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Trade: SNX/USDT/360/MIDPRICE/PSAR/6949

Strategy
SNX/USDT/360/MIDPRICE/PSAR/6949
Pair
SNX_USDT
Interval
6h
Score
336004
Daily Profit
0.207812
Profit Factor
1.414936
Profitability
46.700508
Streak
0.000000
Best Strategy
Training Data Length
1903.250000
Evaluation Time
2025-09-27 13:45
Expiration Time
2025-11-20 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395518.8653 324616.3007 70902.5647 -2128.2946 206461.615 -208589.9097
Total P&L (%) 395.5189 324.6163 70.9026 -2.1283 206.4616 -208.5899
Avg Daily Profit (%) 0.2078 0.1706 0.0373 -0.0011 0.0589 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157931 -112357 -116532 -1006659 -630394 -410213
Profit Factor 1.4149 1.6561 1.1547 0.9993 1.1247 0.8653
Total Trades 197 99 98 197 99 98
Winning Trades 92 45 47 92 45 47
Losing Trades 105 54 51 105 54 51
Profitability (%) 46.7005 45.4545 47.9592 46.7005 45.4545 47.9592
Ratio Avg Win / Avg Loss 1.6149 1.9873 1.2529 1.1405 1.3496 0.939
Largest Winning Trade 328354 328354 66123 616540 616540 148557
Largest Losing Trade -40615 -34587 -40615 -189780 -179252 -189780
Avg Bars in Trades 37 25 49 37 25 49
Avg Bars in Winners 55 27 81 55 27 81
Avg Bars in Losers 21 23 20 21 23 20
Bars Traded 7362 2485 4877 7362 2485 4877
Profit Streak 0 0 17.448 0 0 17.448
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336004 314133 -194056 -579363 -199518 -581296
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7613,
    "evaluation_days": 1903.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599458400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758969905543,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            395518.8653189369,
            324616.3006603413,
            70902.5646585956,
            -2128.2946434106,
            206461.6150149853,
            -208589.9096583959
        ],
        [
            395.518865,
            324.616301,
            70.902565,
            -2.128295,
            206.461615,
            -208.58991
        ],
        [
            0.207812,
            0.170559,
            0.037253,
            -0.00113,
            0.05886,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157931,
            -112357,
            -116532,
            -1006659,
            -630394,
            -410213
        ],
        [
            1.414936,
            1.65611,
            1.154659,
            0.999336,
            1.12465,
            0.865317
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            105,
            54,
            51,
            105,
            54,
            51
        ],
        [
            46.700508,
            45.454545,
            47.959184,
            46.700508,
            45.454545,
            47.959184
        ],
        [
            1.614873,
            1.987332,
            1.252927,
            1.140546,
            1.34958,
            0.938961
        ],
        [
            328354,
            328354,
            66123,
            616540,
            616540,
            148557
        ],
        [
            -40615,
            -34587,
            -40615,
            -189780,
            -179252,
            -189780
        ],
        [
            37,
            25,
            49,
            37,
            25,
            49
        ],
        [
            55,
            27,
            81,
            55,
            27,
            81
        ],
        [
            21,
            23,
            20,
            21,
            23,
            20
        ],
        [
            7362,
            2485,
            4877,
            7362,
            2485,
            4877
        ],
        [
            0,
            0,
            17.447981,
            0,
            0,
            17.447981
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336004,
            314133,
            -194056,
            -579363,
            -199518,
            -581296
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7613,
    "evaluation_days": 1903.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599458400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758969905543,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)