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Trade: SNX/USDT/480/LINREG/HMA/9240

Strategy
SNX/USDT/480/LINREG/HMA/9240
Pair
SNX_USDT
Interval
8h
Score
604844
Daily Profit
0.159781
Profit Factor
3.865941
Profitability
78.048780
Streak
0.000000
Best Strategy
Training Data Length
1905.670000
Evaluation Time
2025-09-26 23:57
Expiration Time
2025-11-22 22:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 685591.5238 381100.754 304490.7697 12992116.2908 -2903733.691 15895849.9818
Total P&L (%) 685.5915 381.1008 304.4908 12992.1163 -2903.7337 15895.85
Avg Daily Profit (%) 0.3598 0.2 0.1598 0.2561 0 0.2667
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58531 -54819 -21199 -10947691 -12122574 -2945452
Profit Factor 2.9911 2.6007 3.8659 1.4529 0.8609 3.0335
Total Trades 83 42 41 83 42 41
Winning Trades 57 25 32 57 25 32
Losing Trades 26 17 9 26 17 9
Profitability (%) 68.6747 59.5238 78.0488 68.6747 59.5238 78.0488
Ratio Avg Win / Avg Loss 1.3643 1.7685 1.0873 0.6627 0.5854 0.8532
Largest Winning Trade 105105 105105 53303 7292891 3710141 7292891
Largest Losing Trade -31281 -31281 -21199 -6320614 -6320614 -2945452
Avg Bars in Trades 65 72 57 65 72 57
Avg Bars in Winners 68 75 62 68 75 62
Avg Bars in Losers 58 67 40 58 67 40
Bars Traded 5402 3039 2363 5402 3039 2363
Profit Streak 14.8729 110.5396 0 14.8729 110.5396 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 576489 533379 604844 355596 -578542 550659

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5717,
    "evaluation_days": 1905.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1601308800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758920221851,
    "expiration_time": 1763841888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 231,
            "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": [
        [
            685591.5237653157,
            381100.7540457852,
            304490.7697195302,
            12992116.29079918,
            -2903733.690986882,
            15895849.981786063
        ],
        [
            685.591524,
            381.100754,
            304.49077,
            12992.116291,
            -2903.733691,
            15895.849982
        ],
        [
            0.359764,
            0.199983,
            0.159781,
            0.256122,
            0,
            0.266661
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58531,
            -54819,
            -21199,
            -10947691,
            -12122574,
            -2945452
        ],
        [
            2.991074,
            2.600672,
            3.865941,
            1.45291,
            0.860858,
            3.033488
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            26,
            17,
            9,
            26,
            17,
            9
        ],
        [
            68.674699,
            59.52381,
            78.04878,
            68.674699,
            59.52381,
            78.04878
        ],
        [
            1.364349,
            1.768457,
            1.087296,
            0.662731,
            0.585383,
            0.853169
        ],
        [
            105105,
            105105,
            53303,
            7292891,
            3710141,
            7292891
        ],
        [
            -31281,
            -31281,
            -21199,
            -6320614,
            -6320614,
            -2945452
        ],
        [
            65,
            72,
            57,
            65,
            72,
            57
        ],
        [
            68,
            75,
            62,
            68,
            75,
            62
        ],
        [
            58,
            67,
            40,
            58,
            67,
            40
        ],
        [
            5402,
            3039,
            2363,
            5402,
            3039,
            2363
        ],
        [
            14.872938,
            110.539605,
            0,
            14.872938,
            110.539605,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            576489,
            533379,
            604844,
            355596,
            -578542,
            550659
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5717,
    "evaluation_days": 1905.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1601308800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758920221851,
    "expiration_time": 1763841888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 231,
            "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)