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Trade: SNX/USDT/120/MIDPOINT/SSF/7735

Strategy
SNX/USDT/120/MIDPOINT/SSF/7735
Pair
SNX_USDT
Interval
2h
Score
369487
Daily Profit
0.199120
Profit Factor
1.345069
Profitability
50.769231
Streak
5.978234
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-25 12:28
Expiration Time
2025-12-02 03:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378859.4445 275401.1441 103458.3005 75685.7906 -38752.9848 114438.7754
Total P&L (%) 378.8594 275.4011 103.4583 75.6858 -38.753 114.4388
Avg Daily Profit (%) 0.1991 0.1447 0.0544 0.0296 -0.0258 0.0401
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194793 -98838 -109984 -392180 -329532 -162965
Profit Factor 1.3451 1.4743 1.2 1.0401 0.9652 1.1476
Total Trades 195 98 97 195 98 97
Winning Trades 99 46 53 99 46 53
Losing Trades 96 52 44 96 52 44
Profitability (%) 50.7692 46.9388 54.6392 50.7692 46.9388 54.6392
Ratio Avg Win / Avg Loss 1.3043 1.6666 0.9962 1.0086 1.0911 0.9527
Largest Winning Trade 97201 97201 41154 115379 115379 98117
Largest Losing Trade -34901 -32226 -34901 -135685 -135685 -99826
Avg Bars in Trades 115 95 135 115 95 135
Avg Bars in Winners 109 88 127 109 88 127
Avg Bars in Losers 121 102 144 121 102 144
Bars Traded 22547 9402 13145 22547 9402 13145
Profit Streak 5.9782 5.9782 43.8116 5.9782 5.9782 43.8116
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369487 59816 -121206 -327450 -579896 -197892

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596081600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792519449,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            378859.4445203802,
            275401.1440682875,
            103458.3004520926,
            75685.7905516902,
            -38752.9848423998,
            114438.7753940901
        ],
        [
            378.859445,
            275.401144,
            103.4583,
            75.685791,
            -38.752985,
            114.438775
        ],
        [
            0.19912,
            0.144745,
            0.054375,
            0.029622,
            -0.025763,
            0.040102
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194793,
            -98838,
            -109984,
            -392180,
            -329532,
            -162965
        ],
        [
            1.345069,
            1.474263,
            1.200023,
            1.040088,
            0.965168,
            1.147586
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            99,
            46,
            53,
            99,
            46,
            53
        ],
        [
            96,
            52,
            44,
            96,
            52,
            44
        ],
        [
            50.769231,
            46.938776,
            54.639175,
            50.769231,
            46.938776,
            54.639175
        ],
        [
            1.304309,
            1.666558,
            0.996246,
            1.008571,
            1.091059,
            0.952713
        ],
        [
            97201,
            97201,
            41154,
            115379,
            115379,
            98117
        ],
        [
            -34901,
            -32226,
            -34901,
            -135685,
            -135685,
            -99826
        ],
        [
            115,
            95,
            135,
            115,
            95,
            135
        ],
        [
            109,
            88,
            127,
            109,
            88,
            127
        ],
        [
            121,
            102,
            144,
            121,
            102,
            144
        ],
        [
            22547,
            9402,
            13145,
            22547,
            9402,
            13145
        ],
        [
            5.978234,
            5.978234,
            43.811568,
            5.978234,
            5.978234,
            43.811568
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369487,
            59816,
            -121206,
            -327450,
            -579896,
            -197892
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596081600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792519449,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 3
        }
    }
}

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)