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Trade: SNX/USDT/240/WMA/SINWMA/4491

Strategy
SNX/USDT/240/WMA/SINWMA/4491
Pair
SNX_USDT
Interval
4h
Score
465636
Daily Profit
0.253502
Profit Factor
1.639154
Profitability
58.771930
Streak
42.254432
Best Strategy
Training Data Length
1909.830000
Evaluation Time
2025-10-01 09:06
Expiration Time
2025-11-27 13:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484146.1807 332550.5694 151595.6113 256296.2986 -568482.0233 824778.322
Total P&L (%) 484.1462 332.5506 151.5956 256.2963 -568.482 824.7783
Avg Daily Profit (%) 0.2535 0.1741 0.0794 0.0666 0 0.1165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176193 -137046 -58874 -1200011 -1297048 -375857
Profit Factor 1.6392 1.7422 1.4899 1.0635 0.7921 1.6335
Total Trades 114 57 57 114 57 57
Winning Trades 67 31 36 67 31 36
Losing Trades 47 26 21 47 26 21
Profitability (%) 58.7719 54.386 63.1579 58.7719 54.386 63.1579
Ratio Avg Win / Avg Loss 1.1499 1.4612 0.8691 0.746 0.6643 0.9529
Largest Winning Trade 255282 255282 57783 476122 476122 265718
Largest Losing Trade -45874 -45874 -38384 -283933 -283933 -194286
Avg Bars in Trades 96 85 107 96 85 107
Avg Bars in Winners 89 76 99 89 76 99
Avg Bars in Losers 107 96 121 107 96 121
Bars Traded 11028 4877 6151 11028 4877 6151
Profit Streak 42.2544 55.2544 42.2544 42.2544 55.2544 42.2544
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465636 -168912 -265192 -253546 -759282 -214488
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11459,
    "evaluation_days": 1909.83,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597204800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759298782893,
    "expiration_time": 1764241488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 111,
            "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": [
        [
            484146.1807403371,
            332550.5694185446,
            151595.6113217921,
            256296.2986225555,
            -568482.0233322395,
            824778.3219547946
        ],
        [
            484.146181,
            332.550569,
            151.595611,
            256.296299,
            -568.482023,
            824.778322
        ],
        [
            0.253502,
            0.174126,
            0.079376,
            0.066551,
            0,
            0.116538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176193,
            -137046,
            -58874,
            -1200011,
            -1297048,
            -375857
        ],
        [
            1.639154,
            1.742206,
            1.48993,
            1.063505,
            0.792071,
            1.633542
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            58.77193,
            54.385965,
            63.157895,
            58.77193,
            54.385965,
            63.157895
        ],
        [
            1.149854,
            1.461205,
            0.869126,
            0.74604,
            0.664318,
            0.9529
        ],
        [
            255282,
            255282,
            57783,
            476122,
            476122,
            265718
        ],
        [
            -45874,
            -45874,
            -38384,
            -283933,
            -283933,
            -194286
        ],
        [
            96,
            85,
            107,
            96,
            85,
            107
        ],
        [
            89,
            76,
            99,
            89,
            76,
            99
        ],
        [
            107,
            96,
            121,
            107,
            96,
            121
        ],
        [
            11028,
            4877,
            6151,
            11028,
            4877,
            6151
        ],
        [
            42.254432,
            55.254432,
            42.254432,
            42.254432,
            55.254432,
            42.254432
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465636,
            -168912,
            -265192,
            -253546,
            -759282,
            -214488
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11459,
    "evaluation_days": 1909.83,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597204800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759298782893,
    "expiration_time": 1764241488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 111,
            "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)