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Trade: SNX/USDT/360/SUPERTREND/ZLMA/8849

Strategy
SNX/USDT/360/SUPERTREND/ZLMA/8849
Pair
SNX_USDT
Interval
6h
Score
327942
Daily Profit
0.160472
Profit Factor
1.246692
Profitability
51.304348
Streak
6.130400
Best Strategy
Training Data Length
1908.750000
Evaluation Time
2025-09-30 06:07
Expiration Time
2025-11-26 08:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306300.7376 220458.7968 85841.9408 9953.2047 719.5525 9233.6522
Total P&L (%) 306.3007 220.4588 85.8419 9.9532 0.7196 9.2337
Avg Daily Profit (%) 0.1605 0.1155 0.045 0.005 0.0004 0.0046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174708 -80002 -132866 -261170 -122304 -157998
Profit Factor 1.2467 1.3913 1.1266 1.0099 1.0016 1.0167
Total Trades 230 115 115 230 115 115
Winning Trades 118 64 54 118 64 54
Losing Trades 112 51 61 112 51 61
Profitability (%) 51.3043 55.6522 46.9565 51.3043 55.6522 46.9565
Ratio Avg Win / Avg Loss 1.1833 1.1087 1.2726 0.9586 0.7982 1.1485
Largest Winning Trade 99470 99470 67145 73715 39046 73715
Largest Losing Trade -41130 -26637 -41130 -70297 -70297 -65376
Avg Bars in Trades 32 23 41 32 23 41
Avg Bars in Winners 34 21 50 34 21 50
Avg Bars in Losers 29 26 33 29 26 33
Bars Traded 7467 2705 4762 7467 2705 4762
Profit Streak 6.1304 29.1304 0 6.1304 29.1304 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327942 -36863 -215587 -561149 -577208 -556012
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7635,
    "evaluation_days": 1908.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596974400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201666540,
    "expiration_time": 1764137880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 124,
            "offset": 0,
            "multiplier": 3.67937
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 113,
            "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": [
        [
            306300.7376369276,
            220458.7968111815,
            85841.9408257461,
            9953.204730656,
            719.5525015581,
            9233.6522290979
        ],
        [
            306.300738,
            220.458797,
            85.841941,
            9.953205,
            0.719553,
            9.233652
        ],
        [
            0.160472,
            0.115499,
            0.044973,
            0.004971,
            0.000376,
            0.004627
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174708,
            -80002,
            -132866,
            -261170,
            -122304,
            -157998
        ],
        [
            1.246692,
            1.391332,
            1.126558,
            1.009938,
            1.001605,
            1.016692
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            118,
            64,
            54,
            118,
            64,
            54
        ],
        [
            112,
            51,
            61,
            112,
            51,
            61
        ],
        [
            51.304348,
            55.652174,
            46.956522,
            51.304348,
            55.652174,
            46.956522
        ],
        [
            1.183301,
            1.108718,
            1.272594,
            0.958585,
            0.798154,
            1.148486
        ],
        [
            99470,
            99470,
            67145,
            73715,
            39046,
            73715
        ],
        [
            -41130,
            -26637,
            -41130,
            -70297,
            -70297,
            -65376
        ],
        [
            32,
            23,
            41,
            32,
            23,
            41
        ],
        [
            34,
            21,
            50,
            34,
            21,
            50
        ],
        [
            29,
            26,
            33,
            29,
            26,
            33
        ],
        [
            7467,
            2705,
            4762,
            7467,
            2705,
            4762
        ],
        [
            6.1304,
            29.1304,
            0,
            6.1304,
            29.1304,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327942,
            -36863,
            -215587,
            -561149,
            -577208,
            -556012
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7635,
    "evaluation_days": 1908.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596974400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201666540,
    "expiration_time": 1764137880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 124,
            "offset": 0,
            "multiplier": 3.67937
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 113,
            "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)