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Trade: SNX/USDT/240/MIDPRICE/ZLMA/7463

Strategy
SNX/USDT/240/MIDPRICE/ZLMA/7463
Pair
SNX_USDT
Interval
4h
Score
446553
Daily Profit
0.247330
Profit Factor
1.379950
Profitability
55.985915
Streak
45.655519
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 473802.4058 291459.2483 182343.1575 129287.7686 521641.8003 -392354.0316
Total P&L (%) 473.8024 291.4592 182.3432 129.2878 521.6418 -392.354
Avg Daily Profit (%) 0.2473 0.1521 0.0952 0.0433 0.0954 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138039 -83744 -146778 -605570 -212933 -822477
Profit Factor 1.38 1.5537 1.253 1.0442 1.5295 0.7979
Total Trades 284 142 142 284 142 142
Winning Trades 159 79 80 159 79 80
Losing Trades 125 63 62 125 63 62
Profitability (%) 55.9859 55.6338 56.338 55.9859 55.6338 56.338
Ratio Avg Win / Avg Loss 1.0849 1.2391 0.9711 0.8209 1.2197 0.6184
Largest Winning Trade 57196 57196 35130 119252 115825 119252
Largest Losing Trade -78560 -33555 -78560 -366358 -75435 -366358
Avg Bars in Trades 39 32 46 39 32 46
Avg Bars in Winners 34 24 44 34 24 44
Avg Bars in Losers 45 41 48 45 41 48
Bars Traded 11216 4588 6628 11216 4588 6628
Profit Streak 45.6555 108.3222 45.6555 45.6555 108.3222 45.6555
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446553 389802 -66131 -304834 -61686 -579146
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": 1597017600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759808636835,
    "expiration_time": 1764760608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "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": [
        [
            473802.405805754,
            291459.2482579667,
            182343.1575477874,
            129287.7686332735,
            521641.8002581098,
            -392354.0316248368
        ],
        [
            473.802406,
            291.459248,
            182.343158,
            129.287769,
            521.6418,
            -392.354032
        ],
        [
            0.24733,
            0.152145,
            0.095185,
            0.043326,
            0.095427,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138039,
            -83744,
            -146778,
            -605570,
            -212933,
            -822477
        ],
        [
            1.37995,
            1.553734,
            1.253022,
            1.044174,
            1.529483,
            0.797924
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            55.985915,
            55.633803,
            56.338028,
            55.985915,
            55.633803,
            56.338028
        ],
        [
            1.084866,
            1.239054,
            0.971092,
            0.820891,
            1.219715,
            0.618391
        ],
        [
            57196,
            57196,
            35130,
            119252,
            115825,
            119252
        ],
        [
            -78560,
            -33555,
            -78560,
            -366358,
            -75435,
            -366358
        ],
        [
            39,
            32,
            46,
            39,
            32,
            46
        ],
        [
            34,
            24,
            44,
            34,
            24,
            44
        ],
        [
            45,
            41,
            48,
            45,
            41,
            48
        ],
        [
            11216,
            4588,
            6628,
            11216,
            4588,
            6628
        ],
        [
            45.655519,
            108.322185,
            45.655519,
            45.655519,
            108.322186,
            45.655519
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446553,
            389802,
            -66131,
            -304834,
            -61686,
            -579146
        ]
    ]
}
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": 1597017600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759808636835,
    "expiration_time": 1764760608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "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)