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Trade: SNX/USDT/360/ZLMA/ZLMA/5847

Strategy
SNX/USDT/360/ZLMA/ZLMA/5847
Pair
SNX_USDT
Interval
6h
Score
371325
Daily Profit
0.202513
Profit Factor
1.325585
Profitability
59.663866
Streak
47.262206
Best Strategy
Training Data Length
1913.500000
Evaluation Time
2025-10-05 03:17
Expiration Time
2025-12-01 05:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387509.4145 262091.7681 125417.6464 41467.435 141266.9939 -99799.5589
Total P&L (%) 387.5094 262.0918 125.4176 41.4674 141.267 -99.7996
Avg Daily Profit (%) 0.2025 0.137 0.0655 0.0181 0.046 -0.3241
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129654 -81651 -132805 -625120 -318580 -349351
Profit Factor 1.3256 1.4685 1.1988 1.0152 1.1136 0.933
Total Trades 238 119 119 238 119 119
Winning Trades 142 69 73 142 69 73
Losing Trades 96 50 46 96 50 46
Profitability (%) 59.6639 57.9832 61.3445 59.6639 57.9832 61.3445
Ratio Avg Win / Avg Loss 0.8962 1.0642 0.7554 0.6863 0.8069 0.5879
Largest Winning Trade 35793 35793 33295 94046 78739 94046
Largest Losing Trade -65373 -34064 -65373 -252997 -145504 -252997
Avg Bars in Trades 31 28 34 31 28 34
Avg Bars in Winners 22 19 25 22 19 25
Avg Bars in Losers 44 41 48 44 41 48
Bars Traded 7518 3424 4094 7518 3424 4094
Profit Streak 47.2622 59.7622 47.2622 47.2622 59.7622 47.2622
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371325 -6538 -106255 -372136 -226167 -578127
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7654,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596024000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759623454588,
    "expiration_time": 1764560592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 81,
            "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": [
        [
            387509.4145005812,
            262091.7681354748,
            125417.6463651061,
            41467.4349617227,
            141266.9939108577,
            -99799.558949135
        ],
        [
            387.509415,
            262.091768,
            125.417646,
            41.467435,
            141.266994,
            -99.799559
        ],
        [
            0.202513,
            0.13697,
            0.065544,
            0.018131,
            0.046038,
            -0.324135
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129654,
            -81651,
            -132805,
            -625120,
            -318580,
            -349351
        ],
        [
            1.325585,
            1.468535,
            1.19882,
            1.015166,
            1.113565,
            0.933034
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            142,
            69,
            73,
            142,
            69,
            73
        ],
        [
            96,
            50,
            46,
            96,
            50,
            46
        ],
        [
            59.663866,
            57.983193,
            61.344538,
            59.663866,
            57.983193,
            61.344538
        ],
        [
            0.89617,
            1.064156,
            0.755421,
            0.686309,
            0.806931,
            0.587939
        ],
        [
            35793,
            35793,
            33295,
            94046,
            78739,
            94046
        ],
        [
            -65373,
            -34064,
            -65373,
            -252997,
            -145504,
            -252997
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            44,
            41,
            48,
            44,
            41,
            48
        ],
        [
            7518,
            3424,
            4094,
            7518,
            3424,
            4094
        ],
        [
            47.262206,
            59.762206,
            47.262206,
            47.262206,
            59.762206,
            47.262206
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371325,
            -6538,
            -106255,
            -372136,
            -226167,
            -578127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7654,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596024000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759623454588,
    "expiration_time": 1764560592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 81,
            "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)