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Trade: SNX/USDT/480/JMA/JMA/3740

Strategy
SNX/USDT/480/JMA/JMA/3740
Pair
SNX_USDT
Interval
8h
Score
363266
Daily Profit
0.163946
Profit Factor
1.386846
Profitability
66.666667
Streak
66.992198
Best Strategy
Training Data Length
1909.000000
Evaluation Time
2025-09-30 10:48
Expiration Time
2025-11-26 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312973.3005 193190.366 119782.9345 -64254.0667 444919.3518 -509173.4185
Total P&L (%) 312.9733 193.1904 119.7829 -64.2541 444.9194 -509.1734
Avg Daily Profit (%) 0.1639 0.1012 0.0627 -0.0539 0.0889 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158611 -87240 -109766 -884459 -214533 -891164
Profit Factor 1.3868 1.5479 1.2624 0.9768 1.5293 0.7356
Total Trades 108 54 54 108 54 54
Winning Trades 72 33 39 72 33 39
Losing Trades 36 21 15 36 21 15
Profitability (%) 66.6667 61.1111 72.2222 66.6667 61.1111 72.2222
Ratio Avg Win / Avg Loss 0.6934 0.9851 0.4855 0.4884 0.9732 0.2829
Largest Winning Trade 59357 59357 30691 138016 138016 120830
Largest Losing Trade -88103 -66856 -88103 -648977 -122667 -648977
Avg Bars in Trades 51 55 47 51 55 47
Avg Bars in Winners 38 38 38 38 38 38
Avg Bars in Losers 76 81 71 76 81 71
Bars Traded 5547 2974 2573 5547 2974 2573
Profit Streak 66.9922 88.6589 66.9922 66.9922 88.6589 66.9922
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363266 -235595 -287573 -576948 -252170 -757394
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5727,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759218525935,
    "expiration_time": 1764138528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "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": [
        [
            312973.300519776,
            193190.365988212,
            119782.9345315644,
            -64254.0666694003,
            444919.3517961608,
            -509173.4184655615
        ],
        [
            312.973301,
            193.190366,
            119.782935,
            -64.254067,
            444.919352,
            -509.173418
        ],
        [
            0.163946,
            0.1012,
            0.062746,
            -0.053874,
            0.088854,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158611,
            -87240,
            -109766,
            -884459,
            -214533,
            -891164
        ],
        [
            1.386846,
            1.547948,
            1.262413,
            0.976772,
            1.529296,
            0.735581
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            66.666667,
            61.111111,
            72.222222,
            66.666667,
            61.111111,
            72.222222
        ],
        [
            0.693423,
            0.985058,
            0.485544,
            0.488386,
            0.973189,
            0.282916
        ],
        [
            59357,
            59357,
            30691,
            138016,
            138016,
            120830
        ],
        [
            -88103,
            -66856,
            -88103,
            -648977,
            -122667,
            -648977
        ],
        [
            51,
            55,
            47,
            51,
            55,
            47
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            76,
            81,
            71,
            76,
            81,
            71
        ],
        [
            5547,
            2974,
            2573,
            5547,
            2974,
            2573
        ],
        [
            66.992198,
            88.658865,
            66.992198,
            66.992198,
            88.658865,
            66.992198
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363266,
            -235595,
            -287573,
            -576948,
            -252170,
            -757394
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5727,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759218525935,
    "expiration_time": 1764138528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "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)