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Trade: SNX/USDT/720/VWMA/HILO/7255

Strategy
SNX/USDT/720/VWMA/HILO/7255
Pair
SNX_USDT
Interval
12h
Score
306394
Daily Profit
0.176572
Profit Factor
1.494224
Profitability
46.067416
Streak
0.000000
Best Strategy
Training Data Length
1915.000000
Evaluation Time
2025-10-06 09:07
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 338135.3329 316027.7864 22107.5465 -61533.678 -143445.125 81911.447
Total P&L (%) 338.1353 316.0278 22.1075 -61.5337 -143.4451 81.9114
Avg Daily Profit (%) 0.1766 0.165 0.0115 -0.0499 0 0.0313
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144581 -98598 -110422 -881036 -586587 -470573
Profit Factor 1.4942 2.1239 1.0549 0.973 0.8516 1.0623
Total Trades 89 44 45 89 44 45
Winning Trades 41 16 25 41 16 25
Losing Trades 48 28 20 48 28 20
Profitability (%) 46.0674 36.3636 55.5556 46.0674 36.3636 55.5556
Ratio Avg Win / Avg Loss 1.7493 3.7168 0.8439 1.1392 1.4903 0.8498
Largest Winning Trade 355796 355796 68241 331738 331738 219756
Largest Losing Trade -70146 -34143 -70146 -357506 -149216 -357506
Avg Bars in Trades 41 26 56 41 26 56
Avg Bars in Winners 56 45 63 56 45 63
Avg Bars in Losers 29 15 47 29 15 47
Bars Traded 3698 1163 2536 3698 1163 2536
Profit Streak 0 30.2553 0 0 30.2553 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306394 266292 -343961 -580403 -583075 -304030
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3830,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759730857957,
    "expiration_time": 1764672480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            338135.3328984687,
            316027.7863782109,
            22107.546520258,
            -61533.6780020783,
            -143445.1250084749,
            81911.4470063965
        ],
        [
            338.135333,
            316.027786,
            22.107547,
            -61.533678,
            -143.445125,
            81.911447
        ],
        [
            0.176572,
            0.165028,
            0.011544,
            -0.049877,
            0,
            0.03125
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144581,
            -98598,
            -110422,
            -881036,
            -586587,
            -470573
        ],
        [
            1.494224,
            2.12391,
            1.054859,
            0.973032,
            0.851613,
            1.062288
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            41,
            16,
            25,
            41,
            16,
            25
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            46.067416,
            36.363636,
            55.555556,
            46.067416,
            36.363636,
            55.555556
        ],
        [
            1.749335,
            3.716842,
            0.843887,
            1.13916,
            1.490323,
            0.84983
        ],
        [
            355796,
            355796,
            68241,
            331738,
            331738,
            219756
        ],
        [
            -70146,
            -34143,
            -70146,
            -357506,
            -149216,
            -357506
        ],
        [
            41,
            26,
            56,
            41,
            26,
            56
        ],
        [
            56,
            45,
            63,
            56,
            45,
            63
        ],
        [
            29,
            15,
            47,
            29,
            15,
            47
        ],
        [
            3698,
            1163,
            2536,
            3698,
            1163,
            2536
        ],
        [
            0,
            30.2553,
            0,
            0,
            30.2553,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306394,
            266292,
            -343961,
            -580403,
            -583075,
            -304030
        ]
    ]
}
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": 1598788800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759730857957,
    "expiration_time": 1764672480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)