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Trade: SNX/USDT/360/SUPERTREND/HMA/5762

Strategy
SNX/USDT/360/SUPERTREND/HMA/5762
Pair
SNX_USDT
Interval
6h
Score
340287
Daily Profit
0.164790
Profit Factor
1.260976
Profitability
53.953488
Streak
10.630565
Best Strategy
Training Data Length
1903.250000
Evaluation Time
2025-09-26 06:08
Expiration Time
2025-11-20 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 313637.2277 225826.3841 87810.8436 -50695.2222 80919.9378 -131615.1599
Total P&L (%) 313.6372 225.8264 87.8108 -50.6952 80.9199 -131.6152
Avg Daily Profit (%) 0.1648 0.1187 0.0461 -0.0371 0.0312 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151685 -95104 -139961 -838821 -330730 -732401
Profit Factor 1.261 1.4837 1.1195 0.986 1.0574 0.9403
Total Trades 215 107 108 215 107 108
Winning Trades 116 61 55 116 61 55
Losing Trades 99 46 53 99 46 53
Profitability (%) 53.9535 57.0093 50.9259 53.9535 57.0093 50.9259
Ratio Avg Win / Avg Loss 1.0762 1.1188 1.0788 0.8415 0.7974 0.9061
Largest Winning Trade 77494 77494 56599 230623 221790 230623
Largest Losing Trade -78248 -33182 -78248 -281934 -220862 -281934
Avg Bars in Trades 34 25 42 34 25 42
Avg Bars in Winners 33 19 48 33 19 48
Avg Bars in Losers 35 32 37 35 32 37
Bars Traded 7331 2691 4640 7331 2691 4640
Profit Streak 10.6306 0 13.6306 10.6306 0 13.6306
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340287 -32478 -219925 -578491 -309424 -580323

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7613,
    "evaluation_days": 1903.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599847200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856080786,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 59,
            "offset": 0,
            "multiplier": 2.78987
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 244,
            "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": [
        [
            313637.2277054488,
            225826.384093916,
            87810.8436115325,
            -50695.2221843576,
            80919.9377604478,
            -131615.1599448054
        ],
        [
            313.637228,
            225.826384,
            87.810844,
            -50.695222,
            80.919938,
            -131.61516
        ],
        [
            0.16479,
            0.118653,
            0.046137,
            -0.037148,
            0.031156,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151685,
            -95104,
            -139961,
            -838821,
            -330730,
            -732401
        ],
        [
            1.260976,
            1.483671,
            1.119489,
            0.985971,
            1.057379,
            0.940263
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            116,
            61,
            55,
            116,
            61,
            55
        ],
        [
            99,
            46,
            53,
            99,
            46,
            53
        ],
        [
            53.953488,
            57.009346,
            50.925926,
            53.953488,
            57.009346,
            50.925926
        ],
        [
            1.076177,
            1.118834,
            1.07878,
            0.841475,
            0.797368,
            0.906071
        ],
        [
            77494,
            77494,
            56599,
            230623,
            221790,
            230623
        ],
        [
            -78248,
            -33182,
            -78248,
            -281934,
            -220862,
            -281934
        ],
        [
            34,
            25,
            42,
            34,
            25,
            42
        ],
        [
            33,
            19,
            48,
            33,
            19,
            48
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            7331,
            2691,
            4640,
            7331,
            2691,
            4640
        ],
        [
            10.630565,
            0,
            13.630565,
            10.630565,
            0,
            13.630565
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340287,
            -32478,
            -219925,
            -578491,
            -309424,
            -580323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7613,
    "evaluation_days": 1903.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599847200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856080786,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 59,
            "offset": 0,
            "multiplier": 2.78987
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 244,
            "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)