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Trade: SNX/USDT/360/SSF/JMA/4636

Strategy
SNX/USDT/360/SSF/JMA/4636
Pair
SNX_USDT
Interval
6h
Score
303898
Daily Profit
0.154673
Profit Factor
1.368690
Profitability
66.055046
Streak
0.000000
Best Strategy
Training Data Length
1903.250000
Evaluation Time
2025-09-27 20:44
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 294381.9163 188367.202 106014.7143 -86774.5213 498879.909 -585654.4303
Total P&L (%) 294.3819 188.3672 106.0147 -86.7745 498.8799 -585.6544
Avg Daily Profit (%) 0.1547 0.099 0.0557 -0.1062 0.0941 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164676 -86903 -95222 -698304 -245053 -776105
Profit Factor 1.3687 1.4988 1.2519 0.9682 1.5608 0.6823
Total Trades 109 54 55 109 54 55
Winning Trades 72 36 36 72 36 36
Losing Trades 37 18 19 37 18 19
Profitability (%) 66.055 66.6667 65.4545 66.055 66.6667 65.4545
Ratio Avg Win / Avg Loss 0.7034 0.7494 0.6607 0.4976 0.7804 0.3601
Largest Winning Trade 75698 75698 33456 147316 147316 115026
Largest Losing Trade -95222 -69453 -95222 -662276 -113052 -662276
Avg Bars in Trades 67 70 64 67 70 64
Avg Bars in Winners 53 50 57 53 50 57
Avg Bars in Losers 94 111 77 94 111 77
Bars Traded 7378 3817 3561 7378 3817 3561
Profit Streak 0 89.4893 0 0 89.4893 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303898 -238147 -298465 -578407 -244279 -758829
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": 1598572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758995076658,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 199,
            "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": [
        [
            294381.9162971859,
            188367.201965761,
            106014.7143314247,
            -86774.521331622,
            498879.908968599,
            -585654.4303002211
        ],
        [
            294.381916,
            188.367202,
            106.014714,
            -86.774521,
            498.879909,
            -585.65443
        ],
        [
            0.154673,
            0.098971,
            0.055702,
            -0.106237,
            0.094088,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164676,
            -86903,
            -95222,
            -698304,
            -245053,
            -776105
        ],
        [
            1.36869,
            1.498826,
            1.251916,
            0.968249,
            1.560817,
            0.682296
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            66.055046,
            66.666667,
            65.454545,
            66.055046,
            66.666667,
            65.454545
        ],
        [
            0.703355,
            0.749413,
            0.660734,
            0.497572,
            0.780409,
            0.360101
        ],
        [
            75698,
            75698,
            33456,
            147316,
            147316,
            115026
        ],
        [
            -95222,
            -69453,
            -95222,
            -662276,
            -113052,
            -662276
        ],
        [
            67,
            70,
            64,
            67,
            70,
            64
        ],
        [
            53,
            50,
            57,
            53,
            50,
            57
        ],
        [
            94,
            111,
            77,
            94,
            111,
            77
        ],
        [
            7378,
            3817,
            3561,
            7378,
            3817,
            3561
        ],
        [
            0,
            89.489313,
            0,
            0,
            89.489313,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303898,
            -238147,
            -298465,
            -578407,
            -244279,
            -758829
        ]
    ]
}
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": 1598572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758995076658,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 199,
            "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)