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Trade: SNX/USDT/360/SSF/ZLMA/6873

Strategy
SNX/USDT/360/SSF/ZLMA/6873
Pair
SNX_USDT
Interval
6h
Score
412130
Daily Profit
0.238651
Profit Factor
1.427085
Profitability
63.157895
Streak
25.890774
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 456956.6087 288389.1494 168567.4593 100565.9659 34872.2516 65693.7143
Total P&L (%) 456.9566 288.3891 168.5675 100.566 34.8723 65.6937
Avg Daily Profit (%) 0.2387 0.1506 0.088 0.0364 0.0156 0.0264
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135500 -98604 -123039 -1105786 -759658 -570561
Profit Factor 1.4271 1.6061 1.2837 1.0189 1.0141 1.023
Total Trades 209 105 104 209 105 104
Winning Trades 132 62 70 132 62 70
Losing Trades 77 43 34 77 43 34
Profitability (%) 63.1579 59.0476 67.3077 63.1579 59.0476 67.3077
Ratio Avg Win / Avg Loss 0.8325 1.1139 0.6235 0.5943 0.7033 0.4969
Largest Winning Trade 44790 44790 35401 186485 164582 186485
Largest Losing Trade -72842 -49051 -72842 -356300 -288921 -356300
Avg Bars in Trades 35 31 40 35 31 40
Avg Bars in Winners 24 21 28 24 21 28
Avg Bars in Losers 54 46 65 54 46 65
Bars Traded 7494 3307 4187 7494 3307 4187
Profit Streak 25.8908 25.8908 47.3908 25.8908 25.8908 47.3908
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412130 397655 -73374 -341473 -379403 -351118
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": 1596758400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720962902,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "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": [
        [
            456956.6086906418,
            288389.1494105878,
            168567.4592800534,
            100565.9659166618,
            34872.2516459776,
            65693.7142706842
        ],
        [
            456.956609,
            288.389149,
            168.567459,
            100.565966,
            34.872252,
            65.693714
        ],
        [
            0.238651,
            0.150615,
            0.088036,
            0.036355,
            0.015625,
            0.026376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135500,
            -98604,
            -123039,
            -1105786,
            -759658,
            -570561
        ],
        [
            1.427085,
            1.606078,
            1.283728,
            1.018864,
            1.014112,
            1.022971
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            132,
            62,
            70,
            132,
            62,
            70
        ],
        [
            77,
            43,
            34,
            77,
            43,
            34
        ],
        [
            63.157895,
            59.047619,
            67.307692,
            63.157895,
            59.047619,
            67.307692
        ],
        [
            0.832466,
            1.113893,
            0.623525,
            0.594338,
            0.703335,
            0.496872
        ],
        [
            44790,
            44790,
            35401,
            186485,
            164582,
            186485
        ],
        [
            -72842,
            -49051,
            -72842,
            -356300,
            -288921,
            -356300
        ],
        [
            35,
            31,
            40,
            35,
            31,
            40
        ],
        [
            24,
            21,
            28,
            24,
            21,
            28
        ],
        [
            54,
            46,
            65,
            54,
            46,
            65
        ],
        [
            7494,
            3307,
            4187,
            7494,
            3307,
            4187
        ],
        [
            25.890774,
            25.890774,
            47.390774,
            25.890774,
            25.890774,
            47.390774
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412130,
            397655,
            -73374,
            -341473,
            -379403,
            -351118
        ]
    ]
}
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": 1596758400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720962902,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "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)