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Trade: SNX/USDT/720/MIDPOINT/JMA/2546

Strategy
SNX/USDT/720/MIDPOINT/JMA/2546
Pair
SNX_USDT
Interval
12h
Score
399623
Daily Profit
0.198031
Profit Factor
1.565717
Profitability
57.575758
Streak
25.136290
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-10-03 06:16
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 378634.8321 253399.2789 125235.5533 66655.2054 -153616.4392 220271.6446
Total P&L (%) 378.6348 253.3993 125.2356 66.6552 -153.6164 220.2716
Avg Daily Profit (%) 0.198 0.1325 0.0655 0.0267 0 0.0609
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171762 -78454 -128308 -1445397 -716376 -985539
Profit Factor 1.5657 1.8887 1.326 1.0229 0.8699 1.1277
Total Trades 99 50 49 99 50 49
Winning Trades 57 28 29 57 28 29
Losing Trades 42 22 20 42 22 20
Profitability (%) 57.5758 56 59.1837 57.5758 56 59.1837
Ratio Avg Win / Avg Loss 1.1537 1.484 0.9145 0.7537 0.6835 0.7777
Largest Winning Trade 115921 115921 46453 454895 136553 454895
Largest Losing Trade -70332 -39326 -70332 -564686 -346414 -564686
Avg Bars in Trades 36 25 46 36 25 46
Avg Bars in Winners 32 19 45 32 19 45
Avg Bars in Losers 40 33 48 40 33 48
Bars Traded 3570 1299 2271 3570 1299 2271
Profit Streak 25.1363 64.6363 0 25.1363 64.6363 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399623 -192064 -105610 -352581 -759218 -192034
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3824,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461375449,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 146,
            "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": [
        [
            378634.8321471469,
            253399.2788600664,
            125235.5532870806,
            66655.2053978181,
            -153616.4392128006,
            220271.6446106185
        ],
        [
            378.634832,
            253.399279,
            125.235553,
            66.655205,
            -153.616439,
            220.271645
        ],
        [
            0.198031,
            0.132531,
            0.0655,
            0.026717,
            0,
            0.060897
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171762,
            -78454,
            -128308,
            -1445397,
            -716376,
            -985539
        ],
        [
            1.565717,
            1.888663,
            1.326003,
            1.022937,
            0.869948,
            1.127712
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            57.575758,
            56,
            59.183673,
            57.575758,
            56,
            59.183673
        ],
        [
            1.153686,
            1.48395,
            0.914485,
            0.753743,
            0.683531,
            0.777732
        ],
        [
            115921,
            115921,
            46453,
            454895,
            136553,
            454895
        ],
        [
            -70332,
            -39326,
            -70332,
            -564686,
            -346414,
            -564686
        ],
        [
            36,
            25,
            46,
            36,
            25,
            46
        ],
        [
            32,
            19,
            45,
            32,
            19,
            45
        ],
        [
            40,
            33,
            48,
            40,
            33,
            48
        ],
        [
            3570,
            1299,
            2271,
            3570,
            1299,
            2271
        ],
        [
            25.13629,
            64.63629,
            0,
            25.13629,
            64.63629,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399623,
            -192064,
            -105610,
            -352581,
            -759218,
            -192034
        ]
    ]
}
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": 1600560000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461375449,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 146,
            "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)