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Trade: SNX/USDT/720/BBM/PWMA/8151

Strategy
SNX/USDT/720/BBM/PWMA/8151
Pair
SNX_USDT
Interval
12h
Score
433286
Daily Profit
0.187310
Profit Factor
1.546460
Profitability
60.000000
Streak
58.363183
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-10-02 23:42
Expiration Time
2025-11-28 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358043.2467 241598.469 116444.7777 -330143.8138 108228.512 -438372.3258
Total P&L (%) 358.0432 241.5985 116.4448 -330.1438 108.2285 -438.3723
Avg Daily Profit (%) 0.1873 0.1264 0.0609 0 0.0384 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117347 -74905 -131056 -583429 -166477 -589662
Profit Factor 1.5465 1.9715 1.2864 0.7424 1.2702 0.5023
Total Trades 90 45 45 90 45 45
Winning Trades 54 25 29 39 23 16
Losing Trades 36 20 16 51 22 29
Profitability (%) 60 55.5556 64.4444 43.3333 51.1111 35.5556
Ratio Avg Win / Avg Loss 1.031 1.5772 0.7098 0.9708 1.215 0.9105
Largest Winning Trade 66432 66432 62254 116229 116229 99008
Largest Losing Trade -117347 -35863 -117347 -414572 -91863 -414572
Avg Bars in Trades 40 33 47 40 33 47
Avg Bars in Winners 37 27 46 42 38 47
Avg Bars in Losers 45 41 49 39 28 47
Bars Traded 3645 1512 2133 3645 1512 2133
Profit Streak 58.3632 99.3632 58.3632 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433286 -18793 -110748 -583130 -141522 -586329
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599566400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437779040,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 123,
            "offset": 0,
            "std": 3.83825
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 103,
            "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": [
        [
            358043.2467404847,
            241598.468992342,
            116444.777748143,
            -330143.8138381344,
            108228.5119672405,
            -438372.325805375
        ],
        [
            358.043247,
            241.598469,
            116.444778,
            -330.143814,
            108.228512,
            -438.372326
        ],
        [
            0.18731,
            0.126392,
            0.060918,
            0,
            0.038379,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117347,
            -74905,
            -131056,
            -583429,
            -166477,
            -589662
        ],
        [
            1.54646,
            1.9715,
            1.286444,
            0.742365,
            1.270188,
            0.502342
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            54,
            25,
            29,
            39,
            23,
            16
        ],
        [
            36,
            20,
            16,
            51,
            22,
            29
        ],
        [
            60,
            55.555556,
            64.444444,
            43.333333,
            51.111111,
            35.555556
        ],
        [
            1.030973,
            1.5772,
            0.709762,
            0.970785,
            1.214962,
            0.910495
        ],
        [
            66432,
            66432,
            62254,
            116229,
            116229,
            99008
        ],
        [
            -117347,
            -35863,
            -117347,
            -414572,
            -91863,
            -414572
        ],
        [
            40,
            33,
            47,
            40,
            33,
            47
        ],
        [
            37,
            27,
            46,
            42,
            38,
            47
        ],
        [
            45,
            41,
            49,
            39,
            28,
            47
        ],
        [
            3645,
            1512,
            2133,
            3645,
            1512,
            2133
        ],
        [
            58.363183,
            99.363183,
            58.363183,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433286,
            -18793,
            -110748,
            -583130,
            -141522,
            -586329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599566400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437779040,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 123,
            "offset": 0,
            "std": 3.83825
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 103,
            "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)