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Trade: SNX/USDT/360/DEMA/ZLMA/2247

Strategy
SNX/USDT/360/DEMA/ZLMA/2247
Pair
SNX_USDT
Interval
6h
Score
395716
Daily Profit
0.188996
Profit Factor
1.446514
Profitability
58.914729
Streak
38.739339
Best Strategy
Training Data Length
1903.250000
Evaluation Time
2025-09-27 20:44
Expiration Time
2025-11-20 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359706.2204 197004.1003 162702.1201 191198.1912 -94731.0738 285929.265
Total P&L (%) 359.7062 197.0041 162.7021 191.1982 -94.7311 285.9293
Avg Daily Profit (%) 0.189 0.1035 0.0855 0.0562 -0.1545 0.071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122214 -78928 -89119 -382742 -400352 -194177
Profit Factor 1.4465 1.4503 1.4421 1.0842 0.9295 1.3083
Total Trades 129 64 65 129 64 65
Winning Trades 76 35 41 76 35 41
Losing Trades 53 29 24 53 29 24
Profitability (%) 58.9147 54.6875 63.0769 58.9147 54.6875 63.0769
Ratio Avg Win / Avg Loss 1.0088 1.2016 0.8441 0.7561 0.7702 0.7658
Largest Winning Trade 92325 92325 32375 152279 152279 107266
Largest Losing Trade -50944 -35707 -50944 -196420 -196420 -108884
Avg Bars in Trades 56 58 55 56 58 55
Avg Bars in Winners 57 54 60 57 54 60
Avg Bars in Losers 55 63 46 55 63 46
Bars Traded 7336 3734 3602 7336 3734 3602
Profit Streak 38.7393 114.4893 38.7393 38.7393 114.4893 38.7393
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395716 -191406 -208978 -245009 -718392 -229134
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7613,
    "evaluation_days": 1903.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597125600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758995078895,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 132,
            "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": [
        [
            359706.2204027912,
            197004.1003109099,
            162702.1200918814,
            191198.1912012288,
            -94731.0737870867,
            285929.2649883156
        ],
        [
            359.70622,
            197.0041,
            162.70212,
            191.198191,
            -94.731074,
            285.929265
        ],
        [
            0.188996,
            0.103509,
            0.085486,
            0.056174,
            -0.154529,
            0.070982
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122214,
            -78928,
            -89119,
            -382742,
            -400352,
            -194177
        ],
        [
            1.446514,
            1.450257,
            1.442064,
            1.084187,
            0.929495,
            1.30828
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            76,
            35,
            41,
            76,
            35,
            41
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            58.914729,
            54.6875,
            63.076923,
            58.914729,
            54.6875,
            63.076923
        ],
        [
            1.008753,
            1.201642,
            0.844135,
            0.756078,
            0.770153,
            0.765823
        ],
        [
            92325,
            92325,
            32375,
            152279,
            152279,
            107266
        ],
        [
            -50944,
            -35707,
            -50944,
            -196420,
            -196420,
            -108884
        ],
        [
            56,
            58,
            55,
            56,
            58,
            55
        ],
        [
            57,
            54,
            60,
            57,
            54,
            60
        ],
        [
            55,
            63,
            46,
            55,
            63,
            46
        ],
        [
            7336,
            3734,
            3602,
            7336,
            3734,
            3602
        ],
        [
            38.739339,
            114.489339,
            38.739339,
            38.739339,
            114.489339,
            38.739339
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395716,
            -191406,
            -208978,
            -245009,
            -718392,
            -229134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7613,
    "evaluation_days": 1903.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597125600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758995078895,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 132,
            "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)