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Trade: SNX/USDT/720/HMA/PWMA/5676

Strategy
SNX/USDT/720/HMA/PWMA/5676
Pair
SNX_USDT
Interval
12h
Score
322813
Daily Profit
0.161718
Profit Factor
1.473143
Profitability
52.325581
Streak
0.000000
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-06 00:15
Expiration Time
2025-12-02 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309609.4934 248041.5378 61567.9556 247.6835 -75797.4562 76045.1397
Total P&L (%) 309.6095 248.0415 61.568 0.2477 -75.7975 76.0451
Avg Daily Profit (%) 0.1617 0.1296 0.0322 0.0001 -0.0741 0.0295
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135281 -103111 -86652 -783868 -735715 -265786
Profit Factor 1.4731 1.6594 1.2213 1.0001 0.9452 1.093
Total Trades 86 43 43 86 43 43
Winning Trades 45 23 22 45 23 22
Losing Trades 41 20 21 41 20 21
Profitability (%) 52.3256 53.4884 51.1628 52.3256 53.4884 51.1628
Ratio Avg Win / Avg Loss 1.3422 1.443 1.1658 0.9112 0.8219 1.0433
Largest Winning Trade 179830 179830 52321 332377 332377 176222
Largest Losing Trade -64074 -35879 -64074 -298238 -298238 -178797
Avg Bars in Trades 41 47 35 41 47 35
Avg Bars in Winners 50 52 48 50 52 48
Avg Bars in Losers 31 42 21 31 42 21
Bars Traded 3567 2049 1518 3567 2049 1518
Profit Streak 0 28.386 0 0 28.386 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322813 -16985 -150685 -579950 -579734 -271468
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1604923200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759698952822,
    "expiration_time": 1764627984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "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": [
        [
            309609.4934124845,
            248041.5377649994,
            61567.9556474848,
            247.6834668622,
            -75797.4562341626,
            76045.1397010249
        ],
        [
            309.609493,
            248.041538,
            61.567956,
            0.247683,
            -75.797456,
            76.04514
        ],
        [
            0.161718,
            0.129559,
            0.032159,
            0.000129,
            -0.074076,
            0.029546
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135281,
            -103111,
            -86652,
            -783868,
            -735715,
            -265786
        ],
        [
            1.473143,
            1.65943,
            1.22129,
            1.000113,
            0.945176,
            1.092972
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            52.325581,
            53.488372,
            51.162791,
            52.325581,
            53.488372,
            51.162791
        ],
        [
            1.342197,
            1.442983,
            1.165777,
            0.911214,
            0.821892,
            1.043291
        ],
        [
            179830,
            179830,
            52321,
            332377,
            332377,
            176222
        ],
        [
            -64074,
            -35879,
            -64074,
            -298238,
            -298238,
            -178797
        ],
        [
            41,
            47,
            35,
            41,
            47,
            35
        ],
        [
            50,
            52,
            48,
            50,
            52,
            48
        ],
        [
            31,
            42,
            21,
            31,
            42,
            21
        ],
        [
            3567,
            2049,
            1518,
            3567,
            2049,
            1518
        ],
        [
            0,
            28.386028,
            0,
            0,
            28.386028,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322813,
            -16985,
            -150685,
            -579950,
            -579734,
            -271468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1604923200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759698952822,
    "expiration_time": 1764627984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "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)