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Trade: SNX/USDT/240/FWMA/KCU/5497

Strategy
SNX/USDT/240/FWMA/KCU/5497
Pair
SNX_USDT
Interval
4h
Score
539381
Daily Profit
0.247787
Profit Factor
1.614711
Profitability
80.542986
Streak
51.146808
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-10-03 14:31
Expiration Time
2025-11-29 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473768.979 280815.0841 192953.8949 677580.9476 -863820.5456 1541401.4932
Total P&L (%) 473.769 280.8151 192.9539 677.5809 -863.8205 1541.4015
Avg Daily Profit (%) 0.2478 0.1469 0.1009 0.1073 0 0.1465
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151403 -130329 -49809 -4512251 -3768372 -1576611
Profit Factor 1.6147 1.5046 1.9006 1.0629 0.8965 1.6334
Total Trades 221 111 110 221 111 110
Winning Trades 178 88 90 178 88 90
Losing Trades 43 23 20 43 23 20
Profitability (%) 80.543 79.2793 81.8182 80.543 79.2793 81.8182
Ratio Avg Win / Avg Loss 0.3901 0.3933 0.4224 0.2568 0.2343 0.363
Largest Winning Trade 28840 28840 13290 516302 516302 267949
Largest Losing Trade -72466 -72466 -45460 -1895611 -1895611 -1552201
Avg Bars in Trades 50 88 13 50 88 13
Avg Bars in Winners 18 30 7 18 30 7
Avg Bars in Losers 184 310 40 184 310 40
Bars Traded 11243 9794 1449 11243 9794 1449
Profit Streak 51.1468 51.1468 72.8135 51.1468 51.1468 72.8135
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 539381 284973 -51684 -195655 -575550 321505
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11472,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596700800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759491084254,
    "expiration_time": 1764434304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 115,
            "offset": 0,
            "scalar": 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": [
        [
            473768.9789912776,
            280815.0840608089,
            192953.8949304685,
            677580.947637764,
            -863820.5455769574,
            1541401.4932147225
        ],
        [
            473.768979,
            280.815084,
            192.953895,
            677.580948,
            -863.820546,
            1541.401493
        ],
        [
            0.247787,
            0.14687,
            0.100917,
            0.107328,
            0,
            0.146453
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151403,
            -130329,
            -49809,
            -4512251,
            -3768372,
            -1576611
        ],
        [
            1.614711,
            1.504633,
            1.900624,
            1.062863,
            0.896487,
            1.633371
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            178,
            88,
            90,
            178,
            88,
            90
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            80.542986,
            79.279279,
            81.818182,
            80.542986,
            79.279279,
            81.818182
        ],
        [
            0.390071,
            0.393256,
            0.422361,
            0.256759,
            0.234309,
            0.362971
        ],
        [
            28840,
            28840,
            13290,
            516302,
            516302,
            267949
        ],
        [
            -72466,
            -72466,
            -45460,
            -1895611,
            -1895611,
            -1552201
        ],
        [
            50,
            88,
            13,
            50,
            88,
            13
        ],
        [
            18,
            30,
            7,
            18,
            30,
            7
        ],
        [
            184,
            310,
            40,
            184,
            310,
            40
        ],
        [
            11243,
            9794,
            1449,
            11243,
            9794,
            1449
        ],
        [
            51.146808,
            51.146808,
            72.813475,
            51.146808,
            51.146808,
            72.813475
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539381,
            284973,
            -51684,
            -195655,
            -575550,
            321505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11472,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596700800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759491084254,
    "expiration_time": 1764434304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 115,
            "offset": 0,
            "scalar": 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)