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Trade: SNX/USDT/720/SUPERTREND/SSF/6678

Strategy
SNX/USDT/720/SUPERTREND/SSF/6678
Pair
SNX_USDT
Interval
12h
Score
343774
Daily Profit
0.162924
Profit Factor
1.352914
Profitability
64.615385
Streak
40.136729
Best Strategy
Training Data Length
1915.000000
Evaluation Time
2025-10-06 06:16
Expiration Time
2025-12-02 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311998.7157 256433.0524 55565.6633 -878309.8288 -592950.957 -285358.8718
Total P&L (%) 311.9987 256.4331 55.5657 -878.3098 -592.951 -285.3589
Avg Daily Profit (%) 0.1629 0.1339 0.029 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226368 -72800 -234245 -1571278 -898599 -1062544
Profit Factor 1.3529 1.8 1.0986 0.8255 0.7334 0.8984
Total Trades 130 65 65 130 65 65
Winning Trades 84 41 43 47 25 22
Losing Trades 46 24 22 83 40 43
Profitability (%) 64.6154 63.0769 66.1538 36.1538 38.4615 33.8462
Ratio Avg Win / Avg Loss 0.7409 1.0537 0.5621 1.4577 1.1734 1.7559
Largest Winning Trade 83769 83769 39944 1050674 259911 1050674
Largest Losing Trade -197634 -45710 -197634 -329359 -329359 -262831
Avg Bars in Trades 27 27 28 27 27 28
Avg Bars in Winners 21 17 23 36 40 32
Avg Bars in Losers 40 42 38 23 18 27
Bars Traded 3637 1759 1878 3637 1759 1878
Profit Streak 40.1367 40.1367 40.6367 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343774 -141118 -397569 -583873 -715278 -715962
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3830,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720613382,
    "expiration_time": 1764672480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 139,
            "offset": 0,
            "multiplier": 2.02553
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            311998.7156908014,
            256433.0524035392,
            55565.6632872624,
            -878309.8288025402,
            -592950.9569527672,
            -285358.871849773
        ],
        [
            311.998716,
            256.433052,
            55.565663,
            -878.309829,
            -592.950957,
            -285.358872
        ],
        [
            0.162924,
            0.133908,
            0.029016,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226368,
            -72800,
            -234245,
            -1571278,
            -898599,
            -1062544
        ],
        [
            1.352914,
            1.799993,
            1.098604,
            0.825468,
            0.733401,
            0.898386
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            84,
            41,
            43,
            47,
            25,
            22
        ],
        [
            46,
            24,
            22,
            83,
            40,
            43
        ],
        [
            64.615385,
            63.076923,
            66.153846,
            36.153846,
            38.461538,
            33.846154
        ],
        [
            0.740881,
            1.053655,
            0.562077,
            1.457742,
            1.173441,
            1.755935
        ],
        [
            83769,
            83769,
            39944,
            1050674,
            259911,
            1050674
        ],
        [
            -197634,
            -45710,
            -197634,
            -329359,
            -329359,
            -262831
        ],
        [
            27,
            27,
            28,
            27,
            27,
            28
        ],
        [
            21,
            17,
            23,
            36,
            40,
            32
        ],
        [
            40,
            42,
            38,
            23,
            18,
            27
        ],
        [
            3637,
            1759,
            1878,
            3637,
            1759,
            1878
        ],
        [
            40.136729,
            40.136729,
            40.636729,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343774,
            -141118,
            -397569,
            -583873,
            -715278,
            -715962
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3830,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720613382,
    "expiration_time": 1764672480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 139,
            "offset": 0,
            "multiplier": 2.02553
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 2
        }
    }
}

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)