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Trade: SNX/USDT/360/FWMA/KCU/9432

Strategy
SNX/USDT/360/FWMA/KCU/9432
Pair
SNX_USDT
Interval
6h
Score
436708
Daily Profit
0.223765
Profit Factor
1.496239
Profitability
77.419355
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-10-09 02:14
Expiration Time
2025-12-05 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429069.3566 293427.6016 135641.7549 297699.7731 -750995.7335 1048695.5067
Total P&L (%) 429.0694 293.4276 135.6418 297.6998 -750.9957 1048.6955
Avg Daily Profit (%) 0.2238 0.153 0.0707 0.072 0 0.1274
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173776 -137099 -63790 -4259991 -3545419 -1269904
Profit Factor 1.4962 1.4975 1.4936 1.0303 0.8979 1.4254
Total Trades 217 108 109 217 108 109
Winning Trades 168 83 85 168 83 85
Losing Trades 49 25 24 49 25 24
Profitability (%) 77.4194 76.8519 77.9817 77.4194 76.8519 77.9817
Ratio Avg Win / Avg Loss 0.4364 0.451 0.4217 0.3005 0.2705 0.4025
Largest Winning Trade 30167 30167 16407 571035 571035 275851
Largest Losing Trade -73586 -73586 -45460 -1701879 -1701879 -1109340
Avg Bars in Trades 34 59 10 34 59 10
Avg Bars in Winners 13 21 5 13 21 5
Avg Bars in Losers 108 186 27 108 186 27
Bars Traded 7565 6455 1111 7565 6455 1111
Profit Streak 0 60.2185 0 0 60.2185 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436708 424312 -94968 -280939 -575834 -19430
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965281483,
    "expiration_time": 1764916560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 59,
            "offset": 0,
            "scalar": 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": [
        [
            429069.3565924673,
            293427.6016474453,
            135641.7549450219,
            297699.7731253741,
            -750995.7335420038,
            1048695.5066673781
        ],
        [
            429.069357,
            293.427602,
            135.641755,
            297.699773,
            -750.995734,
            1048.695507
        ],
        [
            0.223765,
            0.153026,
            0.070739,
            0.072022,
            0,
            0.127393
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173776,
            -137099,
            -63790,
            -4259991,
            -3545419,
            -1269904
        ],
        [
            1.496239,
            1.497455,
            1.493629,
            1.03031,
            0.897916,
            1.425382
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            168,
            83,
            85,
            168,
            83,
            85
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            77.419355,
            76.851852,
            77.981651,
            77.419355,
            76.851852,
            77.981651
        ],
        [
            0.436403,
            0.451041,
            0.421731,
            0.300507,
            0.270457,
            0.402461
        ],
        [
            30167,
            30167,
            16407,
            571035,
            571035,
            275851
        ],
        [
            -73586,
            -73586,
            -45460,
            -1701879,
            -1701879,
            -1109340
        ],
        [
            34,
            59,
            10,
            34,
            59,
            10
        ],
        [
            13,
            21,
            5,
            13,
            21,
            5
        ],
        [
            108,
            186,
            27,
            108,
            186,
            27
        ],
        [
            7565,
            6455,
            1111,
            7565,
            6455,
            1111
        ],
        [
            0,
            60.218536,
            0,
            0,
            60.218536,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436708,
            424312,
            -94968,
            -280939,
            -575834,
            -19430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965281483,
    "expiration_time": 1764916560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 59,
            "offset": 0,
            "scalar": 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)