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Trade: SNX/USDT/720/BBL/KCL/3823

Strategy
SNX/USDT/720/BBL/KCL/3823
Pair
SNX_USDT
Interval
12h
Score
430534
Daily Profit
0.184878
Profit Factor
2.663931
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1920.500000
Evaluation Time
2025-10-12 02:17
Expiration Time
2025-12-08 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495397.8977 355057.778 140340.1196 131178.7593 -375746.6335 506925.3928
Total P&L (%) 495.3979 355.0578 140.3401 131.1788 -375.7466 506.9254
Avg Daily Profit (%) 0.258 0.1849 0.0731 0.0436 0 0.0939
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185521 -107310 -119246 -4849431 -3236973 -1934222
Profit Factor 1.8952 2.6639 1.4127 1.0175 0.9094 1.1521
Total Trades 67 33 34 67 33 34
Winning Trades 36 16 20 36 16 20
Losing Trades 31 17 14 31 17 14
Profitability (%) 53.7313 48.4848 58.8235 53.7313 48.4848 58.8235
Ratio Avg Win / Avg Loss 1.6319 2.8304 0.9889 0.8762 0.9663 0.8064
Largest Winning Trade 169486 169486 59556 1622045 1622045 993423
Largest Losing Trade -80510 -38310 -80510 -1946397 -1946397 -955014
Avg Bars in Trades 55 56 53 55 56 53
Avg Bars in Winners 63 64 62 63 64 62
Avg Bars in Losers 45 49 40 45 49 40
Bars Traded 3698 1877 1821 3698 1877 1821
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108801 430534 -95140 -458037 -581392 -120951
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598313600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760224677876,
    "expiration_time": 1765161936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 86,
            "offset": 0,
            "std": 2.05372
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 94,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            495397.8976678161,
            355057.7780179385,
            140340.1196498778,
            131178.7593037359,
            -375746.6334695994,
            506925.3927733355
        ],
        [
            495.397898,
            355.057778,
            140.34012,
            131.178759,
            -375.746633,
            506.925393
        ],
        [
            0.257953,
            0.184878,
            0.073075,
            0.043645,
            0,
            0.093938
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185521,
            -107310,
            -119246,
            -4849431,
            -3236973,
            -1934222
        ],
        [
            1.895152,
            2.663931,
            1.412718,
            1.017532,
            0.909418,
            1.15205
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            53.731343,
            48.484848,
            58.823529,
            53.731343,
            48.484848,
            58.823529
        ],
        [
            1.631936,
            2.830427,
            0.988903,
            0.876209,
            0.966256,
            0.806435
        ],
        [
            169486,
            169486,
            59556,
            1622045,
            1622045,
            993423
        ],
        [
            -80510,
            -38310,
            -80510,
            -1946397,
            -1946397,
            -955014
        ],
        [
            55,
            56,
            53,
            55,
            56,
            53
        ],
        [
            63,
            64,
            62,
            63,
            64,
            62
        ],
        [
            45,
            49,
            40,
            45,
            49,
            40
        ],
        [
            3698,
            1877,
            1821,
            3698,
            1877,
            1821
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108801,
            430534,
            -95140,
            -458037,
            -581392,
            -120951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598313600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760224677876,
    "expiration_time": 1765161936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 86,
            "offset": 0,
            "std": 2.05372
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 94,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)