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Trade: SNX/USDT/480/HWMA/WMA/4291

Strategy
SNX/USDT/480/HWMA/WMA/4291
Pair
SNX_USDT
Interval
8h
Score
428393
Daily Profit
0.241594
Profit Factor
1.855890
Profitability
50.375940
Streak
0.000000
Best Strategy
Training Data Length
1920.670000
Evaluation Time
2025-10-11 20:23
Expiration Time
2025-12-08 08:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464022.6922 303186.5434 160836.1488 450934.0627 -236731.8794 687665.9421
Total P&L (%) 464.0227 303.1865 160.8361 450.9341 -236.7319 687.6659
Avg Daily Profit (%) 0.2416 0.1579 0.0837 0.0889 0 0.1075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74837 -93186 -54633 -628873 -804377 -371042
Profit Factor 1.8559 2.0899 1.6093 1.1377 0.8625 1.443
Total Trades 133 66 67 133 66 67
Winning Trades 67 31 36 67 31 36
Losing Trades 66 35 31 66 35 31
Profitability (%) 50.3759 46.9697 53.7313 50.3759 46.9697 53.7313
Ratio Avg Win / Avg Loss 1.8282 2.3596 1.3858 1.1207 0.9738 1.2426
Largest Winning Trade 311718 311718 50038 302839 224761 302839
Largest Losing Trade -29254 -29254 -28447 -266592 -265642 -266592
Avg Bars in Trades 41 33 48 41 33 48
Avg Bars in Winners 57 50 64 57 50 64
Avg Bars in Losers 23 19 28 23 19 28
Bars Traded 5454 2235 3219 5454 2235 3219
Profit Streak 0 71.3915 0 0 71.3915 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428393 -113025 -195414 -142926 -705037 -164275
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5762,
    "evaluation_days": 1920.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598256000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203423771,
    "expiration_time": 1765176768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 138,
            "na": 0.82467,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 27,
            "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": [
        [
            464022.6921733234,
            303186.5433787702,
            160836.1487945532,
            450934.0626953151,
            -236731.8794044286,
            687665.9420997433
        ],
        [
            464.022692,
            303.186543,
            160.836149,
            450.934063,
            -236.731879,
            687.665942
        ],
        [
            0.241594,
            0.157855,
            0.08374,
            0.088886,
            0,
            0.107515
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74837,
            -93186,
            -54633,
            -628873,
            -804377,
            -371042
        ],
        [
            1.85589,
            2.089948,
            1.60926,
            1.137719,
            0.862533,
            1.443026
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            50.37594,
            46.969697,
            53.731343,
            50.37594,
            46.969697,
            53.731343
        ],
        [
            1.82819,
            2.359619,
            1.385752,
            1.120738,
            0.973827,
            1.242606
        ],
        [
            311718,
            311718,
            50038,
            302839,
            224761,
            302839
        ],
        [
            -29254,
            -29254,
            -28447,
            -266592,
            -265642,
            -266592
        ],
        [
            41,
            33,
            48,
            41,
            33,
            48
        ],
        [
            57,
            50,
            64,
            57,
            50,
            64
        ],
        [
            23,
            19,
            28,
            23,
            19,
            28
        ],
        [
            5454,
            2235,
            3219,
            5454,
            2235,
            3219
        ],
        [
            0,
            71.391479,
            0,
            0,
            71.391479,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428393,
            -113025,
            -195414,
            -142926,
            -705037,
            -164275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5762,
    "evaluation_days": 1920.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598256000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203423771,
    "expiration_time": 1765176768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 138,
            "na": 0.82467,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 27,
            "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)