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Trade: SNX/USDT/240/LINREG/DCM/2016

Strategy
SNX/USDT/240/LINREG/DCM/2016
Pair
SNX_USDT
Interval
4h
Score
315533
Daily Profit
0.150554
Profit Factor
1.235780
Profitability
44.764398
Streak
12.975889
Best Strategy
Training Data Length
1913.670000
Evaluation Time
2025-10-05 06:25
Expiration Time
2025-12-01 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324180.595 288110.2297 36070.3652 -41510.6797 413703.051 -455213.7307
Total P&L (%) 324.1806 288.1102 36.0704 -41.5107 413.7031 -455.2137
Avg Daily Profit (%) 0.1694 0.1506 0.0188 -0.028 0.0856 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195514 -157013 -143887 -692190 -376747 -640251
Profit Factor 1.1358 1.2358 1.0309 0.9917 1.1697 0.8241
Total Trades 764 382 382 764 382 382
Winning Trades 368 171 197 368 171 197
Losing Trades 396 211 185 396 211 185
Profitability (%) 48.1675 44.7644 51.5707 48.1675 44.7644 51.5707
Ratio Avg Win / Avg Loss 1.2222 1.5249 0.9681 1.0672 1.4433 0.7739
Largest Winning Trade 79878 79878 37924 203235 203235 76728
Largest Losing Trade -40050 -23456 -40050 -228653 -102421 -228653
Avg Bars in Trades 14 16 13 14 16 13
Avg Bars in Winners 16 19 15 16 19 15
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 11416 6171 5245 11416 6171 5245
Profit Streak 0 12.9759 0 0 12.9759 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60270 315533 -356484 -575555 -111840 -578855
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11482,
    "evaluation_days": 1913.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595131200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759634716798,
    "expiration_time": 1764582624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 19,
            "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": [
        [
            324180.5949658491,
            288110.2297376439,
            36070.3652282052,
            -41510.6796951103,
            413703.0509747923,
            -455213.7306699025
        ],
        [
            324.180595,
            288.11023,
            36.070365,
            -41.51068,
            413.703051,
            -455.213731
        ],
        [
            0.169403,
            0.150554,
            0.018849,
            -0.028022,
            0.085552,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195514,
            -157013,
            -143887,
            -692190,
            -376747,
            -640251
        ],
        [
            1.135765,
            1.23578,
            1.030939,
            0.99174,
            1.169691,
            0.824081
        ],
        [
            764,
            382,
            382,
            764,
            382,
            382
        ],
        [
            368,
            171,
            197,
            368,
            171,
            197
        ],
        [
            396,
            211,
            185,
            396,
            211,
            185
        ],
        [
            48.167539,
            44.764398,
            51.570681,
            48.167539,
            44.764398,
            51.570681
        ],
        [
            1.222182,
            1.524851,
            0.968141,
            1.067199,
            1.443303,
            0.773884
        ],
        [
            79878,
            79878,
            37924,
            203235,
            203235,
            76728
        ],
        [
            -40050,
            -23456,
            -40050,
            -228653,
            -102421,
            -228653
        ],
        [
            14,
            16,
            13,
            14,
            16,
            13
        ],
        [
            16,
            19,
            15,
            16,
            19,
            15
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            11416,
            6171,
            5245,
            11416,
            6171,
            5245
        ],
        [
            0,
            12.975889,
            0,
            0,
            12.975889,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60270,
            315533,
            -356484,
            -575555,
            -111840,
            -578855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11482,
    "evaluation_days": 1913.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595131200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759634716798,
    "expiration_time": 1764582624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 19,
            "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)