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Trade: SNX/USDT/360/DEMA/MIDPRICE/8391

Strategy
SNX/USDT/360/DEMA/MIDPRICE/8391
Pair
SNX_USDT
Interval
6h
Score
341272
Daily Profit
0.206100
Profit Factor
1.613847
Profitability
46.017699
Streak
0.000000
Best Strategy
Training Data Length
1910.250000
Evaluation Time
2025-10-01 19:10
Expiration Time
2025-11-27 21:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393701.6796 283719.686 109981.9936 87808.7076 -283214.7937 371023.5013
Total P&L (%) 393.7017 283.7197 109.982 87.8087 -283.2148 371.0235
Avg Daily Profit (%) 0.2061 0.1485 0.0576 0.033 0 0.0812
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143752 -97088 -89369 -745083 -877385 -427518
Profit Factor 1.6138 1.6777 1.4939 1.0268 0.8722 1.351
Total Trades 113 56 57 113 56 57
Winning Trades 52 22 30 52 22 30
Losing Trades 61 34 27 61 34 27
Profitability (%) 46.0177 39.2857 52.6316 46.0177 39.2857 52.6316
Ratio Avg Win / Avg Loss 1.8932 2.5928 1.3445 1.2046 1.3479 1.2159
Largest Winning Trade 269508 269508 55537 440670 440670 180420
Largest Losing Trade -39710 -39710 -28332 -267284 -267284 -198521
Avg Bars in Trades 64 82 47 64 82 47
Avg Bars in Winners 101 145 68 101 145 68
Avg Bars in Losers 33 40 24 33 40 24
Bars Traded 7299 4593 2707 7299 4593 2707
Profit Streak 0 98.924 0 0 98.924 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341272 -175256 -294485 -341068 -762773 -263911
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7641,
    "evaluation_days": 1910.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599566400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759335034290,
    "expiration_time": 1764271368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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": [
        [
            393701.6795952586,
            283719.6860077118,
            109981.9935875467,
            87808.707606837,
            -283214.7937188908,
            371023.5013257279
        ],
        [
            393.70168,
            283.719686,
            109.981994,
            87.808708,
            -283.214794,
            371.023501
        ],
        [
            0.2061,
            0.148525,
            0.057575,
            0.032999,
            0,
            0.08116
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143752,
            -97088,
            -89369,
            -745083,
            -877385,
            -427518
        ],
        [
            1.613847,
            1.677675,
            1.493853,
            1.026832,
            0.872167,
            1.351003
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            46.017699,
            39.285714,
            52.631579,
            46.017699,
            39.285714,
            52.631579
        ],
        [
            1.893166,
            2.59277,
            1.344468,
            1.204553,
            1.347894,
            1.215903
        ],
        [
            269508,
            269508,
            55537,
            440670,
            440670,
            180420
        ],
        [
            -39710,
            -39710,
            -28332,
            -267284,
            -267284,
            -198521
        ],
        [
            64,
            82,
            47,
            64,
            82,
            47
        ],
        [
            101,
            145,
            68,
            101,
            145,
            68
        ],
        [
            33,
            40,
            24,
            33,
            40,
            24
        ],
        [
            7299,
            4593,
            2707,
            7299,
            4593,
            2707
        ],
        [
            0,
            98.924008,
            0,
            0,
            98.924008,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341272,
            -175256,
            -294485,
            -341068,
            -762773,
            -263911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7641,
    "evaluation_days": 1910.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599566400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759335034290,
    "expiration_time": 1764271368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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)