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Trade: SNX/USDT/360/PWMA/LINREG/4864

Strategy
SNX/USDT/360/PWMA/LINREG/4864
Pair
SNX_USDT
Interval
6h
Score
327657
Daily Profit
0.196026
Profit Factor
1.454402
Profitability
51.200000
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 373085.716 283688.2252 89397.4908 5003.9801 164007.0149 -159003.0348
Total P&L (%) 373.0857 283.6882 89.3975 5.004 164.007 -159.003
Avg Daily Profit (%) 0.196 0.1491 0.047 0.0026 0.051 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136788 -78419 -106765 -948177 -490806 -554427
Profit Factor 1.4544 1.6941 1.2168 1.0017 1.1087 0.89
Total Trades 125 62 63 125 62 63
Winning Trades 64 31 33 64 31 33
Losing Trades 61 31 30 61 31 30
Profitability (%) 51.2 50 52.381 51.2 50 52.381
Ratio Avg Win / Avg Loss 1.3862 1.6941 1.1062 0.9547 1.1087 0.809
Largest Winning Trade 309572 309572 62051 324099 324099 158818
Largest Losing Trade -36771 -35992 -36771 -348823 -348823 -195855
Avg Bars in Trades 58 49 67 58 49 67
Avg Bars in Winners 76 57 94 76 57 94
Avg Bars in Losers 39 41 37 39 41 37
Bars Traded 7315 3091 4224 7315 3091 4224
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327657 -145036 -276974 -575006 -379899 -727149
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": 1599566400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758969906048,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 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": [
        [
            373085.7160147173,
            283688.2252415781,
            89397.4907731387,
            5003.9800520405,
            164007.0148576596,
            -159003.0348056197
        ],
        [
            373.085716,
            283.688225,
            89.397491,
            5.00398,
            164.007015,
            -159.003035
        ],
        [
            0.196026,
            0.149055,
            0.046971,
            0.002566,
            0.051021,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136788,
            -78419,
            -106765,
            -948177,
            -490806,
            -554427
        ],
        [
            1.454402,
            1.69406,
            1.21682,
            1.001694,
            1.108715,
            0.889953
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            51.2,
            50,
            52.380952,
            51.2,
            50,
            52.380952
        ],
        [
            1.386226,
            1.69406,
            1.1062,
            0.95474,
            1.108715,
            0.809049
        ],
        [
            309572,
            309572,
            62051,
            324099,
            324099,
            158818
        ],
        [
            -36771,
            -35992,
            -36771,
            -348823,
            -348823,
            -195855
        ],
        [
            58,
            49,
            67,
            58,
            49,
            67
        ],
        [
            76,
            57,
            94,
            76,
            57,
            94
        ],
        [
            39,
            41,
            37,
            39,
            41,
            37
        ],
        [
            7315,
            3091,
            4224,
            7315,
            3091,
            4224
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327657,
            -145036,
            -276974,
            -575006,
            -379899,
            -727149
        ]
    ]
}
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": 1599566400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758969906048,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 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)