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Trade: SNX/USDT/120/DEMA/KCL/1852

Strategy
SNX/USDT/120/DEMA/KCL/1852
Pair
SNX_USDT
Interval
2h
Score
454103
Daily Profit
0.187314
Profit Factor
1.392670
Profitability
82.383420
Streak
5.381428
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-28 10:09
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 356396.2328 280144.1655 76252.0673 -69852046.0879 -29857509.8575 -39994536.2304
Total P&L (%) 356.3962 280.1442 76.2521 -69852.0461 -29857.5099 -39994.5362
Avg Daily Profit (%) 0.1873 0.1472 0.0401 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -399244 -35980 -399244 -70098946 -30204853 -49431812
Profit Factor 1.3927 2.2435 1.1118 0.6806 0.6404 0.7052
Total Trades 193 97 96 193 97 96
Winning Trades 159 75 84 42 26 16
Losing Trades 34 22 12 151 71 80
Profitability (%) 82.3834 77.3196 87.5 21.7617 26.8041 16.6667
Ratio Avg Win / Avg Loss 0.2978 0.6581 0.1588 2.4468 1.7488 3.5258
Largest Winning Trade 35016 35016 27290 28778840 8680745 28778840
Largest Losing Trade -399244 -35980 -399244 -7693516 -7693516 -5793838
Avg Bars in Trades 114 48 181 114 48 181
Avg Bars in Winners 74 27 116 220 107 405
Avg Bars in Losers 302 119 636 85 26 136
Bars Traded 22118 4694 17424 22118 4694 17424
Profit Streak 5.3814 95.3814 0 0 0 58.1314
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454103 341455 -234042 -621077 -600158 -644280
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": 1595779200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759043355368,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            356396.2327854219,
            280144.1655346179,
            76252.0672508039,
            -69852046.08789492,
            -29857509.857509628,
            -39994536.23038531
        ],
        [
            356.396233,
            280.144166,
            76.252067,
            -69852.046088,
            -29857.509858,
            -39994.53623
        ],
        [
            0.187314,
            0.147237,
            0.040076,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -399244,
            -35980,
            -399244,
            -70098946,
            -30204853,
            -49431812
        ],
        [
            1.39267,
            2.243547,
            1.11175,
            0.680573,
            0.640403,
            0.705161
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            159,
            75,
            84,
            42,
            26,
            16
        ],
        [
            34,
            22,
            12,
            151,
            71,
            80
        ],
        [
            82.38342,
            77.319588,
            87.5,
            21.761658,
            26.804124,
            16.666667
        ],
        [
            0.297804,
            0.658107,
            0.158821,
            2.446823,
            1.748792,
            3.525807
        ],
        [
            35016,
            35016,
            27290,
            28778840,
            8680745,
            28778840
        ],
        [
            -399244,
            -35980,
            -399244,
            -7693516,
            -7693516,
            -5793838
        ],
        [
            114,
            48,
            181,
            114,
            48,
            181
        ],
        [
            74,
            27,
            116,
            220,
            107,
            405
        ],
        [
            302,
            119,
            636,
            85,
            26,
            136
        ],
        [
            22118,
            4694,
            17424,
            22118,
            4694,
            17424
        ],
        [
            5.381428,
            95.381428,
            0,
            0,
            0,
            58.131428
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454103,
            341455,
            -234042,
            -621077,
            -600158,
            -644280
        ]
    ]
}
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": 1595779200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759043355368,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)