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Trade: SNX/USDT/360/ZLMA/DEMA/8735

Strategy
SNX/USDT/360/ZLMA/DEMA/8735
Pair
SNX_USDT
Interval
6h
Score
376410
Daily Profit
0.196627
Profit Factor
1.372763
Profitability
66.187050
Streak
35.970875
Best Strategy
Training Data Length
1907.500000
Evaluation Time
2025-09-29 02:18
Expiration Time
2025-11-25 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375065.1985 271685.6723 103379.5262 -108807.3471 836076.7694 -944884.1165
Total P&L (%) 375.0652 271.6857 103.3795 -108.8073 836.0768 -944.8841
Avg Daily Profit (%) 0.1966 0.1424 0.0542 0 0.1173 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181410 -102121 -128910 -1818900 -311076 -1736016
Profit Factor 1.3728 1.6105 1.1842 0.9691 1.7863 0.6163
Total Trades 139 70 69 139 70 69
Winning Trades 92 42 50 59 34 25
Losing Trades 47 28 19 80 36 44
Profitability (%) 66.1871 60 72.4638 42.446 48.5714 36.2319
Ratio Avg Win / Avg Loss 0.7013 1.0737 0.45 1.3141 1.8913 1.0847
Largest Winning Trade 57766 57766 30998 296633 296633 254536
Largest Losing Trade -114132 -53176 -114132 -1355076 -134433 -1355076
Avg Bars in Trades 53 48 58 53 48 58
Avg Bars in Winners 40 35 43 67 62 74
Avg Bars in Losers 79 69 95 43 36 48
Bars Traded 7435 3422 4013 7435 3422 4013
Profit Streak 35.9709 49.7209 35.9709 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376410 -92429 -237867 -581680 -127591 -686423
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7630,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595872800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759101483589,
    "expiration_time": 1764026640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 74,
            "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": [
        [
            375065.1985338827,
            271685.672317268,
            103379.526216615,
            -108807.3471147195,
            836076.7694058625,
            -944884.1165205817
        ],
        [
            375.065199,
            271.685672,
            103.379526,
            -108.807347,
            836.076769,
            -944.884117
        ],
        [
            0.196627,
            0.14243,
            0.054196,
            0,
            0.117318,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181410,
            -102121,
            -128910,
            -1818900,
            -311076,
            -1736016
        ],
        [
            1.372763,
            1.610501,
            1.184226,
            0.969141,
            1.78626,
            0.616311
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            92,
            42,
            50,
            59,
            34,
            25
        ],
        [
            47,
            28,
            19,
            80,
            36,
            44
        ],
        [
            66.18705,
            60,
            72.463768,
            42.446043,
            48.571429,
            36.231884
        ],
        [
            0.701303,
            1.073668,
            0.450006,
            1.31409,
            1.891334,
            1.084707
        ],
        [
            57766,
            57766,
            30998,
            296633,
            296633,
            254536
        ],
        [
            -114132,
            -53176,
            -114132,
            -1355076,
            -134433,
            -1355076
        ],
        [
            53,
            48,
            58,
            53,
            48,
            58
        ],
        [
            40,
            35,
            43,
            67,
            62,
            74
        ],
        [
            79,
            69,
            95,
            43,
            36,
            48
        ],
        [
            7435,
            3422,
            4013,
            7435,
            3422,
            4013
        ],
        [
            35.970875,
            49.720875,
            35.970875,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376410,
            -92429,
            -237867,
            -581680,
            -127591,
            -686423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7630,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595872800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759101483589,
    "expiration_time": 1764026640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 74,
            "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)