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Trade: SNX/USDT/720/HLC3/MIDPRICE/2726

Strategy
SNX/USDT/720/HLC3/MIDPRICE/2726
Pair
SNX_USDT
Interval
12h
Score
605085
Daily Profit
0.272892
Profit Factor
2.414387
Profitability
84.000000
Streak
82.283283
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-10-10 09:47
Expiration Time
2025-12-06 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523678.9175 299301.9598 224376.9577 790031.9966 -779021.6414 1569053.638
Total P&L (%) 523.6789 299.302 224.377 790.032 -779.0216 1569.0536
Avg Daily Profit (%) 0.2729 0.156 0.1169 0.114 0 0.1468
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169172 -127076 -60273 -6330828 -4762962 -1997410
Profit Factor 2.4144 2.1182 3.1871 1.0756 0.8844 1.4228
Total Trades 100 50 50 100 50 50
Winning Trades 84 39 45 84 39 45
Losing Trades 16 11 5 16 11 5
Profitability (%) 84 78 90 84 78 90
Ratio Avg Win / Avg Loss 0.4599 0.5974 0.3541 0.2049 0.2494 0.1581
Largest Winning Trade 253047 253047 30422 554391 554391 475914
Largest Losing Trade -61434 -61434 -60273 -3953056 -3953056 -1997410
Avg Bars in Trades 35 53 16 35 53 16
Avg Bars in Winners 17 23 12 17 23 12
Avg Bars in Losers 127 161 51 127 161 51
Bars Traded 3536 2696 840 3536 2696 840
Profit Streak 82.2833 82.2833 142.7833 82.2833 82.2833 142.7833
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 605085 -166564 -207128 -173123 -755837 -171035
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078875634,
    "expiration_time": 1765028448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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": [
        [
            523678.9174921423,
            299301.9597600011,
            224376.9577321413,
            790031.9966069029,
            -779021.641412364,
            1569053.6380192665
        ],
        [
            523.678917,
            299.30196,
            224.376958,
            790.031997,
            -779.021641,
            1569.053638
        ],
        [
            0.272892,
            0.155968,
            0.116924,
            0.113983,
            0,
            0.14679
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169172,
            -127076,
            -60273,
            -6330828,
            -4762962,
            -1997410
        ],
        [
            2.414387,
            2.118223,
            3.187065,
            1.075598,
            0.884408,
            1.42281
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            16,
            11,
            5,
            16,
            11,
            5
        ],
        [
            84,
            78,
            90,
            84,
            78,
            90
        ],
        [
            0.459883,
            0.597447,
            0.354118,
            0.204876,
            0.249449,
            0.15809
        ],
        [
            253047,
            253047,
            30422,
            554391,
            554391,
            475914
        ],
        [
            -61434,
            -61434,
            -60273,
            -3953056,
            -3953056,
            -1997410
        ],
        [
            35,
            53,
            16,
            35,
            53,
            16
        ],
        [
            17,
            23,
            12,
            17,
            23,
            12
        ],
        [
            127,
            161,
            51,
            127,
            161,
            51
        ],
        [
            3536,
            2696,
            840,
            3536,
            2696,
            840
        ],
        [
            82.283283,
            82.283283,
            142.783283,
            82.283283,
            82.283283,
            142.783283
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            605085,
            -166564,
            -207128,
            -173123,
            -755837,
            -171035
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078875634,
    "expiration_time": 1765028448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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)