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Trade: SNX/USDT/480/HWMA/WMA/7988

Strategy
SNX/USDT/480/HWMA/WMA/7988
Pair
SNX_USDT
Interval
8h
Score
549685
Daily Profit
0.296879
Profit Factor
1.219607
Profitability
53.621347
Streak
10.424461
Best Strategy
Training Data Length
1906.330000
Evaluation Time
2025-09-27 21:11
Expiration Time
2025-11-23 14:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 565949.9518 401916.7081 164033.2437 389043.0419 692493.8075 -303450.7655
Total P&L (%) 565.95 401.9167 164.0332 389.043 692.4938 -303.4508
Avg Daily Profit (%) 0.2969 0.2108 0.086 0.0833 0.1086 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165295 -124357 -126302 -1032074 -815735 -652571
Profit Factor 1.2196 1.3218 1.1235 1.0338 1.127 0.9498
Total Trades 787 394 393 787 394 393
Winning Trades 422 200 222 422 200 222
Losing Trades 365 194 171 365 194 171
Profitability (%) 53.6213 50.7614 56.4886 53.6213 50.7614 56.4886
Ratio Avg Win / Avg Loss 1.0549 1.2822 0.8654 0.8942 1.0932 0.7316
Largest Winning Trade 73054 73054 29975 193843 193843 123325
Largest Losing Trade -47852 -34361 -47852 -293032 -181440 -293032
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 5679 2845 2834 5679 2845 2834
Profit Streak 10.4245 12.4245 10.4245 10.4245 12.4245 10.4245
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549685 392227 -161153 -259915 -125341 -577506
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5719,
    "evaluation_days": 1906.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1595001600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758996673422,
    "expiration_time": 1763901216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.65598,
            "nc": 0.45673
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "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": [
        [
            565949.9517927266,
            401916.70808106,
            164033.243711666,
            389043.0419370874,
            692493.8074717699,
            -303450.7655346825
        ],
        [
            565.949952,
            401.916708,
            164.033244,
            389.043042,
            692.493807,
            -303.450766
        ],
        [
            0.296879,
            0.210833,
            0.086047,
            0.083298,
            0.108645,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165295,
            -124357,
            -126302,
            -1032074,
            -815735,
            -652571
        ],
        [
            1.219607,
            1.321828,
            1.123496,
            1.033827,
            1.127046,
            0.949846
        ],
        [
            787,
            394,
            393,
            787,
            394,
            393
        ],
        [
            422,
            200,
            222,
            422,
            200,
            222
        ],
        [
            365,
            194,
            171,
            365,
            194,
            171
        ],
        [
            53.621347,
            50.761421,
            56.48855,
            53.621347,
            50.761421,
            56.48855
        ],
        [
            1.054873,
            1.282173,
            0.865395,
            0.894186,
            1.093235,
            0.731638
        ],
        [
            73054,
            73054,
            29975,
            193843,
            193843,
            123325
        ],
        [
            -47852,
            -34361,
            -47852,
            -293032,
            -181440,
            -293032
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            5679,
            2845,
            2834,
            5679,
            2845,
            2834
        ],
        [
            10.424461,
            12.424461,
            10.424461,
            10.424461,
            12.424461,
            10.424461
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549685,
            392227,
            -161153,
            -259915,
            -125341,
            -577506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5719,
    "evaluation_days": 1906.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1595001600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758996673422,
    "expiration_time": 1763901216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.65598,
            "nc": 0.45673
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "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)