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Trade: SNX/USDT/360/DCM/SSF/7310

Strategy
SNX/USDT/360/DCM/SSF/7310
Pair
SNX_USDT
Interval
6h
Score
439416
Daily Profit
0.154663
Profit Factor
1.799558
Profitability
63.157895
Streak
43.613417
Best Strategy
Training Data Length
1907.250000
Evaluation Time
2025-09-28 17:43
Expiration Time
2025-11-24 19:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369487.3006 294981.8948 74505.4058 -87593.2724 226147.3475 -313740.6199
Total P&L (%) 369.4873 294.9819 74.5054 -87.5933 226.1473 -313.7406
Avg Daily Profit (%) 0.1937 0.1547 0.0391 -0.1094 0.062 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191547 -84333 -203704 -2072171 -542366 -1878225
Profit Factor 1.3505 1.7996 1.1087 0.9795 1.1494 0.8866
Total Trades 189 95 94 189 95 94
Winning Trades 118 60 58 96 47 49
Losing Trades 71 35 36 93 48 45
Profitability (%) 62.4339 63.1579 61.7021 50.7937 49.4737 52.1277
Ratio Avg Win / Avg Loss 0.8126 1.0497 0.6882 0.9489 1.1739 0.8142
Largest Winning Trade 48046 43266 48046 1588136 356966 1588136
Largest Losing Trade -168226 -34483 -168226 -373489 -322006 -373489
Avg Bars in Trades 39 28 49 39 28 49
Avg Bars in Winners 30 22 39 34 24 43
Avg Bars in Losers 52 38 66 44 32 55
Bars Traded 7380 2714 4667 7380 2714 4667
Profit Streak 43.6134 43.6134 43.8634 43.6134 43.6134 43.8634
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374098 439416 -241115 -578188 -165513 -579818
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7629,
    "evaluation_days": 1907.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596153600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759070599265,
    "expiration_time": 1764004392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            369487.3005847416,
            294981.8948345163,
            74505.4057502255,
            -87593.2723645977,
            226147.3475087206,
            -313740.6198733181
        ],
        [
            369.487301,
            294.981895,
            74.505406,
            -87.593272,
            226.147348,
            -313.74062
        ],
        [
            0.193728,
            0.154663,
            0.039064,
            -0.109361,
            0.062003,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191547,
            -84333,
            -203704,
            -2072171,
            -542366,
            -1878225
        ],
        [
            1.350493,
            1.799558,
            1.108726,
            0.979537,
            1.149445,
            0.886625
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            118,
            60,
            58,
            96,
            47,
            49
        ],
        [
            71,
            35,
            36,
            93,
            48,
            45
        ],
        [
            62.433862,
            63.157895,
            61.702128,
            50.793651,
            49.473684,
            52.12766
        ],
        [
            0.812585,
            1.049742,
            0.688174,
            0.948926,
            1.173902,
            0.814247
        ],
        [
            48046,
            43266,
            48046,
            1588136,
            356966,
            1588136
        ],
        [
            -168226,
            -34483,
            -168226,
            -373489,
            -322006,
            -373489
        ],
        [
            39,
            28,
            49,
            39,
            28,
            49
        ],
        [
            30,
            22,
            39,
            34,
            24,
            43
        ],
        [
            52,
            38,
            66,
            44,
            32,
            55
        ],
        [
            7380,
            2714,
            4667,
            7380,
            2714,
            4667
        ],
        [
            43.613417,
            43.613417,
            43.863417,
            43.613417,
            43.613417,
            43.863417
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374098,
            439416,
            -241115,
            -578188,
            -165513,
            -579818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7629,
    "evaluation_days": 1907.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596153600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759070599265,
    "expiration_time": 1764004392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    }
}

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)