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Trade: SNX/USDT/120/SINWMA/BBU/8967

Strategy
SNX/USDT/120/SINWMA/BBU/8967
Pair
SNX_USDT
Interval
2h
Score
308501
Daily Profit
0.170870
Profit Factor
1.295296
Profitability
61.417323
Streak
0.000000
Best Strategy
Training Data Length
1917.830000
Evaluation Time
2025-10-09 23:15
Expiration Time
2025-12-17 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327700.165 246626.8011 81073.3639 56553.0904 -1110680.6919 1167233.7823
Total P&L (%) 327.7002 246.6268 81.0734 56.5531 -1110.6807 1167.2338
Avg Daily Profit (%) 0.1709 0.1286 0.0423 0.0234 0 0.1325
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206983 -157828 -83791 -2950422 -2481765 -725695
Profit Factor 1.2953 1.3301 1.2236 1.0048 0.8762 1.3988
Total Trades 254 127 127 254 127 127
Winning Trades 156 85 71 156 85 71
Losing Trades 98 42 56 98 42 56
Profitability (%) 61.4173 66.9291 55.9055 61.4173 66.9291 55.9055
Ratio Avg Win / Avg Loss 0.8137 0.6572 0.9651 0.6312 0.433 1.1033
Largest Winning Trade 45680 45680 20601 421545 421545 322008
Largest Losing Trade -60487 -60487 -41417 -1207195 -1207195 -451215
Avg Bars in Trades 89 155 24 89 155 24
Avg Bars in Winners 49 73 19 49 73 19
Avg Bars in Losers 153 319 29 153 319 29
Bars Traded 22739 19686 3053 22739 19686 3053
Profit Streak 0 28.0107 0 0 28.0107 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308501 -19754 -137666 -376694 -577790 -14210
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23014,
    "evaluation_days": 1917.83,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595217600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760040928022,
    "expiration_time": 1765998028800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 129,
            "offset": 0,
            "std": 1.2834
        }
    }
}
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": [
        [
            327700.1650065589,
            246626.8011081432,
            81073.3638984157,
            56553.0903644743,
            -1110680.691939617,
            1167233.7823040911
        ],
        [
            327.700165,
            246.626801,
            81.073364,
            56.55309,
            -1110.680692,
            1167.233782
        ],
        [
            0.17087,
            0.128597,
            0.042273,
            0.023374,
            0,
            0.132499
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206983,
            -157828,
            -83791,
            -2950422,
            -2481765,
            -725695
        ],
        [
            1.295296,
            1.33012,
            1.223557,
            1.004753,
            0.876209,
            1.3988
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            156,
            85,
            71,
            156,
            85,
            71
        ],
        [
            98,
            42,
            56,
            98,
            42,
            56
        ],
        [
            61.417323,
            66.929134,
            55.905512,
            61.417323,
            66.929134,
            55.905512
        ],
        [
            0.813712,
            0.657236,
            0.965059,
            0.631191,
            0.43295,
            1.103279
        ],
        [
            45680,
            45680,
            20601,
            421545,
            421545,
            322008
        ],
        [
            -60487,
            -60487,
            -41417,
            -1207195,
            -1207195,
            -451215
        ],
        [
            89,
            155,
            24,
            89,
            155,
            24
        ],
        [
            49,
            73,
            19,
            49,
            73,
            19
        ],
        [
            153,
            319,
            29,
            153,
            319,
            29
        ],
        [
            22739,
            19686,
            3053,
            22739,
            19686,
            3053
        ],
        [
            0,
            28.010741,
            0,
            0,
            28.010741,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308501,
            -19754,
            -137666,
            -376694,
            -577790,
            -14210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23014,
    "evaluation_days": 1917.83,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595217600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760040928022,
    "expiration_time": 1765998028800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 129,
            "offset": 0,
            "std": 1.2834
        }
    }
}

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)