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Trade: SNX/USDT/480/DCL/HWMA/8722

Strategy
SNX/USDT/480/DCL/HWMA/8722
Pair
SNX_USDT
Interval
8h
Score
360648
Daily Profit
0.263242
Profit Factor
1.597198
Profitability
41.975309
Streak
0.000000
Best Strategy
Training Data Length
1914.000000
Evaluation Time
2025-10-05 05:15
Expiration Time
2025-12-01 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503845.3317 407515.9896 96329.3421 34045.6408 -181801.065 215846.7058
Total P&L (%) 503.8453 407.516 96.3293 34.0456 -181.8011 215.8467
Avg Daily Profit (%) 0.2632 0.2129 0.0503 0.0153 0 0.0601
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147423 -150961 -62837 -752150 -735757 -202026
Profit Factor 1.5972 1.6262 1.4993 1.0123 0.9161 1.3613
Total Trades 243 121 122 243 121 122
Winning Trades 102 43 59 102 43 59
Losing Trades 141 78 63 141 78 63
Profitability (%) 41.9753 35.5372 48.3607 41.9753 35.5372 48.3607
Ratio Avg Win / Avg Loss 2.2079 2.9499 1.601 1.3994 1.6617 1.4536
Largest Winning Trade 504776 504776 23851 388115 388115 66252
Largest Losing Trade -34182 -34182 -12254 -201897 -201897 -48967
Avg Bars in Trades 22 41 3 22 41 3
Avg Bars in Winners 31 69 3 31 69 3
Avg Bars in Losers 15 25 3 15 25 3
Bars Traded 5378 4964 414 5378 4964 414
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 360648 178312 -123877 -383690 -583857 -112796
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5742,
    "evaluation_days": 1914,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1599465600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759630531310,
    "expiration_time": 1764583488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.91206,
            "nc": 0.62841
        }
    }
}
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": [
        [
            503845.3316793885,
            407515.9895584721,
            96329.3421209165,
            34045.640825795,
            -181801.0649624389,
            215846.7057882348
        ],
        [
            503.845332,
            407.51599,
            96.329342,
            34.045641,
            -181.801065,
            215.846706
        ],
        [
            0.263242,
            0.212913,
            0.050329,
            0.01531,
            0,
            0.060106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147423,
            -150961,
            -62837,
            -752150,
            -735757,
            -202026
        ],
        [
            1.597198,
            1.62621,
            1.499331,
            1.012321,
            0.91606,
            1.361297
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            102,
            43,
            59,
            102,
            43,
            59
        ],
        [
            141,
            78,
            63,
            141,
            78,
            63
        ],
        [
            41.975309,
            35.53719,
            48.360656,
            41.975309,
            35.53719,
            48.360656
        ],
        [
            2.207891,
            2.949869,
            1.60098,
            1.399385,
            1.661689,
            1.453588
        ],
        [
            504776,
            504776,
            23851,
            388115,
            388115,
            66252
        ],
        [
            -34182,
            -34182,
            -12254,
            -201897,
            -201897,
            -48967
        ],
        [
            22,
            41,
            3,
            22,
            41,
            3
        ],
        [
            31,
            69,
            3,
            31,
            69,
            3
        ],
        [
            15,
            25,
            3,
            15,
            25,
            3
        ],
        [
            5378,
            4964,
            414,
            5378,
            4964,
            414
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360648,
            178312,
            -123877,
            -383690,
            -583857,
            -112796
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5742,
    "evaluation_days": 1914,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1599465600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759630531310,
    "expiration_time": 1764583488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.91206,
            "nc": 0.62841
        }
    }
}

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)