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Trade: SNX/USDT/720/HLC3/VWMA/6801

Strategy
SNX/USDT/720/HLC3/VWMA/6801
Pair
SNX_USDT
Interval
12h
Score
520618
Daily Profit
0.165374
Profit Factor
1.538098
Profitability
87.121212
Streak
71.802178
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-09-27 22:15
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 314789.4867 204174.06 110615.4267 -11481979.5026 -2950889.3864 -8531090.1162
Total P&L (%) 314.7895 204.1741 110.6154 -11481.9795 -2950.8894 -8531.0901
Avg Daily Profit (%) 0.1654 0.1073 0.0581 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -267096 -60984 -267096 -11555968 -4154363 -8571520
Profit Factor 1.5381 1.8197 1.3293 0.5158 0.7543 0.271
Total Trades 132 66 66 132 66 66
Winning Trades 115 56 59 22 13 9
Losing Trades 17 10 7 110 53 57
Profitability (%) 87.1212 84.8485 89.3939 16.6667 19.697 13.6364
Ratio Avg Win / Avg Loss 0.2274 0.325 0.1577 2.5788 3.0752 1.7163
Largest Winning Trade 35363 29553 35363 3615926 3615926 1920859
Largest Losing Trade -267096 -59430 -267096 -1264123 -1264123 -1077514
Avg Bars in Trades 26 35 18 26 35 18
Avg Bars in Winners 10 7 13 100 149 29
Avg Bars in Losers 139 193 63 12 7 16
Bars Traded 3542 2323 1219 3542 2323 1219
Profit Streak 71.8022 71.8022 130.3022 0 0 0
Trades During Streak 18 9 11 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520618 -167308 -234216 -643915 -755645 -782079
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": 1602460800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000508214,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 190,
            "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": [
        [
            314789.4867148592,
            204174.0600234527,
            110615.4266914063,
            -11481979.502559742,
            -2950889.386409512,
            -8531090.11615023
        ],
        [
            314.789487,
            204.17406,
            110.615427,
            -11481.979503,
            -2950.889386,
            -8531.090116
        ],
        [
            0.165374,
            0.107262,
            0.058112,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -267096,
            -60984,
            -267096,
            -11555968,
            -4154363,
            -8571520
        ],
        [
            1.538098,
            1.819747,
            1.329277,
            0.515766,
            0.754283,
            0.270992
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            115,
            56,
            59,
            22,
            13,
            9
        ],
        [
            17,
            10,
            7,
            110,
            53,
            57
        ],
        [
            87.121212,
            84.848485,
            89.393939,
            16.666667,
            19.69697,
            13.636364
        ],
        [
            0.227371,
            0.324955,
            0.157711,
            2.578828,
            3.075153,
            1.716282
        ],
        [
            35363,
            29553,
            35363,
            3615926,
            3615926,
            1920859
        ],
        [
            -267096,
            -59430,
            -267096,
            -1264123,
            -1264123,
            -1077514
        ],
        [
            26,
            35,
            18,
            26,
            35,
            18
        ],
        [
            10,
            7,
            13,
            100,
            149,
            29
        ],
        [
            139,
            193,
            63,
            12,
            7,
            16
        ],
        [
            3542,
            2323,
            1219,
            3542,
            2323,
            1219
        ],
        [
            71.802178,
            71.802178,
            130.302178,
            0,
            0,
            0
        ],
        [
            18,
            9,
            11,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520618,
            -167308,
            -234216,
            -643915,
            -755645,
            -782079
        ]
    ]
}
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": 1602460800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000508214,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 190,
            "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)