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Trade: SNX/USDT/120/KCL/BBM/1737

Strategy
SNX/USDT/120/KCL/BBM/1737
Pair
SNX_USDT
Interval
2h
Score
397276
Daily Profit
0.234673
Profit Factor
1.443189
Profitability
59.473684
Streak
49.692081
Best Strategy
Training Data Length
1909.250000
Evaluation Time
2025-10-01 07:36
Expiration Time
2025-12-08 23:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 448049.9209 353821.7479 94228.173 95620.2376 -10070.9735 105691.2111
Total P&L (%) 448.0499 353.8217 94.2282 95.6202 -10.071 105.6912
Avg Daily Profit (%) 0.2347 0.1853 0.0494 0.0352 -0.0056 0.0378
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163877 -129856 -67285 -1000537 -957637 -259502
Profit Factor 1.4432 1.4674 1.371 1.0291 0.996 1.1337
Total Trades 190 95 95 190 95 95
Winning Trades 113 52 61 113 52 61
Losing Trades 77 43 34 77 43 34
Profitability (%) 59.4737 54.7368 64.2105 59.4737 54.7368 64.2105
Ratio Avg Win / Avg Loss 0.9834 1.2134 0.7642 0.7012 0.8236 0.6319
Largest Winning Trade 101466 101466 14910 494090 494090 106196
Largest Losing Trade -61166 -61166 -49971 -476139 -476139 -151059
Avg Bars in Trades 119 205 33 119 205 33
Avg Bars in Winners 71 128 23 71 128 23
Avg Bars in Losers 189 299 50 189 299 50
Bars Traded 22747 19561 3185 22747 19561 3185
Profit Streak 49.6921 53.9421 49.6921 49.6921 53.9421 49.6921
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397276 373882 -124913 -332332 -578994 -214318
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22911,
    "evaluation_days": 1909.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595023200000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759293395766,
    "expiration_time": 1765229731200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 102,
            "offset": 0,
            "std": 4.74381
        }
    }
}
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": [
        [
            448049.9208745859,
            353821.7478779021,
            94228.1729966837,
            95620.2375944961,
            -10070.9734620982,
            105691.2110565946
        ],
        [
            448.049921,
            353.821748,
            94.228173,
            95.620238,
            -10.070973,
            105.691211
        ],
        [
            0.234673,
            0.18532,
            0.049354,
            0.035151,
            -0.00556,
            0.037781
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163877,
            -129856,
            -67285,
            -1000537,
            -957637,
            -259502
        ],
        [
            1.443189,
            1.467403,
            1.371017,
            1.029067,
            0.99597,
            1.133701
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            113,
            52,
            61,
            113,
            52,
            61
        ],
        [
            77,
            43,
            34,
            77,
            43,
            34
        ],
        [
            59.473684,
            54.736842,
            64.210526,
            59.473684,
            54.736842,
            64.210526
        ],
        [
            0.983412,
            1.213429,
            0.764174,
            0.701222,
            0.823591,
            0.631899
        ],
        [
            101466,
            101466,
            14910,
            494090,
            494090,
            106196
        ],
        [
            -61166,
            -61166,
            -49971,
            -476139,
            -476139,
            -151059
        ],
        [
            119,
            205,
            33,
            119,
            205,
            33
        ],
        [
            71,
            128,
            23,
            71,
            128,
            23
        ],
        [
            189,
            299,
            50,
            189,
            299,
            50
        ],
        [
            22747,
            19561,
            3185,
            22747,
            19561,
            3185
        ],
        [
            49.692081,
            53.942081,
            49.692081,
            49.692081,
            53.942081,
            49.692081
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397276,
            373882,
            -124913,
            -332332,
            -578994,
            -214318
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22911,
    "evaluation_days": 1909.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595023200000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759293395766,
    "expiration_time": 1765229731200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 102,
            "offset": 0,
            "std": 4.74381
        }
    }
}

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)