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Trade: SNX/USDT/720/SINWMA/PSAR/1293

Strategy
SNX/USDT/720/SINWMA/PSAR/1293
Pair
SNX_USDT
Interval
12h
Score
323386
Daily Profit
0.157116
Profit Factor
1.501980
Profitability
50.909091
Streak
0.000000
Best Strategy
Training Data Length
1909.500000
Evaluation Time
2025-09-30 22:41
Expiration Time
2025-11-26 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300012.655 214941.038 85071.617 51395.7186 117557.5086 -66161.79
Total P&L (%) 300.0127 214.941 85.0716 51.3957 117.5575 -66.1618
Avg Daily Profit (%) 0.1571 0.1126 0.0446 0.0217 0.0407 -0.0567
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87459 -86222 -59004 -301027 -215916 -215211
Profit Factor 1.502 1.654 1.3162 1.0373 1.1651 0.9004
Total Trades 110 55 55 110 55 55
Winning Trades 56 27 29 56 27 29
Losing Trades 54 28 26 54 28 26
Profitability (%) 50.9091 49.0909 52.7273 50.9091 49.0909 52.7273
Ratio Avg Win / Avg Loss 1.4483 1.7153 1.1801 1.0003 1.2083 0.8073
Largest Winning Trade 236851 236851 47998 180564 180564 76161
Largest Losing Trade -49114 -34011 -49114 -146124 -73066 -146124
Avg Bars in Trades 32 25 39 32 25 39
Avg Bars in Winners 44 29 59 44 29 59
Avg Bars in Losers 19 22 16 19 22 16
Bars Traded 3558 1412 2146 3558 1412 2146
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 323386 -219719 -312922 -344130 -357548 -760479
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3819,
    "evaluation_days": 1909.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759261282869,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "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": [
        [
            300012.6549849559,
            214941.0380298289,
            85071.616955127,
            51395.7186029574,
            117557.5086155795,
            -66161.7900126221
        ],
        [
            300.012655,
            214.941038,
            85.071617,
            51.395719,
            117.557509,
            -66.16179
        ],
        [
            0.157116,
            0.112564,
            0.044552,
            0.021721,
            0.040715,
            -0.056731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87459,
            -86222,
            -59004,
            -301027,
            -215916,
            -215211
        ],
        [
            1.50198,
            1.654024,
            1.316234,
            1.037338,
            1.165118,
            0.900438
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            50.909091,
            49.090909,
            52.727273,
            50.909091,
            49.090909,
            52.727273
        ],
        [
            1.448338,
            1.715285,
            1.180072,
            1.000291,
            1.208271,
            0.807289
        ],
        [
            236851,
            236851,
            47998,
            180564,
            180564,
            76161
        ],
        [
            -49114,
            -34011,
            -49114,
            -146124,
            -73066,
            -146124
        ],
        [
            32,
            25,
            39,
            32,
            25,
            39
        ],
        [
            44,
            29,
            59,
            44,
            29,
            59
        ],
        [
            19,
            22,
            16,
            19,
            22,
            16
        ],
        [
            3558,
            1412,
            2146,
            3558,
            1412,
            2146
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323386,
            -219719,
            -312922,
            -344130,
            -357548,
            -760479
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3819,
    "evaluation_days": 1909.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759261282869,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "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)