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Trade: SNX/USDT/360/FWMA/SUPERTREND/2429

Strategy
SNX/USDT/360/FWMA/SUPERTREND/2429
Pair
SNX_USDT
Interval
6h
Score
359595
Daily Profit
0.153077
Profit Factor
1.437804
Profitability
66.129032
Streak
56.380489
Best Strategy
Training Data Length
1908.750000
Evaluation Time
2025-09-30 06:07
Expiration Time
2025-11-26 08:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 433626.5309 292184.8555 141441.6754 178499.6788 -85560.8926 264060.5713
Total P&L (%) 433.6265 292.1849 141.4417 178.4997 -85.5609 264.0606
Avg Daily Profit (%) 0.2272 0.1531 0.0741 0.0537 -0.1013 0.0677
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172196 -138541 -79982 -1480009 -1041027 -652654
Profit Factor 1.3477 1.4378 1.244 1.0266 0.9785 1.0967
Total Trades 247 124 123 247 124 123
Winning Trades 161 82 79 161 82 79
Losing Trades 86 42 44 86 42 44
Profitability (%) 65.1822 66.129 64.2276 65.1822 66.129 64.2276
Ratio Avg Win / Avg Loss 0.7199 0.7364 0.6928 0.5484 0.5012 0.6108
Largest Winning Trade 32012 32012 29899 194825 194825 135322
Largest Losing Trade -61488 -46394 -61488 -630463 -499753 -630463
Avg Bars in Trades 30 36 23 30 36 23
Avg Bars in Winners 17 16 17 17 16 17
Avg Bars in Losers 55 75 35 55 75 35
Bars Traded 7491 4558 2933 7491 4558 2933
Profit Streak 3.3805 56.3805 3.3805 3.3805 56.3805 3.3805
Trades During Streak 3 9 1 3 9 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356923 359595 -94824 -310841 -577268 -217273
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7635,
    "evaluation_days": 1908.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596412800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201674226,
    "expiration_time": 1764137880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 90,
            "offset": 0,
            "multiplier": 2.52712
        }
    }
}
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": [
        [
            433626.5309019779,
            292184.8554706016,
            141441.6754313763,
            178499.6787574947,
            -85560.8925679889,
            264060.5713254839
        ],
        [
            433.626531,
            292.184855,
            141.441675,
            178.499679,
            -85.560893,
            264.060571
        ],
        [
            0.227178,
            0.153077,
            0.074102,
            0.053675,
            -0.101336,
            0.067719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172196,
            -138541,
            -79982,
            -1480009,
            -1041027,
            -652654
        ],
        [
            1.347687,
            1.437804,
            1.243954,
            1.026581,
            0.978522,
            1.096664
        ],
        [
            247,
            124,
            123,
            247,
            124,
            123
        ],
        [
            161,
            82,
            79,
            161,
            82,
            79
        ],
        [
            86,
            42,
            44,
            86,
            42,
            44
        ],
        [
            65.182186,
            66.129032,
            64.227642,
            65.182186,
            66.129032,
            64.227642
        ],
        [
            0.719882,
            0.736436,
            0.692835,
            0.54836,
            0.501194,
            0.6108
        ],
        [
            32012,
            32012,
            29899,
            194825,
            194825,
            135322
        ],
        [
            -61488,
            -46394,
            -61488,
            -630463,
            -499753,
            -630463
        ],
        [
            30,
            36,
            23,
            30,
            36,
            23
        ],
        [
            17,
            16,
            17,
            17,
            16,
            17
        ],
        [
            55,
            75,
            35,
            55,
            75,
            35
        ],
        [
            7491,
            4558,
            2933,
            7491,
            4558,
            2933
        ],
        [
            3.380489,
            56.380489,
            3.380489,
            3.380489,
            56.380489,
            3.380489
        ],
        [
            3,
            9,
            1,
            3,
            9,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356923,
            359595,
            -94824,
            -310841,
            -577268,
            -217273
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7635,
    "evaluation_days": 1908.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596412800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201674226,
    "expiration_time": 1764137880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 90,
            "offset": 0,
            "multiplier": 2.52712
        }
    }
}

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)