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Trade: SNX/USDT/720/EMA/SWMA/1970

Strategy
SNX/USDT/720/EMA/SWMA/1970
Pair
SNX_USDT
Interval
12h
Score
303622
Daily Profit
0.159122
Profit Factor
1.806595
Profitability
41.666667
Streak
58.863220
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-10-02 23:43
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 321428.5902 304160.9238 17267.6664 -57877.745 31591.5016 -89469.2467
Total P&L (%) 321.4286 304.1609 17.2677 -57.8777 31.5915 -89.4692
Avg Daily Profit (%) 0.1682 0.1591 0.009 -0.0452 0.0144 -0.1177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174643 -135189 -79534 -501569 -396741 -133168
Profit Factor 1.4601 1.8066 1.0537 0.9441 1.0526 0.7941
Total Trades 73 36 37 73 36 37
Winning Trades 31 15 16 31 15 16
Losing Trades 42 21 21 42 21 21
Profitability (%) 42.4658 41.6667 43.2432 42.4658 41.6667 43.2432
Ratio Avg Win / Avg Loss 1.9782 2.5292 1.383 1.2791 1.4737 1.0422
Largest Winning Trade 359834 359834 67678 415239 415239 62355
Largest Losing Trade -40265 -36992 -40265 -115307 -115307 -99796
Avg Bars in Trades 50 40 60 50 40 60
Avg Bars in Winners 69 59 78 69 59 78
Avg Bars in Losers 36 26 46 36 26 46
Bars Traded 3686 1443 2243 3686 1443 2243
Profit Streak 0 58.8632 0 0 58.8632 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 -69685 303622 -353540 -658318 -341547 -581733
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": 1597536000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437782202,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "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": [
        [
            321428.5902127364,
            304160.9238401901,
            17267.6663725464,
            -57877.745024461,
            31591.5016274789,
            -89469.2466519399
        ],
        [
            321.42859,
            304.160924,
            17.267666,
            -57.877745,
            31.591502,
            -89.469247
        ],
        [
            0.168155,
            0.159122,
            0.009034,
            -0.045221,
            0.014363,
            -0.117685
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174643,
            -135189,
            -79534,
            -501569,
            -396741,
            -133168
        ],
        [
            1.460107,
            1.806595,
            1.053709,
            0.94408,
            1.052609,
            0.794094
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            42.465753,
            41.666667,
            43.243243,
            42.465753,
            41.666667,
            43.243243
        ],
        [
            1.978209,
            2.529233,
            1.382993,
            1.279076,
            1.473653,
            1.042248
        ],
        [
            359834,
            359834,
            67678,
            415239,
            415239,
            62355
        ],
        [
            -40265,
            -36992,
            -40265,
            -115307,
            -115307,
            -99796
        ],
        [
            50,
            40,
            60,
            50,
            40,
            60
        ],
        [
            69,
            59,
            78,
            69,
            59,
            78
        ],
        [
            36,
            26,
            46,
            36,
            26,
            46
        ],
        [
            3686,
            1443,
            2243,
            3686,
            1443,
            2243
        ],
        [
            0,
            58.86322,
            0,
            0,
            58.86322,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69685,
            303622,
            -353540,
            -658318,
            -341547,
            -581733
        ]
    ]
}
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": 1597536000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437782202,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "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)