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Trade: SNX/USDT/720/HL2/HWMA/4792

Strategy
SNX/USDT/720/HL2/HWMA/4792
Pair
SNX_USDT
Interval
12h
Score
436132
Daily Profit
0.310729
Profit Factor
1.328077
Profitability
50.203252
Streak
0.000000
Best Strategy
Training Data Length
1909.500000
Evaluation Time
2025-10-01 01:29
Expiration Time
2025-11-26 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 593337.3955 425756.7629 167580.6325 131541.9556 1073791.6606 -942249.705
Total P&L (%) 593.3374 425.7568 167.5806 131.542 1073.7917 -942.2497
Avg Daily Profit (%) 0.3107 0.223 0.0878 0.044 0.1291 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195091 -105092 -138360 -1389678 -409967 -1339470
Profit Factor 1.3281 1.5132 1.1712 1.0267 1.5769 0.6932
Total Trades 492 246 246 492 246 246
Winning Trades 247 117 130 247 117 130
Losing Trades 245 129 116 245 129 116
Profitability (%) 50.2033 47.561 52.8455 50.2033 47.561 52.8455
Ratio Avg Win / Avg Loss 1.3173 1.6684 1.0451 1.0184 1.7386 0.6185
Largest Winning Trade 76073 76073 38548 513735 513735 146561
Largest Losing Trade -92043 -35829 -92043 -742261 -141695 -742261
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3806 1905 1901 3806 1905 1901
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 436132 373540 -106631 -322483 -17360 -579399
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3819,
    "evaluation_days": 1909.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594296000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759271387877,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55749,
            "nb": 0.1,
            "nc": 0.82924
        }
    }
}
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": [
        [
            593337.3954666324,
            425756.7629459454,
            167580.6325206874,
            131541.95557157,
            1073791.660597307,
            -942249.7050257372
        ],
        [
            593.337395,
            425.756763,
            167.580633,
            131.541956,
            1073.791661,
            -942.249705
        ],
        [
            0.310729,
            0.222968,
            0.087762,
            0.043979,
            0.129061,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195091,
            -105092,
            -138360,
            -1389678,
            -409967,
            -1339470
        ],
        [
            1.328077,
            1.513201,
            1.171189,
            1.026669,
            1.576884,
            0.693178
        ],
        [
            492,
            246,
            246,
            492,
            246,
            246
        ],
        [
            247,
            117,
            130,
            247,
            117,
            130
        ],
        [
            245,
            129,
            116,
            245,
            129,
            116
        ],
        [
            50.203252,
            47.560976,
            52.845528,
            50.203252,
            47.560976,
            52.845528
        ],
        [
            1.317323,
            1.668401,
            1.045061,
            1.018356,
            1.738616,
            0.618528
        ],
        [
            76073,
            76073,
            38548,
            513735,
            513735,
            146561
        ],
        [
            -92043,
            -35829,
            -92043,
            -742261,
            -141695,
            -742261
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3806,
            1905,
            1901,
            3806,
            1905,
            1901
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436132,
            373540,
            -106631,
            -322483,
            -17360,
            -579399
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3819,
    "evaluation_days": 1909.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594296000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759271387877,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55749,
            "nb": 0.1,
            "nc": 0.82924
        }
    }
}

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)