895 -60002 -2877163 -2809319 -458814
Profit Factor 1.3145 1.3243 1.2886 1.0147 0.9025 1.4662
Total Trades 583 291 292 583 291 292
Winning Trades 425 237 188 425 237 188
Losing Trades 158 54 104 158 54 104
Profitability (%) 72.8988 81.4433 64.3836 72.8988 81.4433 64.3836
Ratio Avg Win / Avg Loss 0.4887 0.3017 0.7129 0.3772 0.2056 0.8111
Largest Winning Trade 33923 33923 12976 317488 317488 169225
Largest Losing Trade -66838 -66838 -38827 -1333569 -1333569 -373922
Avg Bars in Trades 13 23 2 13 23 2
Avg Bars in Winners 5 8 1 5 8 1
Avg Bars in Losers 33 90 3 33 90 3
Bars Traded 7615 6938 677 7615 6938 677
Profit Streak 8.8465 18.3465 8.8465 8.8465 18.3465 8.8465
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 524107 455372 -117843 -312565 -573980 -4908
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7662,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594879200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781939601,
    "expiration_time": 1764738576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            412026.8997631297,
            308040.7695879984,
            103986.1301751299,
            206248.9617594196,
            -1093565.3084478336,
            1299814.2702072535
        ],
        [
            412.0269,
            308.04077,
            103.98613,
            206.248962,
            -1093.565308,
            1299.81427
        ],
        [
            0.215101,
            0.160815,
            0.054287,
            0.058447,
            0,
            0.137862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209546,
            -172895,
            -60002,
            -2877163,
            -2809319,
            -458814
        ],
        [
            1.314491,
            1.324291,
            1.288649,
            1.01473,
            0.902483,
            1.46623
        ],
        [
            583,
            291,
            292,
            583,
            291,
            292
        ],
        [
            425,
            237,
            188,
            425,
            237,
            188
        ],
        [
            158,
            54,
            104,
            158,
            54,
            104
        ],
        [
            72.898799,
            81.443299,
            64.383562,
            72.898799,
            81.443299,
            64.383562
        ],
        [
            0.488681,
            0.301737,
            0.71287,
            0.377241,
            0.205629,
            0.811106
        ],
        [
            33923,
            33923,
            12976,
            317488,
            317488,
            169225
        ],
        [
            -66838,
            -66838,
            -38827,
            -1333569,
            -1333569,
            -373922
        ],
        [
            13,
            23,
            2,
            13,
            23,
            2
        ],
        [
            5,
            8,
            1,
            5,
            8,
            1
        ],
        [
            33,
            90,
            3,
            33,
            90,
            3
        ],
        [
            7615,
            6938,
            677,
            7615,
            6938,
            677
        ],
        [
            8.846523,
            18.346523,
            8.846523,
            8.846523,
            18.346523,
            8.846523
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524107,
            455372,
            -117843,
            -312565,
            -573980,
            -4908
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7662,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594879200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781939601,
    "expiration_time": 1764738576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)