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Trade: SNX/USDT/240/SSF/HMA/3539

Strategy
SNX/USDT/240/SSF/HMA/3539
Pair
SNX_USDT
Interval
4h
Score
512261
Daily Profit
0.343222
Profit Factor
1.709099
Profitability
60.240964
Streak
10.934296
Best Strategy
Training Data Length
1908.670000
Evaluation Time
2025-09-30 05:25
Expiration Time
2025-11-26 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655096.8322 396191.0443 258905.7879 2158766.8757 1411586.676 747180.1998
Total P&L (%) 655.0968 396.191 258.9058 2158.7669 1411.5867 747.1802
Avg Daily Profit (%) 0.3432 0.2076 0.1356 0.1635 0.1424 0.112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -248955 -110389 -138565 -5358644 -2388771 -3134061
Profit Factor 1.7091 1.8508 1.5651 1.1325 1.1673 1.0952
Total Trades 166 83 83 166 83 83
Winning Trades 100 50 50 100 50 50
Losing Trades 66 33 33 66 33 33
Profitability (%) 60.241 60.241 60.241 60.241 60.241 60.241
Ratio Avg Win / Avg Loss 1.128 1.2215 1.033 0.7475 0.7704 0.7228
Largest Winning Trade 72726 72726 44533 1317613 1317613 852015
Largest Losing Trade -75630 -35971 -75630 -2214889 -781129 -2214889
Avg Bars in Trades 67 61 73 67 61 73
Avg Bars in Winners 63 55 71 63 55 71
Avg Bars in Losers 73 70 76 73 70 76
Bars Traded 11205 5087 6118 11205 5087 6118
Profit Streak 10.9343 69.2676 0 10.9343 69.2676 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 512261 458621 -8966 -65872 -38106 -159285
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11452,
    "evaluation_days": 1908.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759199123190,
    "expiration_time": 1764137664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            655096.8321800393,
            396191.0442759569,
            258905.7879040823,
            2158766.8757155105,
            1411586.6759524243,
            747180.199763086
        ],
        [
            655.096832,
            396.191044,
            258.905788,
            2158.766876,
            1411.586676,
            747.1802
        ],
        [
            0.343222,
            0.207574,
            0.135647,
            0.163462,
            0.142386,
            0.112012
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -248955,
            -110389,
            -138565,
            -5358644,
            -2388771,
            -3134061
        ],
        [
            1.709099,
            1.85075,
            1.565113,
            1.132506,
            1.167251,
            1.095159
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            60.240964,
            60.240964,
            60.240964,
            60.240964,
            60.240964,
            60.240964
        ],
        [
            1.128005,
            1.221495,
            1.032975,
            0.747454,
            0.770386,
            0.722805
        ],
        [
            72726,
            72726,
            44533,
            1317613,
            1317613,
            852015
        ],
        [
            -75630,
            -35971,
            -75630,
            -2214889,
            -781129,
            -2214889
        ],
        [
            67,
            61,
            73,
            67,
            61,
            73
        ],
        [
            63,
            55,
            71,
            63,
            55,
            71
        ],
        [
            73,
            70,
            76,
            73,
            70,
            76
        ],
        [
            11205,
            5087,
            6118,
            11205,
            5087,
            6118
        ],
        [
            10.934296,
            69.267629,
            0,
            10.934296,
            69.26763,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            512261,
            458621,
            -8966,
            -65872,
            -38106,
            -159285
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11452,
    "evaluation_days": 1908.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759199123190,
    "expiration_time": 1764137664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "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)