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Trade: SNX/USDT/240/ALMA/SSF/5631

Strategy
SNX/USDT/240/ALMA/SSF/5631
Pair
SNX_USDT
Interval
4h
Score
340693
Daily Profit
0.182879
Profit Factor
1.467651
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-28 15:02
Expiration Time
2025-11-24 15:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348749.5158 255059.7301 93689.7857 63076.3388 -107966.4605 171042.7993
Total P&L (%) 348.7495 255.0597 93.6898 63.0763 -107.9665 171.0428
Avg Daily Profit (%) 0.1829 0.1337 0.0491 0.0256 0 0.0523
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127246 -111980 -56738 -433310 -493732 -164601
Profit Factor 1.4677 1.6839 1.2513 1.0296 0.9076 1.1779
Total Trades 111 55 56 111 55 56
Winning Trades 54 22 32 54 22 32
Losing Trades 57 33 24 57 33 24
Profitability (%) 48.6486 40 57.1429 48.6486 40 57.1429
Ratio Avg Win / Avg Loss 1.5492 2.5258 0.9385 1.0868 1.3614 0.8834
Largest Winning Trade 215350 215350 49661 276561 276561 134966
Largest Losing Trade -38850 -29124 -38850 -133016 -133016 -114021
Avg Bars in Trades 99 91 107 99 91 107
Avg Bars in Winners 129 129 129 129 129 129
Avg Bars in Losers 71 65 79 71 65 79
Bars Traded 11058 5017 6041 11058 5017 6041
Profit Streak 0 58.1686 0 0 58.1686 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340693 -193831 -308310 -347257 -761658 -328686
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11442,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759060969669,
    "expiration_time": 1763989344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            348749.5158006193,
            255059.7300733739,
            93689.7857272451,
            63076.3387999126,
            -107966.4605117497,
            171042.7993116624
        ],
        [
            348.749516,
            255.05973,
            93.689786,
            63.076339,
            -107.966461,
            171.042799
        ],
        [
            0.182879,
            0.133749,
            0.049129,
            0.025648,
            0,
            0.0523
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127246,
            -111980,
            -56738,
            -433310,
            -493732,
            -164601
        ],
        [
            1.467651,
            1.683857,
            1.251331,
            1.02961,
            0.907633,
            1.177918
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            54,
            22,
            32,
            54,
            22,
            32
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            48.648649,
            40,
            57.142857,
            48.648649,
            40,
            57.142857
        ],
        [
            1.549188,
            2.525786,
            0.938498,
            1.086811,
            1.361449,
            0.883439
        ],
        [
            215350,
            215350,
            49661,
            276561,
            276561,
            134966
        ],
        [
            -38850,
            -29124,
            -38850,
            -133016,
            -133016,
            -114021
        ],
        [
            99,
            91,
            107,
            99,
            91,
            107
        ],
        [
            129,
            129,
            129,
            129,
            129,
            129
        ],
        [
            71,
            65,
            79,
            71,
            65,
            79
        ],
        [
            11058,
            5017,
            6041,
            11058,
            5017,
            6041
        ],
        [
            0,
            58.16863,
            0,
            0,
            58.16863,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340693,
            -193831,
            -308310,
            -347257,
            -761658,
            -328686
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11442,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595966400000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759060969669,
    "expiration_time": 1763989344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    }
}

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)