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Trade: SNX/USDT/360/HWMA/DCU/4923

Strategy
SNX/USDT/360/HWMA/DCU/4923
Pair
SNX_USDT
Interval
6h
Score
507280
Daily Profit
0.368993
Profit Factor
1.547270
Profitability
55.060729
Streak
18.657134
Best Strategy
Training Data Length
1920.750000
Evaluation Time
2025-10-12 06:46
Expiration Time
2025-12-08 16:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 708742.3672 483404.5436 225337.8236 1559471.9773 1713028.6432 -153556.6659
Total P&L (%) 708.7424 483.4045 225.3378 1559.472 1713.0286 -153.5567
Avg Daily Profit (%) 0.369 0.2517 0.1173 0.1464 0.151 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213220 -94713 -163038 -1371845 -891388 -1217557
Profit Factor 1.5473 1.8473 1.311 1.1767 1.4611 0.9699
Total Trades 247 123 124 247 123 124
Winning Trades 136 66 70 136 66 70
Losing Trades 111 57 54 111 57 54
Profitability (%) 55.0607 53.6585 56.4516 55.0607 53.6585 56.4516
Ratio Avg Win / Avg Loss 1.2628 1.5954 1.0114 0.9604 1.2619 0.7482
Largest Winning Trade 94660 94660 39458 640587 640587 333072
Largest Losing Trade -67684 -33182 -67684 -850903 -370081 -850903
Avg Bars in Trades 30 30 30 30 30 30
Avg Bars in Winners 30 31 30 30 31 30
Avg Bars in Losers 30 30 30 30 30 30
Bars Traded 7570 3806 3764 7570 3806 3764
Profit Streak 18.6571 26.1571 18.6571 18.6571 26.1571 18.6571
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 507280 444845 -35058 -22008 341128 -579605
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7683,
    "evaluation_days": 1920.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760240776392,
    "expiration_time": 1765205784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.02089,
            "nc": 0.55921
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 75,
            "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": [
        [
            708742.3671992968,
            483404.5436476248,
            225337.823551672,
            1559471.9772949133,
            1713028.6431955772,
            -153556.6659006632
        ],
        [
            708.742367,
            483.404544,
            225.337824,
            1559.471977,
            1713.028643,
            -153.556666
        ],
        [
            0.368993,
            0.251675,
            0.117318,
            0.146356,
            0.150971,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213220,
            -94713,
            -163038,
            -1371845,
            -891388,
            -1217557
        ],
        [
            1.54727,
            1.847295,
            1.311016,
            1.176745,
            1.461132,
            0.969941
        ],
        [
            247,
            123,
            124,
            247,
            123,
            124
        ],
        [
            136,
            66,
            70,
            136,
            66,
            70
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            55.060729,
            53.658537,
            56.451613,
            55.060729,
            53.658537,
            56.451613
        ],
        [
            1.262846,
            1.595391,
            1.011355,
            0.960431,
            1.261886,
            0.74824
        ],
        [
            94660,
            94660,
            39458,
            640587,
            640587,
            333072
        ],
        [
            -67684,
            -33182,
            -67684,
            -850903,
            -370081,
            -850903
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            7570,
            3806,
            3764,
            7570,
            3806,
            3764
        ],
        [
            18.657134,
            26.157134,
            18.657134,
            18.657134,
            26.157134,
            18.657134
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507280,
            444845,
            -35058,
            -22008,
            341128,
            -579605
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7683,
    "evaluation_days": 1920.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760240776392,
    "expiration_time": 1765205784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.02089,
            "nc": 0.55921
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 75,
            "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)