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Trade: SNX/USDT/720/HWMA/SINWMA/3338

Strategy
SNX/USDT/720/HWMA/SINWMA/3338
Pair
SNX_USDT
Interval
12h
Score
300872
Daily Profit
0.155371
Profit Factor
1.321370
Profitability
60.693642
Streak
0.000000
Best Strategy
Training Data Length
1920.000000
Evaluation Time
2025-10-11 05:01
Expiration Time
2025-12-07 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298312.3833 203515.7959 94796.5875 -2446797.5171 1152448.7111 -3599246.2282
Total P&L (%) 298.3124 203.5158 94.7966 -2446.7975 1152.4487 -3599.2462
Avg Daily Profit (%) 0.1554 0.106 0.0494 0 0.1317 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222986 -68984 -222986 -13710638 -4751682 -10480211
Profit Factor 1.3214 1.4847 1.1865 0.9368 1.0621 0.8215
Total Trades 173 87 86 173 87 86
Winning Trades 105 49 56 74 42 32
Losing Trades 68 38 30 99 45 54
Profitability (%) 60.6936 56.3218 65.1163 42.7746 48.2759 37.2093
Ratio Avg Win / Avg Loss 0.8557 1.1514 0.6356 1.2533 1.138 1.3862
Largest Winning Trade 38234 38234 36406 4970312 2662026 4970312
Largest Losing Trade -222986 -53742 -222986 -1977330 -1977330 -1940047
Avg Bars in Trades 21 24 18 21 24 18
Avg Bars in Winners 12 13 12 31 35 25
Avg Bars in Losers 34 38 30 14 13 14
Bars Traded 3689 2088 1602 3689 2088 1602
Profit Streak 0 0 0 38.5844 48.5844 38.5844
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300872 -49487 -141871 -579306 -168644 -583585
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3840,
    "evaluation_days": 1920,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760148093709,
    "expiration_time": 1765117440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.0955,
            "nb": 0.58598,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "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": [
        [
            298312.3833400467,
            203515.795875653,
            94796.5874643939,
            -2446797.5170568936,
            1152448.7110981334,
            -3599246.2281550257
        ],
        [
            298.312383,
            203.515796,
            94.796587,
            -2446.797517,
            1152.448711,
            -3599.246228
        ],
        [
            0.155371,
            0.105998,
            0.049373,
            0,
            0.131737,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222986,
            -68984,
            -222986,
            -13710638,
            -4751682,
            -10480211
        ],
        [
            1.32137,
            1.484732,
            1.186461,
            0.93679,
            1.062134,
            0.821478
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            105,
            49,
            56,
            74,
            42,
            32
        ],
        [
            68,
            38,
            30,
            99,
            45,
            54
        ],
        [
            60.693642,
            56.321839,
            65.116279,
            42.774566,
            48.275862,
            37.209302
        ],
        [
            0.855745,
            1.151425,
            0.635604,
            1.253273,
            1.138001,
            1.386245
        ],
        [
            38234,
            38234,
            36406,
            4970312,
            2662026,
            4970312
        ],
        [
            -222986,
            -53742,
            -222986,
            -1977330,
            -1977330,
            -1940047
        ],
        [
            21,
            24,
            18,
            21,
            24,
            18
        ],
        [
            12,
            13,
            12,
            31,
            35,
            25
        ],
        [
            34,
            38,
            30,
            14,
            13,
            14
        ],
        [
            3689,
            2088,
            1602,
            3689,
            2088,
            1602
        ],
        [
            0,
            0,
            0,
            38.584418,
            48.584418,
            38.584418
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300872,
            -49487,
            -141871,
            -579306,
            -168644,
            -583585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3840,
    "evaluation_days": 1920,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760148093709,
    "expiration_time": 1765117440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.0955,
            "nb": 0.58598,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "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)