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Trade: SNX/USDT/120/DCL/HWMA/9517

Strategy
SNX/USDT/120/DCL/HWMA/9517
Pair
SNX_USDT
Interval
2h
Score
373323
Daily Profit
0.264453
Profit Factor
1.485466
Profitability
45.136187
Streak
0.000000
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-26 04:50
Expiration Time
2025-12-02 03:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503166.9152 482214.2811 20952.6341 -80911.0178 -39006.4682 -41904.5496
Total P&L (%) 503.1669 482.2143 20.9526 -80.911 -39.0065 -41.9046
Avg Daily Profit (%) 0.2645 0.2534 0.011 -0.087 -0.026 -0.0285
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209829 -174393 -49940 -397212 -340834 -70641
Profit Factor 1.4855 1.5827 1.1003 0.9028 0.9422 0.7342
Total Trades 257 128 129 257 128 129
Winning Trades 116 51 65 116 51 65
Losing Trades 141 77 64 141 77 64
Profitability (%) 45.1362 39.8438 50.3876 45.1362 39.8438 50.3876
Ratio Avg Win / Avg Loss 1.8056 2.3896 1.0834 1.0974 1.4226 0.7229
Largest Winning Trade 650309 650309 13453 352094 352094 8612
Largest Losing Trade -59562 -59562 -8593 -177300 -177300 -28975
Avg Bars in Trades 86 167 6 86 167 6
Avg Bars in Winners 101 224 5 101 224 5
Avg Bars in Losers 73 129 6 73 129 6
Bars Traded 22206 21427 779 22206 21427 779
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373323 246102 -294458 -579658 -583275 -580661

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594814400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758851457225,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            503166.9152212612,
            482214.2810876244,
            20952.6341336368,
            -80911.0178061859,
            -39006.4682433791,
            -41904.5495628069
        ],
        [
            503.166915,
            482.214281,
            20.952634,
            -80.911018,
            -39.006468,
            -41.90455
        ],
        [
            0.264453,
            0.253441,
            0.011012,
            -0.087001,
            -0.025981,
            -0.028539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209829,
            -174393,
            -49940,
            -397212,
            -340834,
            -70641
        ],
        [
            1.485466,
            1.582692,
            1.1003,
            0.902824,
            0.942208,
            0.734231
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            116,
            51,
            65,
            116,
            51,
            65
        ],
        [
            141,
            77,
            64,
            141,
            77,
            64
        ],
        [
            45.136187,
            39.84375,
            50.387597,
            45.136187,
            39.84375,
            50.387597
        ],
        [
            1.805609,
            2.389555,
            1.083372,
            1.097398,
            1.42255,
            0.722935
        ],
        [
            650309,
            650309,
            13453,
            352094,
            352094,
            8612
        ],
        [
            -59562,
            -59562,
            -8593,
            -177300,
            -177300,
            -28975
        ],
        [
            86,
            167,
            6,
            86,
            167,
            6
        ],
        [
            101,
            224,
            5,
            101,
            224,
            5
        ],
        [
            73,
            129,
            6,
            73,
            129,
            6
        ],
        [
            22206,
            21427,
            779,
            22206,
            21427,
            779
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373323,
            246102,
            -294458,
            -579658,
            -583275,
            -580661
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594814400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758851457225,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)