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Trade: SNX/USDT/240/HWMA/TEMA/5353

Strategy
SNX/USDT/240/HWMA/TEMA/5353
Pair
SNX_USDT
Interval
4h
Score
539001
Daily Profit
0.367232
Profit Factor
1.264000
Profitability
52.423901
Streak
0.000000
Best Strategy
Training Data Length
1907.670000
Evaluation Time
2025-09-29 05:40
Expiration Time
2025-11-25 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 700557.5993 465748.3036 234809.2957 1667543.6167 1364377.0502 303166.5664
Total P&L (%) 700.5576 465.7483 234.8093 1667.5436 1364.3771 303.1666
Avg Daily Profit (%) 0.3672 0.2441 0.1231 0.1507 0.1408 0.0731
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191108 -135686 -111833 -1371492 -1223620 -1681827
Profit Factor 1.264 1.3543 1.1753 1.109 1.1834 1.0385
Total Trades 887 443 444 887 443 444
Winning Trades 465 221 244 465 221 244
Losing Trades 422 222 200 422 222 200
Profitability (%) 52.4239 49.8871 54.955 52.4239 49.8871 54.955
Ratio Avg Win / Avg Loss 1.1471 1.3605 0.9634 1.0064 1.1887 0.8513
Largest Winning Trade 106267 106267 33112 499933 499933 195732
Largest Losing Trade -40995 -24949 -40995 -1228063 -290899 -1228063
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 11222 5605 5617 11222 5605 5617
Profit Streak 0 7.4447 0 0 7.4447 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 539001 399150 -55333 -87424 -20826 -272431
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11446,
    "evaluation_days": 1907.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759113622498,
    "expiration_time": 1764048672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09955,
            "nb": 0.47774,
            "nc": 0.22016
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 216,
            "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": [
        [
            700557.5993175611,
            465748.3036462252,
            234809.2956713369,
            1667543.61665399,
            1364377.0502327732,
            303166.5664212147
        ],
        [
            700.557599,
            465.748304,
            234.809296,
            1667.543617,
            1364.37705,
            303.166566
        ],
        [
            0.367232,
            0.244145,
            0.123087,
            0.150673,
            0.140795,
            0.07311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191108,
            -135686,
            -111833,
            -1371492,
            -1223620,
            -1681827
        ],
        [
            1.264,
            1.354342,
            1.175332,
            1.10895,
            1.183355,
            1.038549
        ],
        [
            887,
            443,
            444,
            887,
            443,
            444
        ],
        [
            465,
            221,
            244,
            465,
            221,
            244
        ],
        [
            422,
            222,
            200,
            422,
            222,
            200
        ],
        [
            52.423901,
            49.887133,
            54.954955,
            52.423901,
            49.887133,
            54.954955
        ],
        [
            1.147114,
            1.36047,
            0.963387,
            1.006402,
            1.18871,
            0.85127
        ],
        [
            106267,
            106267,
            33112,
            499933,
            499933,
            195732
        ],
        [
            -40995,
            -24949,
            -40995,
            -1228063,
            -290899,
            -1228063
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            11222,
            5605,
            5617,
            11222,
            5605,
            5617
        ],
        [
            0,
            7.444705,
            0,
            0,
            7.444705,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539001,
            399150,
            -55333,
            -87424,
            -20826,
            -272431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11446,
    "evaluation_days": 1907.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759113622498,
    "expiration_time": 1764048672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09955,
            "nb": 0.47774,
            "nc": 0.22016
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 216,
            "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)