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Trade: SNX/USDT/360/ZLMA/LINREG/8041

Strategy
SNX/USDT/360/ZLMA/LINREG/8041
Pair
SNX_USDT
Interval
6h
Score
329009
Daily Profit
0.161324
Profit Factor
1.925886
Profitability
45.238095
Streak
0.000000
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 342778.0145 309862.8385 32915.1759 -89081.4408 -167065.6428 77984.202
Total P&L (%) 342.778 309.8628 32.9152 -89.0814 -167.0656 77.9842
Avg Daily Profit (%) 0.1785 0.1613 0.0171 -0.1152 0 0.03
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148706 -110170 -105645 -783371 -629806 -286905
Profit Factor 1.5464 1.9259 1.1125 0.9599 0.8751 1.0879
Total Trades 84 42 42 84 42 42
Winning Trades 36 19 17 36 19 17
Losing Trades 48 23 25 48 23 25
Profitability (%) 42.8571 45.2381 40.4762 42.8571 45.2381 40.4762
Ratio Avg Win / Avg Loss 2.0618 2.3313 1.636 1.2799 1.0593 1.5999
Largest Winning Trade 335118 335118 58738 292898 292898 169416
Largest Losing Trade -95891 -40918 -95891 -254806 -218383 -254806
Avg Bars in Trades 84 98 71 84 98 71
Avg Bars in Winners 102 108 94 102 108 94
Avg Bars in Losers 71 89 54 71 89 54
Bars Traded 7106 4121 2985 7106 4121 2985
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 273036 329009 -272183 -581664 -580919 -279135
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": 1598464800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760240781067,
    "expiration_time": 1765205784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 179,
            "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": [
        [
            342778.0144696269,
            309862.8385269456,
            32915.1759426812,
            -89081.4407627396,
            -167065.6428023032,
            77984.2020395637
        ],
        [
            342.778014,
            309.862839,
            32.915176,
            -89.081441,
            -167.065643,
            77.984202
        ],
        [
            0.178461,
            0.161324,
            0.017137,
            -0.115238,
            0,
            0.03002
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148706,
            -110170,
            -105645,
            -783371,
            -629806,
            -286905
        ],
        [
            1.546381,
            1.925886,
            1.112456,
            0.959946,
            0.875056,
            1.087928
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            42.857143,
            45.238095,
            40.47619,
            42.857143,
            45.238095,
            40.47619
        ],
        [
            2.061841,
            2.331335,
            1.635964,
            1.279928,
            1.059279,
            1.599894
        ],
        [
            335118,
            335118,
            58738,
            292898,
            292898,
            169416
        ],
        [
            -95891,
            -40918,
            -95891,
            -254806,
            -218383,
            -254806
        ],
        [
            84,
            98,
            71,
            84,
            98,
            71
        ],
        [
            102,
            108,
            94,
            102,
            108,
            94
        ],
        [
            71,
            89,
            54,
            71,
            89,
            54
        ],
        [
            7106,
            4121,
            2985,
            7106,
            4121,
            2985
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            273036,
            329009,
            -272183,
            -581664,
            -580919,
            -279135
        ]
    ]
}
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": 1598464800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760240781067,
    "expiration_time": 1765205784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 179,
            "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)