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Trade: SNX/USDT/720/VWMA/PSAR/5736

Strategy
SNX/USDT/720/VWMA/PSAR/5736
Pair
SNX_USDT
Interval
12h
Score
455986
Daily Profit
0.246920
Profit Factor
1.823935
Profitability
54.471545
Streak
0.000000
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-09-27 04:40
Expiration Time
2025-11-20 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470012.4699 269407.466 200605.0039 822857.3113 355529.927 467327.3842
Total P&L (%) 470.0125 269.4075 200.605 822.8573 355.5299 467.3274
Avg Daily Profit (%) 0.2469 0.1415 0.1054 0.1168 0.0797 0.0912
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102995 -75210 -62939 -585495 -382985 -370530
Profit Factor 1.8239 1.7872 1.879 1.3464 1.2553 1.4757
Total Trades 123 62 61 123 62 61
Winning Trades 67 32 35 67 32 35
Losing Trades 56 30 26 56 30 26
Profitability (%) 54.4715 51.6129 57.377 54.4715 51.6129 57.377
Ratio Avg Win / Avg Loss 1.5245 1.6755 1.3959 1.1254 1.1768 1.0962
Largest Winning Trade 235198 235198 51551 276730 276730 182463
Largest Losing Trade -32286 -32286 -28005 -108168 -108168 -106304
Avg Bars in Trades 28 19 37 28 19 37
Avg Bars in Winners 38 23 51 38 23 51
Avg Bars in Losers 17 15 19 17 15 19
Bars Traded 3527 1236 2291 3527 1236 2291
Profit Streak 0 0 67.5699 0 0 67.5699
Trades During Streak 0 0 7 0 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455986 -154399 -208972 -35082 -240436 -229147
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937239182,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "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": [
        [
            470012.4698744358,
            269407.4659557823,
            200605.0039186538,
            822857.3112568293,
            355529.9270329605,
            467327.3842238692
        ],
        [
            470.01247,
            269.407466,
            200.605004,
            822.857311,
            355.529927,
            467.327384
        ],
        [
            0.24692,
            0.141533,
            0.105387,
            0.116817,
            0.07969,
            0.09123
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102995,
            -75210,
            -62939,
            -585495,
            -382985,
            -370530
        ],
        [
            1.823935,
            1.787196,
            1.879032,
            1.346421,
            1.255261,
            1.475652
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            54.471545,
            51.612903,
            57.377049,
            54.471545,
            51.612903,
            57.377049
        ],
        [
            1.524483,
            1.675496,
            1.395852,
            1.125367,
            1.176807,
            1.096199
        ],
        [
            235198,
            235198,
            51551,
            276730,
            276730,
            182463
        ],
        [
            -32286,
            -32286,
            -28005,
            -108168,
            -108168,
            -106304
        ],
        [
            28,
            19,
            37,
            28,
            19,
            37
        ],
        [
            38,
            23,
            51,
            38,
            23,
            51
        ],
        [
            17,
            15,
            19,
            17,
            15,
            19
        ],
        [
            3527,
            1236,
            2291,
            3527,
            1236,
            2291
        ],
        [
            0,
            0,
            67.569898,
            0,
            0,
            67.569898
        ],
        [
            0,
            0,
            7,
            0,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455986,
            -154399,
            -208972,
            -35082,
            -240436,
            -229147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937239182,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "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)