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Trade: SNX/USDT/360/HWMA/KCB/1247

Strategy
SNX/USDT/360/HWMA/KCB/1247
Pair
SNX_USDT
Interval
6h
Score
382384
Daily Profit
0.149682
Profit Factor
1.265502
Profitability
68.539326
Streak
32.932614
Best Strategy
Training Data Length
1914.750000
Evaluation Time
2025-10-06 07:22
Expiration Time
2025-12-02 12:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286602.7304 222589.8957 64012.8347 -4440499.5374 -2729755.6431 -1710743.8943
Total P&L (%) 286.6027 222.5899 64.0128 -4440.4995 -2729.7556 -1710.7439
Avg Daily Profit (%) 0.1497 0.1163 0.0334 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -306406 -110862 -296563 -36231250 -16763553 -24121227
Profit Factor 1.2655 1.4186 1.1169 0.9465 0.9393 0.9549
Total Trades 267 134 133 267 134 133
Winning Trades 183 83 100 78 48 30
Losing Trades 84 51 33 189 86 103
Profitability (%) 68.5393 61.9403 75.188 29.2135 35.8209 22.5564
Ratio Avg Win / Avg Loss 0.5809 0.8717 0.3686 2.2934 1.683 3.2785
Largest Winning Trade 33774 33774 30603 20605605 4224363 20605605
Largest Losing Trade -291670 -55448 -291670 -5446483 -5446483 -1978566
Avg Bars in Trades 27 33 21 27 33 21
Avg Bars in Winners 13 12 14 56 67 38
Avg Bars in Losers 58 67 44 15 14 16
Bars Traded 7385 4513 2872 7385 4513 2872
Profit Streak 32.9326 32.9326 41.1826 0 0 0
Trades During Streak 6 3 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382384 -35864 -237150 -587569 -583713 -618508
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7659,
    "evaluation_days": 1914.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724577849,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.1279,
            "nb": 0.51275,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            286602.7303817419,
            222589.8957309093,
            64012.834650833,
            -4440499.537406513,
            -2729755.6430981215,
            -1710743.894308406
        ],
        [
            286.60273,
            222.589896,
            64.012835,
            -4440.499537,
            -2729.755643,
            -1710.743894
        ],
        [
            0.149682,
            0.11625,
            0.033431,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -306406,
            -110862,
            -296563,
            -36231250,
            -16763553,
            -24121227
        ],
        [
            1.265502,
            1.418622,
            1.116864,
            0.946462,
            0.939346,
            0.954904
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            183,
            83,
            100,
            78,
            48,
            30
        ],
        [
            84,
            51,
            33,
            189,
            86,
            103
        ],
        [
            68.539326,
            61.940299,
            75.18797,
            29.213483,
            35.820896,
            22.556391
        ],
        [
            0.580886,
            0.871684,
            0.368565,
            2.29335,
            1.682995,
            3.278503
        ],
        [
            33774,
            33774,
            30603,
            20605605,
            4224363,
            20605605
        ],
        [
            -291670,
            -55448,
            -291670,
            -5446483,
            -5446483,
            -1978566
        ],
        [
            27,
            33,
            21,
            27,
            33,
            21
        ],
        [
            13,
            12,
            14,
            56,
            67,
            38
        ],
        [
            58,
            67,
            44,
            15,
            14,
            16
        ],
        [
            7385,
            4513,
            2872,
            7385,
            4513,
            2872
        ],
        [
            32.932614,
            32.932614,
            41.182614,
            0,
            0,
            0
        ],
        [
            6,
            3,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382384,
            -35864,
            -237150,
            -587569,
            -583713,
            -618508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7659,
    "evaluation_days": 1914.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724577849,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.1279,
            "nb": 0.51275,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)