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Trade: SNX/USDT/360/KCL/DEMA/7166

Strategy
SNX/USDT/360/KCL/DEMA/7166
Pair
SNX_USDT
Interval
6h
Score
424148
Daily Profit
0.185391
Profit Factor
1.602776
Profitability
67.549669
Streak
78.682611
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 354978.0103 222071.0196 132906.9907 173045.4629 -225342.6146 398388.0776
Total P&L (%) 354.978 222.071 132.907 173.0455 -225.3426 398.3881
Avg Daily Profit (%) 0.1854 0.116 0.0694 0.0525 0 0.0839
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100102 -100013 -51680 -727557 -700498 -215896
Profit Factor 1.6028 1.5563 1.7006 1.0597 0.8952 1.5311
Total Trades 151 76 75 151 76 75
Winning Trades 102 49 53 102 49 53
Losing Trades 49 27 22 49 27 22
Profitability (%) 67.5497 64.4737 70.6667 67.5497 64.4737 70.6667
Ratio Avg Win / Avg Loss 0.77 0.8575 0.7059 0.5091 0.4933 0.6355
Largest Winning Trade 95953 95953 18696 276561 276561 63918
Largest Losing Trade -72303 -72303 -31635 -488478 -488478 -145712
Avg Bars in Trades 49 85 12 49 85 12
Avg Bars in Winners 31 53 10 31 53 10
Avg Bars in Losers 86 143 15 86 143 15
Bars Traded 7426 6503 923 7426 6503 923
Profit Streak 78.6826 78.6826 80.1826 78.6826 78.6826 80.1826
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424148 -84930 -152978 -275379 -627524 -134248
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": 1598508000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724577607,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 196,
            "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": [
        [
            354978.0103078308,
            222071.0196156401,
            132906.9906921906,
            173045.4629437497,
            -225342.6146395826,
            398388.0775833322
        ],
        [
            354.97801,
            222.07102,
            132.906991,
            173.045463,
            -225.342615,
            398.388078
        ],
        [
            0.185391,
            0.115979,
            0.069412,
            0.052473,
            0,
            0.083921
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100102,
            -100013,
            -51680,
            -727557,
            -700498,
            -215896
        ],
        [
            1.602776,
            1.556287,
            1.700603,
            1.059661,
            0.895205,
            1.531074
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            102,
            49,
            53,
            102,
            49,
            53
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            67.549669,
            64.473684,
            70.666667,
            67.549669,
            64.473684,
            70.666667
        ],
        [
            0.769961,
            0.857546,
            0.705911,
            0.509053,
            0.493276,
            0.63554
        ],
        [
            95953,
            95953,
            18696,
            276561,
            276561,
            63918
        ],
        [
            -72303,
            -72303,
            -31635,
            -488478,
            -488478,
            -145712
        ],
        [
            49,
            85,
            12,
            49,
            85,
            12
        ],
        [
            31,
            53,
            10,
            31,
            53,
            10
        ],
        [
            86,
            143,
            15,
            86,
            143,
            15
        ],
        [
            7426,
            6503,
            923,
            7426,
            6503,
            923
        ],
        [
            78.682611,
            78.682611,
            80.182611,
            78.682611,
            78.682611,
            80.182611
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424148,
            -84930,
            -152978,
            -275379,
            -627524,
            -134248
        ]
    ]
}
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": 1598508000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724577607,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 196,
            "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)