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Trade: SNX/USDT/60/DCL/DCM/5942

Strategy
SNX/USDT/60/DCL/DCM/5942
Pair
SNX_USDT
Interval
1h
Score
373180
Daily Profit
0.252945
Profit Factor
1.387746
Profitability
58.636364
Streak
16.810943
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-01 01:27
Expiration Time
2025-12-15 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263484.8047 174393.9932 89090.8116 242964.4414 74606.4883 168357.953
Total P&L (%) 263.4848 174.394 89.0908 242.9644 74.6065 168.358
Avg Daily Profit (%) 0.2529 0.1674 0.0855 0.1184 0.0535 0.0948
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175657 -154874 -66917 -1299234 -991149 -388056
Profit Factor 1.3877 1.3743 1.4171 1.0772 1.0347 1.1681
Total Trades 220 110 110 220 110 110
Winning Trades 129 63 66 129 63 66
Losing Trades 91 47 44 91 47 44
Profitability (%) 58.6364 57.2727 60 58.6364 57.2727 60
Ratio Avg Win / Avg Loss 0.979 1.0253 0.9447 0.7599 0.772 0.7788
Largest Winning Trade 59967 59967 19845 194768 194768 127337
Largest Losing Trade -43656 -43656 -17757 -390295 -390295 -183526
Avg Bars in Trades 111 191 31 111 191 31
Avg Bars in Winners 77 130 26 77 130 26
Avg Bars in Losers 160 272 40 160 272 40
Bars Traded 24578 21076 3502 24578 21076 3502
Profit Streak 16.8109 16.8109 19.0609 16.8109 16.8109 19.0609
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373180 328817 -77537 -168932 -304166 -101546
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669269600000,
    "first_datapoint_time": 1669860000000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759271265459,
    "expiration_time": 1765749600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "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": [
        [
            263484.8047376659,
            174393.9931576927,
            89090.8115799733,
            242964.4413543858,
            74606.4883152199,
            168357.9530391662
        ],
        [
            263.484805,
            174.393993,
            89.090812,
            242.964441,
            74.606488,
            168.357953
        ],
        [
            0.252945,
            0.167418,
            0.085527,
            0.118385,
            0.053521,
            0.094811
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175657,
            -154874,
            -66917,
            -1299234,
            -991149,
            -388056
        ],
        [
            1.387746,
            1.374298,
            1.417077,
            1.077165,
            1.034745,
            1.168126
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            129,
            63,
            66,
            129,
            63,
            66
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            58.636364,
            57.272727,
            60,
            58.636364,
            57.272727,
            60
        ],
        [
            0.978952,
            1.02527,
            0.944718,
            0.759861,
            0.771953,
            0.778751
        ],
        [
            59967,
            59967,
            19845,
            194768,
            194768,
            127337
        ],
        [
            -43656,
            -43656,
            -17757,
            -390295,
            -390295,
            -183526
        ],
        [
            111,
            191,
            31,
            111,
            191,
            31
        ],
        [
            77,
            130,
            26,
            77,
            130,
            26
        ],
        [
            160,
            272,
            40,
            160,
            272,
            40
        ],
        [
            24578,
            21076,
            3502,
            24578,
            21076,
            3502
        ],
        [
            16.810943,
            16.810943,
            19.060943,
            16.810943,
            16.810943,
            19.060943
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373180,
            328817,
            -77537,
            -168932,
            -304166,
            -101546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669269600000,
    "first_datapoint_time": 1669860000000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759271265459,
    "expiration_time": 1765749600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "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)