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Trade: SNX/USDT/480/KCB/PWMA/3468

Strategy
SNX/USDT/480/KCB/PWMA/3468
Pair
SNX_USDT
Interval
8h
Score
319970
Daily Profit
0.157066
Profit Factor
1.315235
Profitability
54.491018
Streak
0.000000
Best Strategy
Training Data Length
1913.330000
Evaluation Time
2025-10-04 12:49
Expiration Time
2025-11-30 19:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300519.3821 203908.8113 96610.5707 40245.7033 -15192.8673 55438.5706
Total P&L (%) 300.5194 203.9088 96.6106 40.2457 -15.1929 55.4386
Avg Daily Profit (%) 0.1571 0.1066 0.0505 0.0177 -0.0086 0.0231
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173718 -81386 -111712 -612245 -340807 -310789
Profit Factor 1.3152 1.441 1.1968 1.0199 0.9853 1.0562
Total Trades 167 83 84 167 83 84
Winning Trades 91 41 50 91 41 50
Losing Trades 76 42 34 76 42 34
Profitability (%) 54.491 49.3976 59.5238 54.491 49.3976 59.5238
Ratio Avg Win / Avg Loss 1.0984 1.4762 0.8138 0.8518 1.0093 0.7182
Largest Winning Trade 70797 70797 47814 124434 124434 122310
Largest Losing Trade -55738 -27615 -55738 -160544 -137937 -160544
Avg Bars in Trades 33 28 38 33 28 38
Avg Bars in Winners 31 26 35 31 26 35
Avg Bars in Losers 35 30 41 35 30 41
Bars Traded 5541 2344 3197 5541 2344 3197
Profit Streak 0 59.0764 0 0 59.0764 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319970 -48656 -130034 -370233 -578004 -322212
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5740,
    "evaluation_days": 1913.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596902400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759571399197,
    "expiration_time": 1764524160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "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": [
        [
            300519.3820698445,
            203908.8113323697,
            96610.5707374746,
            40245.7033194634,
            -15192.8672764296,
            55438.570595893
        ],
        [
            300.519382,
            203.908811,
            96.610571,
            40.245703,
            -15.192867,
            55.438571
        ],
        [
            0.157066,
            0.106573,
            0.050493,
            0.017679,
            -0.008612,
            0.023056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173718,
            -81386,
            -111712,
            -612245,
            -340807,
            -310789
        ],
        [
            1.315235,
            1.441015,
            1.196781,
            1.019944,
            0.985274,
            1.056213
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            91,
            41,
            50,
            91,
            41,
            50
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            54.491018,
            49.39759,
            59.52381,
            54.491018,
            49.39759,
            59.52381
        ],
        [
            1.098438,
            1.476162,
            0.813811,
            0.851821,
            1.009305,
            0.718225
        ],
        [
            70797,
            70797,
            47814,
            124434,
            124434,
            122310
        ],
        [
            -55738,
            -27615,
            -55738,
            -160544,
            -137937,
            -160544
        ],
        [
            33,
            28,
            38,
            33,
            28,
            38
        ],
        [
            31,
            26,
            35,
            31,
            26,
            35
        ],
        [
            35,
            30,
            41,
            35,
            30,
            41
        ],
        [
            5541,
            2344,
            3197,
            5541,
            2344,
            3197
        ],
        [
            0,
            59.076379,
            0,
            0,
            59.07638,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319970,
            -48656,
            -130034,
            -370233,
            -578004,
            -322212
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5740,
    "evaluation_days": 1913.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596902400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759571399197,
    "expiration_time": 1764524160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "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)