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Trade: SNX/USDT/240/SMA/PWMA/5023

Strategy
SNX/USDT/240/SMA/PWMA/5023
Pair
SNX_USDT
Interval
4h
Score
417255
Daily Profit
0.176185
Profit Factor
1.571718
Profitability
58.928571
Streak
55.306529
Best Strategy
Training Data Length
1909.670000
Evaluation Time
2025-10-01 06:21
Expiration Time
2025-11-27 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459341.2507 336455.2612 122885.9895 -54941.5059 389337.8937 -444279.3996
Total P&L (%) 459.3413 336.4553 122.886 -54.9415 389.3379 -444.2794
Avg Daily Profit (%) 0.2405 0.1762 0.0643 -0.0417 0.0832 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183967 -106636 -162146 -637351 -56124 -621830
Profit Factor 1.3695 1.5717 1.1877 0.9456 2.862 0.4458
Total Trades 224 112 112 224 112 112
Winning Trades 140 66 74 140 66 74
Losing Trades 84 46 38 84 46 38
Profitability (%) 62.5 58.9286 66.0714 62.5 58.9286 66.0714
Ratio Avg Win / Avg Loss 0.8217 1.0954 0.6099 0.5674 1.9947 0.2289
Largest Winning Trade 87233 87233 41744 171896 171896 55495
Largest Losing Trade -92721 -43565 -92721 -593806 -52193 -593806
Avg Bars in Trades 50 48 52 50 48 52
Avg Bars in Winners 41 39 42 41 39 42
Avg Bars in Losers 65 61 71 65 61 71
Bars Traded 11271 5394 5877 11271 5394 5877
Profit Streak 23.3065 55.3065 23.3065 23.3065 55.3065 23.3065
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398428 417255 -120344 -576519 -74002 -578404
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11458,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596499200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288884120,
    "expiration_time": 1764226656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "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": [
        [
            459341.250696247,
            336455.2611575966,
            122885.9895386504,
            -54941.5058929218,
            389337.8937282427,
            -444279.399621165
        ],
        [
            459.341251,
            336.455261,
            122.88599,
            -54.941506,
            389.337894,
            -444.2794
        ],
        [
            0.240534,
            0.176185,
            0.064349,
            -0.041737,
            0.083184,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183967,
            -106636,
            -162146,
            -637351,
            -56124,
            -621830
        ],
        [
            1.369499,
            1.571718,
            1.187713,
            0.945641,
            2.861962,
            0.445771
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            140,
            66,
            74,
            140,
            66,
            74
        ],
        [
            84,
            46,
            38,
            84,
            46,
            38
        ],
        [
            62.5,
            58.928571,
            66.071429,
            62.5,
            58.928571,
            66.071429
        ],
        [
            0.821699,
            1.09544,
            0.609907,
            0.567385,
            1.994701,
            0.228909
        ],
        [
            87233,
            87233,
            41744,
            171896,
            171896,
            55495
        ],
        [
            -92721,
            -43565,
            -92721,
            -593806,
            -52193,
            -593806
        ],
        [
            50,
            48,
            52,
            50,
            48,
            52
        ],
        [
            41,
            39,
            42,
            41,
            39,
            42
        ],
        [
            65,
            61,
            71,
            65,
            61,
            71
        ],
        [
            11271,
            5394,
            5877,
            11271,
            5394,
            5877
        ],
        [
            23.306529,
            55.306529,
            23.306529,
            23.306529,
            55.306529,
            23.306529
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398428,
            417255,
            -120344,
            -576519,
            -74002,
            -578404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11458,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596499200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288884120,
    "expiration_time": 1764226656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "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)