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Trade: SNX/USDT/360/DCM/SWMA/5920

Strategy
SNX/USDT/360/DCM/SWMA/5920
Pair
SNX_USDT
Interval
6h
Score
454542
Daily Profit
0.242767
Profit Factor
1.439863
Profitability
58.904110
Streak
56.498841
Best Strategy
Training Data Length
1912.500000
Evaluation Time
2025-10-04 02:58
Expiration Time
2025-11-30 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464291.978 326934.0057 137357.9723 -2585843.8708 -3510636.6968 924792.826
Total P&L (%) 464.292 326.934 137.358 -2585.8439 -3510.6367 924.7928
Avg Daily Profit (%) 0.2428 0.1709 0.0718 0 0 0.1218
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178924 -102231 -179858 -9509995 -4852496 -6009482
Profit Factor 1.4399 1.668 1.2426 0.9147 0.767 1.0607
Total Trades 219 110 109 219 110 109
Winning Trades 129 61 68 96 52 44
Losing Trades 90 49 41 123 58 65
Profitability (%) 58.9041 55.4545 62.3853 43.8356 47.2727 40.367
Ratio Avg Win / Avg Loss 1.0046 1.3399 0.7492 1.1719 0.8555 1.5669
Largest Winning Trade 82767 82767 42695 4176556 1342726 4176556
Largest Losing Trade -178924 -37105 -178924 -3187774 -3187774 -2071483
Avg Bars in Trades 33 30 37 33 30 37
Avg Bars in Winners 27 21 32 38 40 37
Avg Bars in Losers 42 41 44 29 21 37
Bars Traded 7381 3332 4049 7381 3332 4049
Profit Streak 56.4988 58.7488 56.4988 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454542 390421 -97075 -580362 -582100 -186720
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7650,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596391200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759535899895,
    "expiration_time": 1764471600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 98,
            "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": [
        [
            464291.9779939457,
            326934.0056542834,
            137357.9723396621,
            -2585843.87078223,
            -3510636.696755107,
            924792.8259728762
        ],
        [
            464.291978,
            326.934006,
            137.357972,
            -2585.843871,
            -3510.636697,
            924.792826
        ],
        [
            0.242767,
            0.170946,
            0.071821,
            0,
            0,
            0.121751
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178924,
            -102231,
            -179858,
            -9509995,
            -4852496,
            -6009482
        ],
        [
            1.439863,
            1.668015,
            1.242628,
            0.914672,
            0.767006,
            1.060692
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            129,
            61,
            68,
            96,
            52,
            44
        ],
        [
            90,
            49,
            41,
            123,
            58,
            65
        ],
        [
            58.90411,
            55.454545,
            62.385321,
            43.835616,
            47.272727,
            40.366972
        ],
        [
            1.004556,
            1.339881,
            0.749232,
            1.171924,
            0.855507,
            1.566932
        ],
        [
            82767,
            82767,
            42695,
            4176556,
            1342726,
            4176556
        ],
        [
            -178924,
            -37105,
            -178924,
            -3187774,
            -3187774,
            -2071483
        ],
        [
            33,
            30,
            37,
            33,
            30,
            37
        ],
        [
            27,
            21,
            32,
            38,
            40,
            37
        ],
        [
            42,
            41,
            44,
            29,
            21,
            37
        ],
        [
            7381,
            3332,
            4049,
            7381,
            3332,
            4049
        ],
        [
            56.498841,
            58.748841,
            56.498841,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454542,
            390421,
            -97075,
            -580362,
            -582100,
            -186720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7650,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596391200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759535899895,
    "expiration_time": 1764471600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 98,
            "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)