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Trade: SNX/USDT/240/PWMA/SUPERTREND/8858

Strategy
SNX/USDT/240/PWMA/SUPERTREND/8858
Pair
SNX_USDT
Interval
4h
Score
372820
Daily Profit
0.246297
Profit Factor
1.261661
Profitability
56.812933
Streak
4.522144
Best Strategy
Training Data Length
1903.170000
Evaluation Time
2025-09-26 19:31
Expiration Time
2025-11-20 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 468744.8489 306355.1676 162389.6813 182044.5847 -145181.7175 327226.3022
Total P&L (%) 468.7448 306.3552 162.3897 182.0446 -145.1817 327.2263
Avg Daily Profit (%) 0.2463 0.161 0.0853 0.0545 0 0.0763
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183541 -138555 -97176 -2365663 -1554862 -1119556
Profit Factor 1.2617 1.3357 1.1848 1.0171 0.9755 1.0697
Total Trades 433 217 216 433 217 216
Winning Trades 246 123 123 246 123 123
Losing Trades 187 94 93 187 94 93
Profitability (%) 56.8129 56.682 56.9444 56.8129 56.682 56.9444
Ratio Avg Win / Avg Loss 0.9591 1.0208 0.8958 0.7732 0.7455 0.8088
Largest Winning Trade 42728 42728 28913 366813 366813 218170
Largest Losing Trade -49753 -49753 -41644 -558409 -558409 -237474
Avg Bars in Trades 25 31 20 25 31 20
Avg Bars in Winners 21 22 20 21 22 20
Avg Bars in Losers 31 43 20 31 43 20
Bars Traded 11211 6815 4396 11211 6815 4396
Profit Streak 4.5221 4.5221 30.8555 4.5221 4.5221 30.8555
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372820 334929 -94718 -319323 -579063 -233290

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11419,
    "evaluation_days": 1903.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758904313245,
    "expiration_time": 1763648208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 183,
            "offset": 0,
            "multiplier": 3.16089
        }
    }
}
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": [
        [
            468744.8489478113,
            306355.1676252982,
            162389.6813225136,
            182044.5847171989,
            -145181.717462257,
            327226.3021794543
        ],
        [
            468.744849,
            306.355168,
            162.389681,
            182.044585,
            -145.181717,
            327.226302
        ],
        [
            0.246297,
            0.160971,
            0.085326,
            0.054497,
            0,
            0.07633
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183541,
            -138555,
            -97176,
            -2365663,
            -1554862,
            -1119556
        ],
        [
            1.261661,
            1.335695,
            1.184781,
            1.017143,
            0.975497,
            1.069711
        ],
        [
            433,
            217,
            216,
            433,
            217,
            216
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            56.812933,
            56.682028,
            56.944444,
            56.812933,
            56.682028,
            56.944444
        ],
        [
            0.959068,
            1.020775,
            0.89581,
            0.773194,
            0.745502,
            0.808806
        ],
        [
            42728,
            42728,
            28913,
            366813,
            366813,
            218170
        ],
        [
            -49753,
            -49753,
            -41644,
            -558409,
            -558409,
            -237474
        ],
        [
            25,
            31,
            20,
            25,
            31,
            20
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            31,
            43,
            20,
            31,
            43,
            20
        ],
        [
            11211,
            6815,
            4396,
            11211,
            6815,
            4396
        ],
        [
            4.522144,
            4.522144,
            30.855477,
            4.522144,
            4.522144,
            30.855477
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372820,
            334929,
            -94718,
            -319323,
            -579063,
            -233290
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11419,
    "evaluation_days": 1903.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758904313245,
    "expiration_time": 1763648208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 183,
            "offset": 0,
            "multiplier": 3.16089
        }
    }
}

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)