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Trade: SNX/USDT/720/FWMA/FWMA/4872

Strategy
SNX/USDT/720/FWMA/FWMA/4872
Pair
SNX_USDT
Interval
12h
Score
455065
Daily Profit
0.269365
Profit Factor
3.369024
Profitability
41.379310
Streak
210.551553
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-09-27 04:14
Expiration Time
2025-11-20 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599454.8087 512735.9046 86718.9041 -22701.6941 -432350.7744 409649.0803
Total P&L (%) 599.4548 512.7359 86.7189 -22.7017 -432.3508 409.6491
Avg Daily Profit (%) 0.3149 0.2694 0.0456 -0.0135 0 0.0856
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222413 -151290 -102282 -1583779 -1256790 -433581
Profit Factor 2.4158 3.369 1.419 0.9912 0.7139 1.3802
Total Trades 59 29 30 59 29 30
Winning Trades 30 12 18 30 12 18
Losing Trades 29 17 12 29 17 12
Profitability (%) 50.8475 41.3793 60 50.8475 41.3793 60
Ratio Avg Win / Avg Loss 2.3352 4.7728 0.946 0.9582 1.0114 0.9201
Largest Winning Trade 661648 661648 47234 770367 770367 482546
Largest Losing Trade -73491 -49098 -73491 -529680 -529680 -282037
Avg Bars in Trades 58 55 60 58 55 60
Avg Bars in Winners 64 67 62 64 67 62
Avg Bars in Losers 51 47 57 51 47 57
Bars Traded 3442 1617 1825 3442 1617 1825
Profit Streak 210.5516 210.5516 248.5516 210.5516 210.5516 248.5516
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164358 455065 -130293 -758758 -581543 -77151
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935654182,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 185,
            "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": [
        [
            599454.8086852761,
            512735.9045567014,
            86718.9041285749,
            -22701.6941377197,
            -432350.7744056776,
            409649.0802679579
        ],
        [
            599.454809,
            512.735905,
            86.718904,
            -22.701694,
            -432.350774,
            409.64908
        ],
        [
            0.314922,
            0.269365,
            0.045558,
            -0.013527,
            0,
            0.085592
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222413,
            -151290,
            -102282,
            -1583779,
            -1256790,
            -433581
        ],
        [
            2.415767,
            3.369024,
            1.418973,
            0.99123,
            0.713907,
            1.380205
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            50.847458,
            41.37931,
            60,
            50.847458,
            41.37931,
            60
        ],
        [
            2.335242,
            4.772784,
            0.945982,
            0.958189,
            1.011369,
            0.920137
        ],
        [
            661648,
            661648,
            47234,
            770367,
            770367,
            482546
        ],
        [
            -73491,
            -49098,
            -73491,
            -529680,
            -529680,
            -282037
        ],
        [
            58,
            55,
            60,
            58,
            55,
            60
        ],
        [
            64,
            67,
            62,
            64,
            67,
            62
        ],
        [
            51,
            47,
            57,
            51,
            47,
            57
        ],
        [
            3442,
            1617,
            1825,
            3442,
            1617,
            1825
        ],
        [
            210.551553,
            210.551553,
            248.551553,
            210.551553,
            210.551553,
            248.551553
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164358,
            455065,
            -130293,
            -758758,
            -581543,
            -77151
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935654182,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 185,
            "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)