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Trade: SNX/USDT/120/VWAP/KCU/8596

Strategy
SNX/USDT/120/VWAP/KCU/8596
Pair
SNX_USDT
Interval
2h
Score
557823
Daily Profit
0.287405
Profit Factor
1.711881
Profitability
79.324895
Streak
4.485631
Best Strategy
Training Data Length
1911.670000
Evaluation Time
2025-10-03 18:39
Expiration Time
2025-12-11 11:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 549424.2277 360344.1198 189080.1079 1206611.7857 -683137.6171 1889749.4028
Total P&L (%) 549.4242 360.3441 189.0801 1206.6118 -683.1376 1889.7494
Avg Daily Profit (%) 0.2874 0.1885 0.0989 0.1345 0 0.1566
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158895 -131503 -48588 -3713782 -3200461 -930223
Profit Factor 1.7119 1.6005 2.1012 1.1086 0.9266 2.0526
Total Trades 237 118 119 237 118 119
Winning Trades 188 93 95 188 93 95
Losing Trades 49 25 24 49 25 24
Profitability (%) 79.3249 78.8136 79.8319 79.3249 78.8136 79.8319
Ratio Avg Win / Avg Loss 0.4462 0.4302 0.5308 0.289 0.2491 0.5185
Largest Winning Trade 60473 60473 10785 587551 587551 222457
Largest Losing Trade -75761 -75761 -16758 -1629463 -1629463 -335308
Avg Bars in Trades 95 178 13 95 178 13
Avg Bars in Winners 36 64 8 36 64 8
Avg Bars in Losers 324 602 34 324 602 34
Bars Traded 22662 21028 1634 22662 21028 1634
Profit Streak 4.4856 54.6523 4.4856 4.4856 54.6523 4.4856
Trades During Streak 6 8 3 6 8 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 557823 474051 -54396 -109469 -575384 507785
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22940,
    "evaluation_days": 1911.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595455200000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759505958511,
    "expiration_time": 1765446048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            549424.227707708,
            360344.1197722424,
            189080.1079354663,
            1206611.785670714,
            -683137.6171365241,
            1889749.4028072392
        ],
        [
            549.424228,
            360.34412,
            189.080108,
            1206.611786,
            -683.137617,
            1889.749403
        ],
        [
            0.287405,
            0.188497,
            0.098908,
            0.134529,
            0,
            0.156561
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158895,
            -131503,
            -48588,
            -3713782,
            -3200461,
            -930223
        ],
        [
            1.711881,
            1.60048,
            2.101234,
            1.108635,
            0.926636,
            2.052564
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            188,
            93,
            95,
            188,
            93,
            95
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            79.324895,
            78.813559,
            79.831933,
            79.324895,
            78.813559,
            79.831933
        ],
        [
            0.446182,
            0.430237,
            0.530838,
            0.288953,
            0.249096,
            0.518542
        ],
        [
            60473,
            60473,
            10785,
            587551,
            587551,
            222457
        ],
        [
            -75761,
            -75761,
            -16758,
            -1629463,
            -1629463,
            -335308
        ],
        [
            95,
            178,
            13,
            95,
            178,
            13
        ],
        [
            36,
            64,
            8,
            36,
            64,
            8
        ],
        [
            324,
            602,
            34,
            324,
            602,
            34
        ],
        [
            22662,
            21028,
            1634,
            22662,
            21028,
            1634
        ],
        [
            4.485631,
            54.652297,
            4.485631,
            4.485631,
            54.652298,
            4.485631
        ],
        [
            6,
            8,
            3,
            6,
            8,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            557823,
            474051,
            -54396,
            -109469,
            -575384,
            507785
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22940,
    "evaluation_days": 1911.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595455200000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759505958511,
    "expiration_time": 1765446048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)