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Trade: SNX/USDT/240/DCM/SWMA/1388

Strategy
SNX/USDT/240/DCM/SWMA/1388
Pair
SNX_USDT
Interval
4h
Score
372261
Daily Profit
0.245881
Profit Factor
2.986807
Profitability
40.000000
Streak
63.822184
Best Strategy
Training Data Length
1915.670000
Evaluation Time
2025-10-07 06:43
Expiration Time
2025-12-03 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644880.6361 471026.7986 173853.8375 836357.133 7356.286 829000.847
Total P&L (%) 644.8806 471.0268 173.8538 836.3571 7.3563 829.0008
Avg Daily Profit (%) 0.3366 0.2459 0.0908 0.1168 0.0037 0.1164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75579 -81332 -56231 -1392559 -808600 -850765
Profit Factor 2.5558 2.9868 1.9798 1.2087 1.0032 1.4763
Total Trades 61 30 31 61 30 31
Winning Trades 28 12 16 28 12 16
Losing Trades 33 18 15 33 18 15
Profitability (%) 45.9016 40 51.6129 45.9016 40 51.6129
Ratio Avg Win / Avg Loss 3.0121 4.4802 1.8561 1.4246 1.5049 1.384
Largest Winning Trade 465051 465051 61904 890465 595465 890465
Largest Losing Trade -36726 -35918 -36726 -543496 -458437 -543496
Avg Bars in Trades 181 128 232 181 128 232
Avg Bars in Winners 281 216 330 281 216 330
Avg Bars in Losers 95 69 126 95 69 126
Bars Traded 11050 3855 7195 11050 3855 7195
Profit Streak 0 63.8222 0 0 63.8222 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 -153515 372261 -67870 -204679 -572866 -35831
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11494,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759808636681,
    "expiration_time": 1764760608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "offset": 69
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    }
}
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": [
        [
            644880.6360844437,
            471026.7985530052,
            173853.8375314386,
            836357.1329854701,
            7356.2860079974,
            829000.8469774732
        ],
        [
            644.880636,
            471.026799,
            173.853838,
            836.357133,
            7.356286,
            829.000847
        ],
        [
            0.336635,
            0.245881,
            0.090754,
            0.116833,
            0.003705,
            0.116421
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75579,
            -81332,
            -56231,
            -1392559,
            -808600,
            -850765
        ],
        [
            2.555752,
            2.986807,
            1.979809,
            1.208723,
            1.003246,
            1.476317
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            45.901639,
            40,
            51.612903,
            45.901639,
            40,
            51.612903
        ],
        [
            3.012137,
            4.48021,
            1.856071,
            1.424566,
            1.504868,
            1.384047
        ],
        [
            465051,
            465051,
            61904,
            890465,
            595465,
            890465
        ],
        [
            -36726,
            -35918,
            -36726,
            -543496,
            -458437,
            -543496
        ],
        [
            181,
            128,
            232,
            181,
            128,
            232
        ],
        [
            281,
            216,
            330,
            281,
            216,
            330
        ],
        [
            95,
            69,
            126,
            95,
            69,
            126
        ],
        [
            11050,
            3855,
            7195,
            11050,
            3855,
            7195
        ],
        [
            0,
            63.822184,
            0,
            0,
            63.822184,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153515,
            372261,
            -67870,
            -204679,
            -572866,
            -35831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11494,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759808636681,
    "expiration_time": 1764760608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "offset": 69
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    }
}

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)