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Trade: SNX/USDT/480/SINWMA/SINWMA/3498

Strategy
SNX/USDT/480/SINWMA/SINWMA/3498
Pair
SNX_USDT
Interval
8h
Score
371750
Daily Profit
0.194380
Profit Factor
1.566869
Profitability
56.179775
Streak
0.000000
Best Strategy
Training Data Length
1915.670000
Evaluation Time
2025-10-06 20:55
Expiration Time
2025-12-03 05:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372367.054 267606.7547 104760.2993 68217.4534 117379.6391 -49162.1857
Total P&L (%) 372.3671 267.6068 104.7603 68.2175 117.3796 -49.1622
Avg Daily Profit (%) 0.1944 0.1397 0.0547 0.0272 0.0405 -0.0353
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159856 -82687 -117778 -817844 -446797 -645223
Profit Factor 1.5669 1.9922 1.2706 1.0232 1.0975 0.9717
Total Trades 89 44 45 89 44 45
Winning Trades 50 22 28 50 22 28
Losing Trades 39 22 17 39 22 17
Profitability (%) 56.1798 50 62.2222 56.1798 50 62.2222
Ratio Avg Win / Avg Loss 1.2222 1.9922 0.7714 0.7981 1.0975 0.59
Largest Winning Trade 158889 158889 43487 261235 261235 156997
Largest Losing Trade -57147 -26973 -57147 -479340 -174665 -479340
Avg Bars in Trades 61 57 65 61 57 65
Avg Bars in Winners 67 56 75 67 56 75
Avg Bars in Losers 54 58 49 54 58 49
Bars Traded 5498 2534 2963 5498 2534 2963
Profit Streak 0 113.4138 0 0 113.4138 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371750 -1746 -120003 -352365 -251056 -579127
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5747,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1599379200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773353147,
    "expiration_time": 1764731808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 40,
            "offset": 93
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 178,
            "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": [
        [
            372367.0540183642,
            267606.7547452918,
            104760.2992730725,
            68217.4533700831,
            117379.639114822,
            -49162.185744739
        ],
        [
            372.367054,
            267.606755,
            104.760299,
            68.217453,
            117.379639,
            -49.162186
        ],
        [
            0.19438,
            0.139694,
            0.054686,
            0.027153,
            0.040541,
            -0.035309
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159856,
            -82687,
            -117778,
            -817844,
            -446797,
            -645223
        ],
        [
            1.566869,
            1.9922,
            1.270578,
            1.023192,
            1.09746,
            0.971697
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            56.179775,
            50,
            62.222222,
            56.179775,
            50,
            62.222222
        ],
        [
            1.222158,
            1.9922,
            0.771422,
            0.79809,
            1.09746,
            0.589959
        ],
        [
            158889,
            158889,
            43487,
            261235,
            261235,
            156997
        ],
        [
            -57147,
            -26973,
            -57147,
            -479340,
            -174665,
            -479340
        ],
        [
            61,
            57,
            65,
            61,
            57,
            65
        ],
        [
            67,
            56,
            75,
            67,
            56,
            75
        ],
        [
            54,
            58,
            49,
            54,
            58,
            49
        ],
        [
            5498,
            2534,
            2963,
            5498,
            2534,
            2963
        ],
        [
            0,
            113.413809,
            0,
            0,
            113.41381,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371750,
            -1746,
            -120003,
            -352365,
            -251056,
            -579127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5747,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1599379200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773353147,
    "expiration_time": 1764731808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 40,
            "offset": 93
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 178,
            "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)