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Trade: SNX/USDT/120/HILO/LINREG/2309

Strategy
SNX/USDT/120/HILO/LINREG/2309
Pair
SNX_USDT
Interval
2h
Score
317906
Daily Profit
0.184879
Profit Factor
1.198476
Profitability
56.015038
Streak
27.689713
Best Strategy
Training Data Length
1906.420000
Evaluation Time
2025-09-28 11:33
Expiration Time
2025-12-06 01:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352456.4842 259060.5864 93395.8978 16173.4664 58707.331 -42533.8646
Total P&L (%) 352.4565 259.0606 93.3959 16.1735 58.7073 -42.5339
Avg Daily Profit (%) 0.1849 0.1359 0.049 0.0079 0.0242 -0.0291
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123360 -96244 -132711 -234402 -234432 -193288
Profit Factor 1.1985 1.2859 1.1074 1.0077 1.0528 0.9571
Total Trades 532 266 266 532 266 266
Winning Trades 298 145 153 298 145 153
Losing Trades 234 121 113 234 121 113
Profitability (%) 56.015 54.5113 57.5188 56.015 54.5113 57.5188
Ratio Avg Win / Avg Loss 0.9411 1.073 0.8179 0.7913 0.8786 0.7069
Largest Winning Trade 47044 47044 32268 75530 75530 44187
Largest Losing Trade -67037 -34369 -67037 -121654 -70297 -121654
Avg Bars in Trades 42 43 41 42 43 41
Avg Bars in Winners 37 37 36 37 37 36
Avg Bars in Losers 48 50 47 48 50 47
Bars Traded 22583 11575 11008 22583 11575 11008
Profit Streak 27.6897 27.6897 43.9397 27.6897 27.6897 43.9397
Trades During Streak 8 4 7 8 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317906 -8701 -228127 -400283 -322393 -577369
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22877,
    "evaluation_days": 1906.42,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595851200000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759048391240,
    "expiration_time": 1764976118400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 217,
            "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": [
        [
            352456.4841918997,
            259060.586354569,
            93395.8978373303,
            16173.4664153383,
            58707.331018101,
            -42533.8646027627
        ],
        [
            352.456484,
            259.060586,
            93.395898,
            16.173466,
            58.707331,
            -42.533865
        ],
        [
            0.184879,
            0.135889,
            0.04899,
            0.007864,
            0.024231,
            -0.029054
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123360,
            -96244,
            -132711,
            -234402,
            -234432,
            -193288
        ],
        [
            1.198476,
            1.285863,
            1.107404,
            1.007693,
            1.052845,
            0.9571
        ],
        [
            532,
            266,
            266,
            532,
            266,
            266
        ],
        [
            298,
            145,
            153,
            298,
            145,
            153
        ],
        [
            234,
            121,
            113,
            234,
            121,
            113
        ],
        [
            56.015038,
            54.511278,
            57.518797,
            56.015038,
            54.511278,
            57.518797
        ],
        [
            0.941085,
            1.07303,
            0.817887,
            0.791276,
            0.878581,
            0.706877
        ],
        [
            47044,
            47044,
            32268,
            75530,
            75530,
            44187
        ],
        [
            -67037,
            -34369,
            -67037,
            -121654,
            -70297,
            -121654
        ],
        [
            42,
            43,
            41,
            42,
            43,
            41
        ],
        [
            37,
            37,
            36,
            37,
            37,
            36
        ],
        [
            48,
            50,
            47,
            48,
            50,
            47
        ],
        [
            22583,
            11575,
            11008,
            22583,
            11575,
            11008
        ],
        [
            27.689713,
            27.689713,
            43.939713,
            27.689713,
            27.689713,
            43.939713
        ],
        [
            8,
            4,
            7,
            8,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317906,
            -8701,
            -228127,
            -400283,
            -322393,
            -577369
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22877,
    "evaluation_days": 1906.42,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595851200000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759048391240,
    "expiration_time": 1764976118400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 217,
            "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)