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Trade: SNX/USDT/720/BBM/WMA/2935

Strategy
SNX/USDT/720/BBM/WMA/2935
Pair
SNX_USDT
Interval
12h
Score
341142
Daily Profit
0.164306
Profit Factor
2.078987
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-06 19:23
Expiration Time
2025-12-03 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 471429.6533 314727.4417 156702.2116 592609.8303 -565976.4202 1158586.2505
Total P&L (%) 471.4297 314.7274 156.7022 592.6098 -565.9764 1158.5863
Avg Daily Profit (%) 0.2461 0.1643 0.0818 0.1011 0 0.1323
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105748 -73582 -60230 -2606705 -1965732 -1048937
Profit Factor 1.9999 2.079 1.8717 1.1021 0.856 1.6176
Total Trades 66 33 33 66 33 33
Winning Trades 37 15 22 37 15 22
Losing Trades 29 18 11 29 18 11
Profitability (%) 56.0606 45.4545 66.6667 56.0606 45.4545 66.6667
Ratio Avg Win / Avg Loss 1.5675 2.4948 0.9358 0.8638 1.0272 0.8088
Largest Winning Trade 197399 197399 58886 836237 836237 749401
Largest Losing Trade -60230 -34697 -60230 -1144765 -1144765 -1048937
Avg Bars in Trades 54 61 47 54 61 47
Avg Bars in Winners 67 77 60 67 77 60
Avg Bars in Losers 38 48 22 38 48 22
Bars Traded 3612 2037 1575 3612 2037 1575
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 -115898 341142 -80819 -295255 -580903 -13566
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759767791163,
    "expiration_time": 1764716976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 98,
            "offset": 0,
            "std": 3.35352
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "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": [
        [
            471429.6533430399,
            314727.4417261729,
            156702.2116168672,
            592609.8303376932,
            -565976.4201920033,
            1158586.2505296972
        ],
        [
            471.429653,
            314.727442,
            156.702212,
            592.60983,
            -565.97642,
            1158.586251
        ],
        [
            0.246113,
            0.164306,
            0.081807,
            0.101085,
            0,
            0.132302
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105748,
            -73582,
            -60230,
            -2606705,
            -1965732,
            -1048937
        ],
        [
            1.999928,
            2.078987,
            1.871654,
            1.102057,
            0.856009,
            1.617578
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            29,
            18,
            11,
            29,
            18,
            11
        ],
        [
            56.060606,
            45.454545,
            66.666667,
            56.060606,
            45.454545,
            66.666667
        ],
        [
            1.567511,
            2.494784,
            0.935827,
            0.863775,
            1.02721,
            0.808789
        ],
        [
            197399,
            197399,
            58886,
            836237,
            836237,
            749401
        ],
        [
            -60230,
            -34697,
            -60230,
            -1144765,
            -1144765,
            -1048937
        ],
        [
            54,
            61,
            47,
            54,
            61,
            47
        ],
        [
            67,
            77,
            60,
            67,
            77,
            60
        ],
        [
            38,
            48,
            22,
            38,
            48,
            22
        ],
        [
            3612,
            2037,
            1575,
            3612,
            2037,
            1575
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115898,
            341142,
            -80819,
            -295255,
            -580903,
            -13566
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759767791163,
    "expiration_time": 1764716976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 98,
            "offset": 0,
            "std": 3.35352
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "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)