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Trade: SNX/USDT/240/HILO/MIDPOINT/8434

Strategy
SNX/USDT/240/HILO/MIDPOINT/8434
Pair
SNX_USDT
Interval
4h
Score
385315
Daily Profit
0.194320
Profit Factor
1.252602
Profitability
52.278820
Streak
11.343918
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-10-03 15:15
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 371539.4468 294752.5565 76786.8902 63785.2256 198018.0575 -134232.8319
Total P&L (%) 371.5394 294.7526 76.7869 63.7852 198.0181 -134.2328
Avg Daily Profit (%) 0.1943 0.1542 0.0402 0.0258 0.0571 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209614 -134202 -132910 -1514128 -1256894 -678990
Profit Factor 1.2526 1.3917 1.1069 1.0092 1.0551 0.96
Total Trades 373 187 186 373 187 186
Winning Trades 195 91 104 195 91 104
Losing Trades 178 96 82 178 96 82
Profitability (%) 52.2788 48.6631 55.914 52.2788 48.6631 55.914
Ratio Avg Win / Avg Loss 1.1434 1.4681 0.8728 0.9212 1.113 0.7569
Largest Winning Trade 83076 83076 33538 292163 292163 203281
Largest Losing Trade -53865 -53865 -42003 -513838 -513838 -271184
Avg Bars in Trades 30 37 23 30 37 23
Avg Bars in Winners 27 33 21 27 33 21
Avg Bars in Losers 33 40 25 33 40 25
Bars Traded 11332 6955 4377 11332 6955 4377
Profit Streak 11.3439 11.3439 33.5106 11.3439 11.3439 33.5106
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385315 302824 -240943 -367570 -276069 -577867
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11472,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595260800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759493714543,
    "expiration_time": 1764434304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "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": [
        [
            371539.4467842209,
            294752.5565423688,
            76786.8902418522,
            63785.2255991174,
            198018.0574505409,
            -134232.8318514241
        ],
        [
            371.539447,
            294.752557,
            76.78689,
            63.785226,
            198.018057,
            -134.232832
        ],
        [
            0.19432,
            0.154159,
            0.040161,
            0.025808,
            0.057128,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209614,
            -134202,
            -132910,
            -1514128,
            -1256894,
            -678990
        ],
        [
            1.252602,
            1.391653,
            1.106907,
            1.009179,
            1.05505,
            0.959954
        ],
        [
            373,
            187,
            186,
            373,
            187,
            186
        ],
        [
            195,
            91,
            104,
            195,
            91,
            104
        ],
        [
            178,
            96,
            82,
            178,
            96,
            82
        ],
        [
            52.27882,
            48.663102,
            55.913978,
            52.27882,
            48.663102,
            55.913978
        ],
        [
            1.143401,
            1.468117,
            0.872753,
            0.921199,
            1.113019,
            0.756887
        ],
        [
            83076,
            83076,
            33538,
            292163,
            292163,
            203281
        ],
        [
            -53865,
            -53865,
            -42003,
            -513838,
            -513838,
            -271184
        ],
        [
            30,
            37,
            23,
            30,
            37,
            23
        ],
        [
            27,
            33,
            21,
            27,
            33,
            21
        ],
        [
            33,
            40,
            25,
            33,
            40,
            25
        ],
        [
            11332,
            6955,
            4377,
            11332,
            6955,
            4377
        ],
        [
            11.343918,
            11.343918,
            33.510585,
            11.343918,
            11.343918,
            33.510585
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385315,
            302824,
            -240943,
            -367570,
            -276069,
            -577867
        ]
    ]
}
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": 1595260800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759493714543,
    "expiration_time": 1764434304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "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)