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Trade: SNX/USDT/480/DEMA/SINWMA/1329

Strategy
SNX/USDT/480/DEMA/SINWMA/1329
Pair
SNX_USDT
Interval
8h
Score
601309
Daily Profit
0.171334
Profit Factor
3.193974
Profitability
60.975610
Streak
297.942514
Best Strategy
Training Data Length
1912.330000
Evaluation Time
2025-10-03 17:37
Expiration Time
2025-11-29 18:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 563382.748 310027.791 253354.957 3027195.6918 486392.9447 2540802.7471
Total P&L (%) 563.3827 310.0278 253.355 3027.1957 486.3929 2540.8027
Avg Daily Profit (%) 0.2946 0.1621 0.1325 0.1802 0.0925 0.1713
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70856 -68077 -121379 -1447732 -1689704 -596144
Profit Factor 2.2229 2.1742 2.2881 1.6258 1.1322 3.194
Total Trades 82 41 41 82 41 41
Winning Trades 51 26 25 51 26 25
Losing Trades 31 15 16 31 15 16
Profitability (%) 62.1951 63.4146 60.9756 62.1951 63.4146 60.9756
Ratio Avg Win / Avg Loss 1.3511 1.2544 1.4644 0.9882 0.6532 2.0441
Largest Winning Trade 61634 61634 51853 1256514 1256514 1050707
Largest Losing Trade -43253 -43253 -36168 -1443330 -1443330 -596144
Avg Bars in Trades 66 83 49 66 83 49
Avg Bars in Winners 57 66 48 57 66 48
Avg Bars in Losers 82 114 52 82 114 52
Bars Traded 5468 3437 2032 5468 3437 2032
Profit Streak 51.6092 51.6092 297.9425 51.6092 51.6092 297.9425
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 217246 455802 -10108 80560 -143865 601309
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5737,
    "evaluation_days": 1912.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759502233197,
    "expiration_time": 1764435168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "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": [
        [
            563382.7479684924,
            310027.7909647376,
            253354.9570037543,
            3027195.6917512435,
            486392.9446856575,
            2540802.7470655856
        ],
        [
            563.382748,
            310.027791,
            253.354957,
            3027.195692,
            486.392945,
            2540.802747
        ],
        [
            0.294605,
            0.16212,
            0.132485,
            0.18019,
            0.092538,
            0.171334
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70856,
            -68077,
            -121379,
            -1447732,
            -1689704,
            -596144
        ],
        [
            2.222853,
            2.174235,
            2.288116,
            1.625777,
            1.132193,
            3.193974
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            62.195122,
            63.414634,
            60.97561,
            62.195122,
            63.414634,
            60.97561
        ],
        [
            1.351146,
            1.254366,
            1.464394,
            0.988218,
            0.653188,
            2.044144
        ],
        [
            61634,
            61634,
            51853,
            1256514,
            1256514,
            1050707
        ],
        [
            -43253,
            -43253,
            -36168,
            -1443330,
            -1443330,
            -596144
        ],
        [
            66,
            83,
            49,
            66,
            83,
            49
        ],
        [
            57,
            66,
            48,
            57,
            66,
            48
        ],
        [
            82,
            114,
            52,
            82,
            114,
            52
        ],
        [
            5468,
            3437,
            2032,
            5468,
            3437,
            2032
        ],
        [
            51.60918,
            51.60918,
            297.942514,
            51.60918,
            51.609181,
            297.942514
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            217246,
            455802,
            -10108,
            80560,
            -143865,
            601309
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5737,
    "evaluation_days": 1912.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759502233197,
    "expiration_time": 1764435168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "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)