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Trade: SNX/USDT/720/ZLMA/PWMA/3080

Strategy
SNX/USDT/720/ZLMA/PWMA/3080
Pair
SNX_USDT
Interval
12h
Score
383503
Daily Profit
0.183644
Profit Factor
1.585002
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1909.500000
Evaluation Time
2025-10-01 01:29
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 350667.5039 252963.9292 97703.5748 135233.3026 105886.9017 29346.401
Total P&L (%) 350.6675 252.9639 97.7036 135.2333 105.8869 29.3464
Avg Daily Profit (%) 0.1836 0.1325 0.0512 0.0448 0.0378 0.0135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114305 -110891 -69824 -294600 -266935 -181579
Profit Factor 1.585 1.7575 1.368 1.1042 1.1488 1.0501
Total Trades 88 44 44 88 44 44
Winning Trades 44 22 22 44 22 22
Losing Trades 44 22 22 44 22 22
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 1.585 1.7575 1.368 1.1042 1.1488 1.0501
Largest Winning Trade 217144 217144 56308 233038 233038 91113
Largest Losing Trade -33508 -33508 -26618 -96728 -67545 -96728
Avg Bars in Trades 40 46 34 40 46 34
Avg Bars in Winners 53 61 44 53 61 44
Avg Bars in Losers 27 32 23 27 32 23
Bars Traded 3563 2065 1498 3563 2065 1498
Profit Streak 0 105.4374 0 0 105.4374 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383503 -11424 -124025 -238740 -197857 -343392
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": 1601985600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759271391354,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 22,
            "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": [
        [
            350667.5039295268,
            252963.9291593536,
            97703.5747701732,
            135233.3026381736,
            105886.9016798792,
            29346.4009582944
        ],
        [
            350.667504,
            252.963929,
            97.703575,
            135.233303,
            105.886902,
            29.346401
        ],
        [
            0.183644,
            0.132477,
            0.051167,
            0.044808,
            0.037826,
            0.013477
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114305,
            -110891,
            -69824,
            -294600,
            -266935,
            -181579
        ],
        [
            1.585002,
            1.75751,
            1.368015,
            1.104195,
            1.148753,
            1.050075
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            1.585002,
            1.75751,
            1.368015,
            1.104195,
            1.148753,
            1.050075
        ],
        [
            217144,
            217144,
            56308,
            233038,
            233038,
            91113
        ],
        [
            -33508,
            -33508,
            -26618,
            -96728,
            -67545,
            -96728
        ],
        [
            40,
            46,
            34,
            40,
            46,
            34
        ],
        [
            53,
            61,
            44,
            53,
            61,
            44
        ],
        [
            27,
            32,
            23,
            27,
            32,
            23
        ],
        [
            3563,
            2065,
            1498,
            3563,
            2065,
            1498
        ],
        [
            0,
            105.4374,
            0,
            0,
            105.4374,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383503,
            -11424,
            -124025,
            -238740,
            -197857,
            -343392
        ]
    ]
}
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": 1601985600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759271391354,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 22,
            "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)