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Trade: SNX/USDT/360/DCM/SSF/2265

Strategy
SNX/USDT/360/DCM/SSF/2265
Pair
SNX_USDT
Interval
6h
Score
358467
Daily Profit
0.158317
Profit Factor
1.221724
Profitability
52.713178
Streak
9.607553
Best Strategy
Training Data Length
1909.750000
Evaluation Time
2025-10-01 05:34
Expiration Time
2025-11-27 09:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302345.4256 239480.5755 62864.8501 -35631.1467 19435.6594 -55066.8061
Total P&L (%) 302.3454 239.4806 62.8649 -35.6311 19.4357 -55.0668
Avg Daily Profit (%) 0.1583 0.1254 0.0329 -0.0231 0.0093 -0.0419
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190127 -97722 -161425 -377893 -179172 -244719
Profit Factor 1.2217 1.3936 1.0832 0.9711 1.0316 0.9108
Total Trades 258 129 129 258 129 129
Winning Trades 136 70 66 136 70 66
Losing Trades 122 59 63 122 59 63
Profitability (%) 52.7132 54.2636 51.1628 52.7132 54.2636 51.1628
Ratio Avg Win / Avg Loss 1.096 1.1746 1.034 0.8711 0.8695 0.8694
Largest Winning Trade 77112 77112 45035 64553 64553 45857
Largest Losing Trade -59188 -38539 -59188 -136156 -136156 -56524
Avg Bars in Trades 29 24 34 29 24 34
Avg Bars in Winners 25 20 31 25 20 31
Avg Bars in Losers 32 28 36 32 28 36
Bars Traded 7526 3109 4417 7526 3109 4417
Profit Streak 9.6076 9.6076 78.1076 9.6076 9.6076 78.1076
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358467 -23668 -277039 -577690 -373786 -579469
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7639,
    "evaluation_days": 1909.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595700000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286092596,
    "expiration_time": 1764226872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 58,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            302345.4255538508,
            239480.5754676905,
            62864.8500861604,
            -35631.1467188688,
            19435.6594254567,
            -55066.8061443254
        ],
        [
            302.345426,
            239.480575,
            62.86485,
            -35.631147,
            19.435659,
            -55.066806
        ],
        [
            0.158317,
            0.125399,
            0.032918,
            -0.023065,
            0.0093,
            -0.041881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190127,
            -97722,
            -161425,
            -377893,
            -179172,
            -244719
        ],
        [
            1.221724,
            1.393598,
            1.083246,
            0.971075,
            1.031632,
            0.910812
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            136,
            70,
            66,
            136,
            70,
            66
        ],
        [
            122,
            59,
            63,
            122,
            59,
            63
        ],
        [
            52.713178,
            54.263566,
            51.162791,
            52.713178,
            54.263566,
            51.162791
        ],
        [
            1.095958,
            1.174604,
            1.034007,
            0.871112,
            0.869518,
            0.869411
        ],
        [
            77112,
            77112,
            45035,
            64553,
            64553,
            45857
        ],
        [
            -59188,
            -38539,
            -59188,
            -136156,
            -136156,
            -56524
        ],
        [
            29,
            24,
            34,
            29,
            24,
            34
        ],
        [
            25,
            20,
            31,
            25,
            20,
            31
        ],
        [
            32,
            28,
            36,
            32,
            28,
            36
        ],
        [
            7526,
            3109,
            4417,
            7526,
            3109,
            4417
        ],
        [
            9.607553,
            9.607553,
            78.107553,
            9.607553,
            9.607553,
            78.107553
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358467,
            -23668,
            -277039,
            -577690,
            -373786,
            -579469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7639,
    "evaluation_days": 1909.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595700000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286092596,
    "expiration_time": 1764226872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 58,
            "offset": 0,
            "poles": 3
        }
    }
}

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)