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Trade: SNX/USDT/120/DCM/EMA/7384

Strategy
SNX/USDT/120/DCM/EMA/7384
Pair
SNX_USDT
Interval
2h
Score
391627
Daily Profit
0.167528
Profit Factor
1.495725
Profitability
56.983240
Streak
70.518520
Best Strategy
Training Data Length
1912.330000
Evaluation Time
2025-10-04 09:26
Expiration Time
2025-12-12 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464144.9023 320368.4281 143776.4743 107209.1185 270240.8863 -163031.7679
Total P&L (%) 464.1449 320.3684 143.7765 107.2091 270.2409 -163.0318
Avg Daily Profit (%) 0.2427 0.1675 0.0752 0.0381 0.0685 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181204 -78191 -179182 -401357 -133251 -432712
Profit Factor 1.3181 1.4957 1.1769 1.0483 1.2977 0.8757
Total Trades 357 179 178 357 179 178
Winning Trades 205 102 103 205 102 103
Losing Trades 152 77 75 152 77 75
Profitability (%) 57.423 56.9832 57.8652 57.423 56.9832 57.8652
Ratio Avg Win / Avg Loss 0.9773 1.1291 0.857 0.7773 0.9796 0.6377
Largest Winning Trade 55175 46443 55175 129281 79216 129281
Largest Losing Trade -71645 -25824 -71645 -186863 -50602 -186863
Avg Bars in Trades 63 50 75 63 50 75
Avg Bars in Winners 61 48 74 61 48 74
Avg Bars in Losers 65 54 76 65 54 76
Bars Traded 22495 9099 13396 22495 9099 13396
Profit Streak 55.1019 70.5185 55.1019 55.1019 70.5185 55.1019
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386867 391627 -118223 -306832 -100850 -578819
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22948,
    "evaluation_days": 1912.33,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595980800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759559200110,
    "expiration_time": 1765505721600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 235,
            "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": [
        [
            464144.9023369205,
            320368.4280517012,
            143776.4742852193,
            107209.1184554341,
            270240.8863423303,
            -163031.7678868966
        ],
        [
            464.144902,
            320.368428,
            143.776474,
            107.209118,
            270.240886,
            -163.031768
        ],
        [
            0.242712,
            0.167528,
            0.075184,
            0.038105,
            0.068473,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181204,
            -78191,
            -179182,
            -401357,
            -133251,
            -432712
        ],
        [
            1.318107,
            1.495725,
            1.176885,
            1.048299,
            1.297711,
            0.875733
        ],
        [
            357,
            179,
            178,
            357,
            179,
            178
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            152,
            77,
            75,
            152,
            77,
            75
        ],
        [
            57.422969,
            56.98324,
            57.865169,
            57.422969,
            56.98324,
            57.865169
        ],
        [
            0.977328,
            1.129126,
            0.856955,
            0.777276,
            0.979644,
            0.63767
        ],
        [
            55175,
            46443,
            55175,
            129281,
            79216,
            129281
        ],
        [
            -71645,
            -25824,
            -71645,
            -186863,
            -50602,
            -186863
        ],
        [
            63,
            50,
            75,
            63,
            50,
            75
        ],
        [
            61,
            48,
            74,
            61,
            48,
            74
        ],
        [
            65,
            54,
            76,
            65,
            54,
            76
        ],
        [
            22495,
            9099,
            13396,
            22495,
            9099,
            13396
        ],
        [
            55.101853,
            70.51852,
            55.101853,
            55.101853,
            70.51852,
            55.101853
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386867,
            391627,
            -118223,
            -306832,
            -100850,
            -578819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22948,
    "evaluation_days": 1912.33,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595980800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759559200110,
    "expiration_time": 1765505721600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 235,
            "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)