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Trade: SNX/USDT/720/HWMA/ZLMA/6602

Strategy
SNX/USDT/720/HWMA/ZLMA/6602
Pair
SNX_USDT
Interval
12h
Score
579763
Daily Profit
0.515813
Profit Factor
1.867605
Profitability
60.077519
Streak
0.000000
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-10-03 15:31
Expiration Time
2025-11-29 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 986234.8846 597651.9609 388582.9237 42598763.8878 36986593.3434 5612170.5445
Total P&L (%) 986.2349 597.652 388.5829 42598.7639 36986.5933 5612.1705
Avg Daily Profit (%) 0.5158 0.3126 0.2032 0.3173 0.3099 0.2118
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121328 -78160 -85464 -123885510 -49860343 -107101527
Profit Factor 1.8676 2.1974 1.6094 1.1093 1.2217 1.0252
Total Trades 258 129 129 258 129 129
Winning Trades 155 72 83 155 72 83
Losing Trades 103 57 46 103 57 46
Profitability (%) 60.0775 55.814 64.3411 60.0775 55.814 64.3411
Ratio Avg Win / Avg Loss 1.2411 1.7396 0.892 0.7372 0.9672 0.5682
Largest Winning Trade 80362 80362 36171 33953887 33953887 17550991
Largest Losing Trade -63621 -33690 -63621 -74673317 -29022560 -74673317
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3694 1847 1847 3694 1847 1847
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 579763 504023 354325 -89984 278460 -184431
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3824,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759494674404,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.68375
        }
    },
    "second_band": {
        "type": "zlma",
        "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": [
        [
            986234.8846122527,
            597651.960939305,
            388582.9236729476,
            42598763.88784878,
            36986593.343362935,
            5612170.544485837
        ],
        [
            986.234885,
            597.651961,
            388.582924,
            42598.763888,
            36986.593343,
            5612.170544
        ],
        [
            0.515813,
            0.312579,
            0.203234,
            0.317278,
            0.309885,
            0.211792
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121328,
            -78160,
            -85464,
            -123885510,
            -49860343,
            -107101527
        ],
        [
            1.867605,
            2.197394,
            1.609442,
            1.109305,
            1.221679,
            1.025181
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            155,
            72,
            83,
            155,
            72,
            83
        ],
        [
            103,
            57,
            46,
            103,
            57,
            46
        ],
        [
            60.077519,
            55.813953,
            64.341085,
            60.077519,
            55.813953,
            64.341085
        ],
        [
            1.241054,
            1.739603,
            0.89198,
            0.737151,
            0.967163,
            0.568172
        ],
        [
            80362,
            80362,
            36171,
            33953887,
            33953887,
            17550991
        ],
        [
            -63621,
            -33690,
            -63621,
            -74673317,
            -29022560,
            -74673317
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3694,
            1847,
            1847,
            3694,
            1847,
            1847
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            579763,
            504023,
            354325,
            -89984,
            278460,
            -184431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3824,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759494674404,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.68375
        }
    },
    "second_band": {
        "type": "zlma",
        "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)