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Trade: SNX/USDT/720/KCB/PSAR/1235

Strategy
SNX/USDT/720/KCB/PSAR/1235
Pair
SNX_USDT
Interval
12h
Score
305301
Daily Profit
0.151188
Profit Factor
1.374567
Profitability
50.724638
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-06 23:57
Expiration Time
2025-12-03 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289600.5807 237271.9041 52328.6765 -47401.8454 93103.1938 -140505.0391
Total P&L (%) 289.6006 237.2719 52.3287 -47.4018 93.1032 -140.505
Avg Daily Profit (%) 0.1512 0.1239 0.0273 -0.0335 0.0344 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127944 -92122 -81673 -270564 -196797 -234403
Profit Factor 1.3746 1.5851 1.1423 0.969 1.1239 0.8199
Total Trades 138 69 69 138 69 69
Winning Trades 70 31 39 70 31 39
Losing Trades 68 38 30 68 38 30
Profitability (%) 50.7246 44.9275 56.5217 50.7246 44.9275 56.5217
Ratio Avg Win / Avg Loss 1.3353 1.943 0.8787 0.9414 1.3777 0.6307
Largest Winning Trade 235693 235693 53670 195970 195970 60689
Largest Losing Trade -81673 -26127 -81673 -234403 -64048 -234403
Avg Bars in Trades 26 19 32 26 19 32
Avg Bars in Winners 32 22 40 32 22 40
Avg Bars in Losers 19 17 23 19 17 23
Bars Traded 3616 1357 2259 3616 1357 2259
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 305301 -128363 -324006 -580040 -334878 -681612
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759784238962,
    "expiration_time": 1764716976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 182,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            289600.5806603807,
            237271.9041200628,
            52328.6765403176,
            -47401.8453739401,
            93103.1937568868,
            -140505.0391308267
        ],
        [
            289.600581,
            237.271904,
            52.328677,
            -47.401845,
            93.103194,
            -140.505039
        ],
        [
            0.151188,
            0.123869,
            0.027319,
            -0.033536,
            0.03436,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127944,
            -92122,
            -81673,
            -270564,
            -196797,
            -234403
        ],
        [
            1.374567,
            1.585064,
            1.142347,
            0.969047,
            1.123904,
            0.819871
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            68,
            38,
            30,
            68,
            38,
            30
        ],
        [
            50.724638,
            44.927536,
            56.521739,
            50.724638,
            44.927536,
            56.521739
        ],
        [
            1.335294,
            1.942982,
            0.878729,
            0.94136,
            1.377689,
            0.63067
        ],
        [
            235693,
            235693,
            53670,
            195970,
            195970,
            60689
        ],
        [
            -81673,
            -26127,
            -81673,
            -234403,
            -64048,
            -234403
        ],
        [
            26,
            19,
            32,
            26,
            19,
            32
        ],
        [
            32,
            22,
            40,
            32,
            22,
            40
        ],
        [
            19,
            17,
            23,
            19,
            17,
            23
        ],
        [
            3616,
            1357,
            2259,
            3616,
            1357,
            2259
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305301,
            -128363,
            -324006,
            -580040,
            -334878,
            -681612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759784238962,
    "expiration_time": 1764716976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 182,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)