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Trade: SNX/USDT/120/KCU/PWMA/1628

Strategy
SNX/USDT/120/KCU/PWMA/1628
Pair
SNX_USDT
Interval
2h
Score
372742
Daily Profit
0.211904
Profit Factor
1.456366
Profitability
68.789809
Streak
0.000000
Best Strategy
Training Data Length
1908.170000
Evaluation Time
2025-09-30 05:53
Expiration Time
2025-12-07 20:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404348.6403 327728.3256 76620.3147 -23843686.5571 -23793904.1527 -49782.4044
Total P&L (%) 404.3486 327.7283 76.6203 -23843.6866 -23793.9042 -49.7824
Avg Daily Profit (%) 0.2119 0.1718 0.0402 0 0 -0.0361
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -391978 -42525 -391978 -55152655 -41661825 -36666358
Profit Factor 1.4564 3.8982 1.0991 0.8644 0.5695 0.9996
Total Trades 157 79 78 157 79 78
Winning Trades 108 53 55 55 28 27
Losing Trades 49 26 23 102 51 51
Profitability (%) 68.7898 67.0886 70.5128 35.0318 35.443 34.6154
Ratio Avg Win / Avg Loss 0.6608 1.9123 0.4596 1.6031 1.0373 1.8881
Largest Winning Trade 66548 66548 48434 50959450 10674128 50959450
Largest Losing Trade -391978 -20054 -391978 -11605598 -8002145 -11605598
Avg Bars in Trades 137 38 237 137 38 237
Avg Bars in Winners 111 38 181 154 37 276
Avg Bars in Losers 193 37 370 127 38 216
Bars Traded 21514 3022 18492 21514 3022 18492
Profit Streak 0 0 64.0374 57.0374 97.2874 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372742 -10098 -283381 -582437 -610771 -618441
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22898,
    "evaluation_days": 1908.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595692800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759200827514,
    "expiration_time": 1765132761600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 114,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 195,
            "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": [
        [
            404348.6402729579,
            327728.3256051792,
            76620.3146677786,
            -23843686.557062715,
            -23793904.152690392,
            -49782.4043723121
        ],
        [
            404.34864,
            327.728326,
            76.620315,
            -23843.686557,
            -23793.904153,
            -49.782404
        ],
        [
            0.211904,
            0.17175,
            0.040154,
            0,
            0,
            -0.036091
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -391978,
            -42525,
            -391978,
            -55152655,
            -41661825,
            -36666358
        ],
        [
            1.456366,
            3.898184,
            1.099129,
            0.864426,
            0.569518,
            0.999587
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            108,
            53,
            55,
            55,
            28,
            27
        ],
        [
            49,
            26,
            23,
            102,
            51,
            51
        ],
        [
            68.789809,
            67.088608,
            70.512821,
            35.031847,
            35.443038,
            34.615385
        ],
        [
            0.660759,
            1.912317,
            0.459636,
            1.603118,
            1.037337,
            1.888109
        ],
        [
            66548,
            66548,
            48434,
            50959450,
            10674128,
            50959450
        ],
        [
            -391978,
            -20054,
            -391978,
            -11605598,
            -8002145,
            -11605598
        ],
        [
            137,
            38,
            237,
            137,
            38,
            237
        ],
        [
            111,
            38,
            181,
            154,
            37,
            276
        ],
        [
            193,
            37,
            370,
            127,
            38,
            216
        ],
        [
            21514,
            3022,
            18492,
            21514,
            3022,
            18492
        ],
        [
            0,
            0,
            64.037355,
            57.037355,
            97.287355,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372742,
            -10098,
            -283381,
            -582437,
            -610771,
            -618441
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22898,
    "evaluation_days": 1908.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595692800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759200827514,
    "expiration_time": 1765132761600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 114,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 195,
            "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)