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Trade: SNX/USDT/120/KCL/EMA/6011

Strategy
SNX/USDT/120/KCL/EMA/6011
Pair
SNX_USDT
Interval
2h
Score
428705
Daily Profit
0.198160
Profit Factor
1.631377
Profitability
70.588235
Streak
79.872765
Best Strategy
Training Data Length
1916.080000
Evaluation Time
2025-10-08 03:56
Expiration Time
2025-12-16 01:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379690.4747 276679.5044 103010.9703 89177.6758 -642527.8019 731705.4777
Total P&L (%) 379.6905 276.6795 103.011 89.1777 -642.5278 731.7055
Avg Daily Profit (%) 0.1982 0.1444 0.0538 0.0333 0 0.1106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136620 -108700 -49623 -2034184 -2375506 -320167
Profit Factor 1.6314 1.6494 1.5875 1.0155 0.8635 1.6892
Total Trades 136 68 68 136 68 68
Winning Trades 96 50 46 96 50 46
Losing Trades 40 18 22 40 18 22
Profitability (%) 70.5882 73.5294 67.6471 70.5882 73.5294 67.6471
Ratio Avg Win / Avg Loss 0.6797 0.5938 0.7593 0.4231 0.3109 0.8079
Largest Winning Trade 90261 90261 18890 872857 872857 193680
Largest Losing Trade -70090 -70090 -46923 -1274438 -1274438 -304153
Avg Bars in Trades 165 298 33 165 298 33
Avg Bars in Winners 54 81 24 54 81 24
Avg Bars in Losers 434 900 52 434 900 52
Bars Traded 22572 20280 2292 22572 20280 2292
Profit Streak 79.8728 79.8728 301.7894 79.8728 79.8728 301.7894
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428705 -105500 -226875 -349639 -686350 -150405
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22993,
    "evaluation_days": 1916.08,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759885006946,
    "expiration_time": 1765841385600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 233,
            "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": [
        [
            379690.4747280179,
            276679.5043912156,
            103010.9703368022,
            89177.6758130799,
            -642527.8018582747,
            731705.4776713548
        ],
        [
            379.690475,
            276.679504,
            103.01097,
            89.177676,
            -642.527802,
            731.705478
        ],
        [
            0.19816,
            0.144399,
            0.053761,
            0.033277,
            0,
            0.110615
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136620,
            -108700,
            -49623,
            -2034184,
            -2375506,
            -320167
        ],
        [
            1.631377,
            1.649424,
            1.587525,
            1.015454,
            0.863547,
            1.689214
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            96,
            50,
            46,
            96,
            50,
            46
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            70.588235,
            73.529412,
            67.647059,
            70.588235,
            73.529412,
            67.647059
        ],
        [
            0.67974,
            0.593793,
            0.759251,
            0.423106,
            0.310877,
            0.807885
        ],
        [
            90261,
            90261,
            18890,
            872857,
            872857,
            193680
        ],
        [
            -70090,
            -70090,
            -46923,
            -1274438,
            -1274438,
            -304153
        ],
        [
            165,
            298,
            33,
            165,
            298,
            33
        ],
        [
            54,
            81,
            24,
            54,
            81,
            24
        ],
        [
            434,
            900,
            52,
            434,
            900,
            52
        ],
        [
            22572,
            20280,
            2292,
            22572,
            20280,
            2292
        ],
        [
            79.872765,
            79.872765,
            301.789432,
            79.872766,
            79.872766,
            301.789432
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428705,
            -105500,
            -226875,
            -349639,
            -686350,
            -150405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22993,
    "evaluation_days": 1916.08,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759885006946,
    "expiration_time": 1765841385600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 233,
            "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)