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Trade: SNX/USDT/720/SWMA/SUPERTREND/9135

Strategy
SNX/USDT/720/SWMA/SUPERTREND/9135
Pair
SNX_USDT
Interval
12h
Score
374314
Daily Profit
0.202734
Profit Factor
1.423409
Profitability
51.818182
Streak
63.753189
Best Strategy
Training Data Length
1909.500000
Evaluation Time
2025-09-30 21:04
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 387121.3335 310074.8464 77046.487 -89744.8327 -36738.3499 -53006.4828
Total P&L (%) 387.1213 310.0748 77.0465 -89.7448 -36.7384 -53.0065
Avg Daily Profit (%) 0.2027 0.1624 0.0403 -0.1192 -0.024 -0.0395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220822 -86591 -133384 -95426 -34288 -28412
Profit Factor 1.4234 1.6373 1.1801 0.4797 0.5323 0.4357
Total Trades 110 55 55 110 55 55
Winning Trades 57 28 29 57 28 29
Losing Trades 53 27 26 53 27 26
Profitability (%) 51.8182 50.9091 52.7273 51.8182 50.9091 52.7273
Ratio Avg Win / Avg Loss 1.3235 1.5788 1.058 0.4461 0.5133 0.3907
Largest Winning Trade 211177 211177 39545 5327 5327 4525
Largest Losing Trade -96364 -49820 -96364 -39466 -27573 -39466
Avg Bars in Trades 33 40 25 33 40 25
Avg Bars in Winners 39 48 31 39 48 31
Avg Bars in Losers 26 32 20 26 32 20
Bars Traded 3654 2228 1426 3654 2228 1426
Profit Streak 63.7532 63.7532 72.2532 63.7532 63.7532 72.2532
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374314 -168978 -339863 -578862 -760156 -758957
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": 1599825600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759255475539,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 128,
            "offset": 0,
            "multiplier": 3.48659
        }
    }
}
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": [
        [
            387121.3334526397,
            310074.8464228733,
            77046.4870297664,
            -89744.8326899659,
            -36738.3499238016,
            -53006.4827661643
        ],
        [
            387.121333,
            310.074846,
            77.046487,
            -89.744833,
            -36.73835,
            -53.006483
        ],
        [
            0.202734,
            0.162385,
            0.040349,
            -0.119195,
            -0.023977,
            -0.03954
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220822,
            -86591,
            -133384,
            -95426,
            -34288,
            -28412
        ],
        [
            1.423409,
            1.637306,
            1.180117,
            0.479716,
            0.532306,
            0.435741
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            51.818182,
            50.909091,
            52.727273,
            51.818182,
            50.909091,
            52.727273
        ],
        [
            1.32352,
            1.578831,
            1.058036,
            0.446052,
            0.513295,
            0.390664
        ],
        [
            211177,
            211177,
            39545,
            5327,
            5327,
            4525
        ],
        [
            -96364,
            -49820,
            -96364,
            -39466,
            -27573,
            -39466
        ],
        [
            33,
            40,
            25,
            33,
            40,
            25
        ],
        [
            39,
            48,
            31,
            39,
            48,
            31
        ],
        [
            26,
            32,
            20,
            26,
            32,
            20
        ],
        [
            3654,
            2228,
            1426,
            3654,
            2228,
            1426
        ],
        [
            63.753189,
            63.753189,
            72.253189,
            63.753189,
            63.753189,
            72.253189
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374314,
            -168978,
            -339863,
            -578862,
            -760156,
            -758957
        ]
    ]
}
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": 1599825600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759255475539,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 128,
            "offset": 0,
            "multiplier": 3.48659
        }
    }
}

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)