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Trade: SNX/USDT/120/MIDPOINT/BBL/4763

Strategy
SNX/USDT/120/MIDPOINT/BBL/4763
Pair
SNX_USDT
Interval
2h
Score
303083
Daily Profit
0.150913
Profit Factor
1.320992
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1913.080000
Evaluation Time
2025-10-05 05:15
Expiration Time
2025-12-12 22:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288709.2288 197518.0336 91191.1952 71476.2101 -70583.9088 142060.1189
Total P&L (%) 288.7092 197.518 91.1912 71.4762 -70.5839 142.0601
Avg Daily Profit (%) 0.1509 0.1032 0.0477 0.0282 -0.0639 0.0462
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137336 -68706 -114465 -733961 -451600 -489083
Profit Factor 1.321 1.4678 1.1911 1.0262 0.9485 1.1043
Total Trades 192 96 96 192 96 96
Winning Trades 96 49 47 96 49 47
Losing Trades 96 47 49 96 47 49
Profitability (%) 50 51.0417 48.9583 50 51.0417 48.9583
Ratio Avg Win / Avg Loss 1.321 1.4079 1.2418 1.0262 0.9097 1.1513
Largest Winning Trade 52230 37630 52230 310658 147259 310658
Largest Losing Trade -67138 -24158 -67138 -350331 -135751 -350331
Avg Bars in Trades 117 58 177 117 58 177
Avg Bars in Winners 155 55 260 155 55 260
Avg Bars in Losers 79 60 97 79 60 97
Bars Traded 22595 5598 16997 22595 5598 16997
Profit Streak 0 72.0106 0 0 72.0106 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303083 -53640 -140282 -345952 -580382 -237675
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22957,
    "evaluation_days": 1913.08,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595858400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759630515392,
    "expiration_time": 1765572854400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.04962
        }
    }
}
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": [
        [
            288709.2287638118,
            197518.0335753379,
            91191.195188474,
            71476.2100634346,
            -70583.9088410635,
            142060.1189044983
        ],
        [
            288.709229,
            197.518034,
            91.191195,
            71.47621,
            -70.583909,
            142.060119
        ],
        [
            0.150913,
            0.103246,
            0.047667,
            0.028193,
            -0.063941,
            0.04622
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137336,
            -68706,
            -114465,
            -733961,
            -451600,
            -489083
        ],
        [
            1.320992,
            1.46782,
            1.191089,
            1.026168,
            0.948457,
            1.104304
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            96,
            49,
            47,
            96,
            49,
            47
        ],
        [
            96,
            47,
            49,
            96,
            47,
            49
        ],
        [
            50,
            51.041667,
            48.958333,
            50,
            51.041667,
            48.958333
        ],
        [
            1.320992,
            1.407909,
            1.241773,
            1.026168,
            0.909744,
            1.151296
        ],
        [
            52230,
            37630,
            52230,
            310658,
            147259,
            310658
        ],
        [
            -67138,
            -24158,
            -67138,
            -350331,
            -135751,
            -350331
        ],
        [
            117,
            58,
            177,
            117,
            58,
            177
        ],
        [
            155,
            55,
            260,
            155,
            55,
            260
        ],
        [
            79,
            60,
            97,
            79,
            60,
            97
        ],
        [
            22595,
            5598,
            16997,
            22595,
            5598,
            16997
        ],
        [
            0,
            72.010595,
            0,
            0,
            72.010595,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303083,
            -53640,
            -140282,
            -345952,
            -580382,
            -237675
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22957,
    "evaluation_days": 1913.08,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595858400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759630515392,
    "expiration_time": 1765572854400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.04962
        }
    }
}

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)