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Trade: SNX/USDT/480/PWMA/T3/5181

Strategy
SNX/USDT/480/PWMA/T3/5181
Pair
SNX_USDT
Interval
8h
Score
319681
Daily Profit
0.181273
Profit Factor
1.529130
Profitability
43.820225
Streak
48.411561
Best Strategy
Training Data Length
1911.330000
Evaluation Time
2025-10-02 12:52
Expiration Time
2025-11-28 18:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346471.93 265391.6494 81080.2806 1438.1646 85333.148 -83894.9834
Total P&L (%) 346.4719 265.3916 81.0803 1.4382 85.3331 -83.895
Avg Daily Profit (%) 0.1813 0.1389 0.0424 0.0007 0.0323 -0.0955
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186470 -169378 -91425 -628457 -474130 -202272
Profit Factor 1.5291 1.744 1.272 1.0011 1.1172 0.8449
Total Trades 89 44 45 89 44 45
Winning Trades 39 17 22 39 17 22
Losing Trades 50 27 23 50 27 23
Profitability (%) 43.8202 38.6364 48.8889 43.8202 38.6364 48.8889
Ratio Avg Win / Avg Loss 1.9604 2.7698 1.3298 1.2835 1.7744 0.8833
Largest Winning Trade 323753 323753 59121 516028 516028 84137
Largest Losing Trade -42939 -32048 -42939 -114329 -102864 -114329
Avg Bars in Trades 61 56 67 61 56 67
Avg Bars in Winners 87 92 83 87 92 83
Avg Bars in Losers 41 33 51 41 33 51
Bars Traded 5504 2477 3027 5504 2477 3027
Profit Streak 48.4116 127.7449 48.4116 48.4116 127.7449 48.4116
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319681 -7765 -136136 -578045 -243619 -580582
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5734,
    "evaluation_days": 1911.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1597305600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759398758897,
    "expiration_time": 1764346176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 19,
            "offset": 0,
            "a": 0.44085
        }
    }
}
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": [
        [
            346471.9300378117,
            265391.6494199392,
            81080.2806178727,
            1438.1646492672,
            85333.1480088724,
            -83894.9833596052
        ],
        [
            346.47193,
            265.391649,
            81.080281,
            1.438165,
            85.333148,
            -83.894983
        ],
        [
            0.181273,
            0.138852,
            0.042421,
            0.000747,
            0.032286,
            -0.095492
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186470,
            -169378,
            -91425,
            -628457,
            -474130,
            -202272
        ],
        [
            1.52913,
            1.743963,
            1.272019,
            1.001133,
            1.117233,
            0.844924
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            43.820225,
            38.636364,
            48.888889,
            43.820225,
            38.636364,
            48.888889
        ],
        [
            1.960423,
            2.769823,
            1.329838,
            1.283504,
            1.77443,
            0.883329
        ],
        [
            323753,
            323753,
            59121,
            516028,
            516028,
            84137
        ],
        [
            -42939,
            -32048,
            -42939,
            -114329,
            -102864,
            -114329
        ],
        [
            61,
            56,
            67,
            61,
            56,
            67
        ],
        [
            87,
            92,
            83,
            87,
            92,
            83
        ],
        [
            41,
            33,
            51,
            41,
            33,
            51
        ],
        [
            5504,
            2477,
            3027,
            5504,
            2477,
            3027
        ],
        [
            48.411561,
            127.744895,
            48.411561,
            48.411561,
            127.744895,
            48.411561
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319681,
            -7765,
            -136136,
            -578045,
            -243619,
            -580582
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5734,
    "evaluation_days": 1911.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1597305600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759398758897,
    "expiration_time": 1764346176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 19,
            "offset": 0,
            "a": 0.44085
        }
    }
}

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)