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Trade: SNX/USDT/120/KCB/BBM/9802

Strategy
SNX/USDT/120/KCB/BBM/9802
Pair
SNX_USDT
Interval
2h
Score
398828
Daily Profit
0.191334
Profit Factor
1.298252
Profitability
55.963303
Streak
45.344281
Best Strategy
Training Data Length
1910.250000
Evaluation Time
2025-10-02 09:15
Expiration Time
2025-12-10 00:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365495.6916 266546.507 98949.1846 -129418.4817 244762.7276 -374181.2093
Total P&L (%) 365.4957 266.5465 98.9492 -129.4185 244.7627 -374.1812
Avg Daily Profit (%) 0.1913 0.1395 0.0518 0 0.0648 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159402 -72860 -118866 -751543 -229055 -644747
Profit Factor 1.2983 1.4913 1.1449 0.9274 1.4539 0.6988
Total Trades 218 109 109 218 109 109
Winning Trades 122 61 61 103 51 52
Losing Trades 96 48 48 115 58 57
Profitability (%) 55.9633 55.9633 55.9633 47.2477 46.789 47.7064
Ratio Avg Win / Avg Loss 1.0216 1.1735 0.9009 1.0354 1.6535 0.766
Largest Winning Trade 60035 60035 44702 155655 93724 155655
Largest Losing Trade -105119 -28014 -105119 -561993 -89238 -561993
Avg Bars in Trades 103 94 112 103 94 112
Avg Bars in Winners 82 73 91 120 117 124
Avg Bars in Losers 130 122 138 87 74 100
Bars Traded 22550 10342 12208 22550 10342 12208
Profit Streak 45.3443 58.3443 45.3443 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398828 -3600 -185064 -579040 -105766 -581934
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22923,
    "evaluation_days": 1910.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595354400000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759385745870,
    "expiration_time": 1765319241600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 131,
            "offset": 0,
            "std": 1.18888
        }
    }
}
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": [
        [
            365495.6915678218,
            266546.5069505197,
            98949.1846173018,
            -129418.4816500189,
            244762.7276269932,
            -374181.2092770119
        ],
        [
            365.495692,
            266.546507,
            98.949185,
            -129.418482,
            244.762728,
            -374.181209
        ],
        [
            0.191334,
            0.139535,
            0.051799,
            0,
            0.064813,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159402,
            -72860,
            -118866,
            -751543,
            -229055,
            -644747
        ],
        [
            1.298252,
            1.491322,
            1.144885,
            0.927363,
            1.453921,
            0.698849
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            122,
            61,
            61,
            103,
            51,
            52
        ],
        [
            96,
            48,
            48,
            115,
            58,
            57
        ],
        [
            55.963303,
            55.963303,
            55.963303,
            47.247706,
            46.788991,
            47.706422
        ],
        [
            1.021576,
            1.173499,
            0.900893,
            1.035406,
            1.653479,
            0.766046
        ],
        [
            60035,
            60035,
            44702,
            155655,
            93724,
            155655
        ],
        [
            -105119,
            -28014,
            -105119,
            -561993,
            -89238,
            -561993
        ],
        [
            103,
            94,
            112,
            103,
            94,
            112
        ],
        [
            82,
            73,
            91,
            120,
            117,
            124
        ],
        [
            130,
            122,
            138,
            87,
            74,
            100
        ],
        [
            22550,
            10342,
            12208,
            22550,
            10342,
            12208
        ],
        [
            45.344281,
            58.344281,
            45.344281,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398828,
            -3600,
            -185064,
            -579040,
            -105766,
            -581934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22923,
    "evaluation_days": 1910.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595354400000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759385745870,
    "expiration_time": 1765319241600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 131,
            "offset": 0,
            "std": 1.18888
        }
    }
}

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)