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Trade: SNX/USDT/240/WMA/BBU/8856

Strategy
SNX/USDT/240/WMA/BBU/8856
Pair
SNX_USDT
Interval
4h
Score
488598
Daily Profit
0.291189
Profit Factor
1.848111
Profitability
70.769231
Streak
47.419343
Best Strategy
Training Data Length
1909.170000
Evaluation Time
2025-09-30 17:03
Expiration Time
2025-11-26 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 555929.8105 341096.7722 214833.0383 1367017.4785 -941400.9255 2308418.404
Total P&L (%) 555.9298 341.0968 214.833 1367.0175 -941.4009 2308.4184
Avg Daily Profit (%) 0.2912 0.1787 0.1125 0.1408 0 0.1668
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124985 -103090 -26589 -6928880 -6180721 -1067789
Profit Factor 1.8481 1.6507 2.6361 1.0819 0.9326 1.8463
Total Trades 130 65 65 130 65 65
Winning Trades 92 45 47 92 45 47
Losing Trades 38 20 18 38 20 18
Profitability (%) 70.7692 69.2308 72.3077 70.7692 69.2308 72.3077
Ratio Avg Win / Avg Loss 0.7634 0.7337 1.0096 0.4469 0.4145 0.7071
Largest Winning Trade 51663 51663 21233 1493153 1493153 445233
Largest Losing Trade -77113 -77113 -24214 -2633161 -2633161 -477764
Avg Bars in Trades 86 157 15 86 157 15
Avg Bars in Winners 37 65 11 37 65 11
Avg Bars in Losers 205 363 28 205 363 28
Bars Traded 11275 10246 1029 11275 10246 1029
Profit Streak 47.4193 47.4193 296.7527 47.4193 47.4193 296.7527
Trades During Streak 2 1 6 2 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488598 -120840 -165953 -132728 -709405 -118619
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11455,
    "evaluation_days": 1909.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596038400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241031214,
    "expiration_time": 1764182160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 217,
            "offset": 0,
            "std": 1.68939
        }
    }
}
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": [
        [
            555929.810531641,
            341096.7721966242,
            214833.0383350165,
            1367017.4785086906,
            -941400.9254565809,
            2308418.40396527
        ],
        [
            555.929811,
            341.096772,
            214.833038,
            1367.017479,
            -941.400925,
            2308.418404
        ],
        [
            0.291189,
            0.178662,
            0.112527,
            0.140779,
            0,
            0.166785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124985,
            -103090,
            -26589,
            -6928880,
            -6180721,
            -1067789
        ],
        [
            1.848111,
            1.650723,
            2.636066,
            1.081931,
            0.932551,
            1.846306
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            70.769231,
            69.230769,
            72.307692,
            70.769231,
            69.230769,
            72.307692
        ],
        [
            0.76335,
            0.733655,
            1.009557,
            0.446885,
            0.414467,
            0.707096
        ],
        [
            51663,
            51663,
            21233,
            1493153,
            1493153,
            445233
        ],
        [
            -77113,
            -77113,
            -24214,
            -2633161,
            -2633161,
            -477764
        ],
        [
            86,
            157,
            15,
            86,
            157,
            15
        ],
        [
            37,
            65,
            11,
            37,
            65,
            11
        ],
        [
            205,
            363,
            28,
            205,
            363,
            28
        ],
        [
            11275,
            10246,
            1029,
            11275,
            10246,
            1029
        ],
        [
            47.419343,
            47.419343,
            296.752676,
            47.419343,
            47.419343,
            296.752676
        ],
        [
            2,
            1,
            6,
            2,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488598,
            -120840,
            -165953,
            -132728,
            -709405,
            -118619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11455,
    "evaluation_days": 1909.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596038400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241031214,
    "expiration_time": 1764182160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 217,
            "offset": 0,
            "std": 1.68939
        }
    }
}

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)