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Trade: SNX/USDT/480/HWMA/KCU/5621

Strategy
SNX/USDT/480/HWMA/KCU/5621
Pair
SNX_USDT
Interval
8h
Score
587875
Daily Profit
0.342748
Profit Factor
1.632565
Profitability
75.747508
Streak
12.335847
Best Strategy
Training Data Length
1921.000000
Evaluation Time
2025-10-12 11:03
Expiration Time
2025-12-08 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 658419.3967 413627.8532 244791.5435 3309514.957 -1376656.7502 4686171.7072
Total P&L (%) 658.4194 413.6279 244.7915 3309.515 -1376.6568 4686.1717
Avg Daily Profit (%) 0.3427 0.2153 0.1274 0.1839 0 0.2016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183960 -149653 -52727 -15442984 -13481588 -3530126
Profit Factor 1.6326 1.5866 1.7291 1.1067 0.9441 1.7323
Total Trades 301 150 151 301 150 151
Winning Trades 228 114 114 228 114 114
Losing Trades 73 36 37 73 36 37
Profitability (%) 75.7475 76 75.4967 75.7475 76 75.4967
Ratio Avg Win / Avg Loss 0.5227 0.501 0.5612 0.3543 0.2981 0.5622
Largest Winning Trade 32695 32695 25804 1496541 1496541 705124
Largest Losing Trade -65854 -65854 -33890 -6558019 -6558019 -1549459
Avg Bars in Trades 18 32 5 18 32 5
Avg Bars in Winners 7 11 3 7 11 3
Avg Bars in Losers 54 98 12 54 98 12
Bars Traded 5692 4804 889 5692 4804 889
Profit Streak 12.3358 76.3358 12.3358 12.3358 76.3358 12.3358
Trades During Streak 4 9 2 4 9 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 587875 473232 -17498 -90182 -575553 484561
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5763,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1595548800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760256217172,
    "expiration_time": 1765206432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.69334,
            "nb": 0.1,
            "nc": 0.74512
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            658419.3966945686,
            413627.8532317146,
            244791.5434628541,
            3309514.957010145,
            -1376656.7501912904,
            4686171.7072014315
        ],
        [
            658.419397,
            413.627853,
            244.791543,
            3309.514957,
            -1376.65675,
            4686.171707
        ],
        [
            0.342748,
            0.215319,
            0.127429,
            0.183883,
            0,
            0.201573
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183960,
            -149653,
            -52727,
            -15442984,
            -13481588,
            -3530126
        ],
        [
            1.632565,
            1.586597,
            1.729107,
            1.106684,
            0.944089,
            1.732314
        ],
        [
            301,
            150,
            151,
            301,
            150,
            151
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            75.747508,
            76,
            75.496689,
            75.747508,
            76,
            75.496689
        ],
        [
            0.522707,
            0.501031,
            0.561202,
            0.354333,
            0.298133,
            0.562242
        ],
        [
            32695,
            32695,
            25804,
            1496541,
            1496541,
            705124
        ],
        [
            -65854,
            -65854,
            -33890,
            -6558019,
            -6558019,
            -1549459
        ],
        [
            18,
            32,
            5,
            18,
            32,
            5
        ],
        [
            7,
            11,
            3,
            7,
            11,
            3
        ],
        [
            54,
            98,
            12,
            54,
            98,
            12
        ],
        [
            5692,
            4804,
            889,
            5692,
            4804,
            889
        ],
        [
            12.335847,
            76.335847,
            12.335847,
            12.335847,
            76.335847,
            12.335847
        ],
        [
            4,
            9,
            2,
            4,
            9,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            587875,
            473232,
            -17498,
            -90182,
            -575553,
            484561
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5763,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1595548800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760256217172,
    "expiration_time": 1765206432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.69334,
            "nb": 0.1,
            "nc": 0.74512
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)