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Trade: SNX/USDT/480/LINREG/JMA/2049

Strategy
SNX/USDT/480/LINREG/JMA/2049
Pair
SNX_USDT
Interval
8h
Score
434407
Daily Profit
0.176908
Profit Factor
2.461417
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1919.670000
Evaluation Time
2025-10-10 22:01
Expiration Time
2025-12-07 08:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502068.9491 339604.029 162464.9201 564865.044 -1072956.4217 1637821.4658
Total P&L (%) 502.0689 339.604 162.4649 564.865 -1072.9564 1637.8215
Avg Daily Profit (%) 0.2615 0.1769 0.0846 0.0987 0 0.1488
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147770 -88445 -78532 -5150955 -3677854 -1493941
Profit Factor 2.2375 2.4614 1.9373 1.0744 0.7884 1.6484
Total Trades 60 30 30 60 30 30
Winning Trades 39 15 24 39 15 24
Losing Trades 21 15 6 21 15 6
Profitability (%) 65 50 80 65 50 80
Ratio Avg Win / Avg Loss 1.2048 2.4614 0.4843 0.5785 0.7884 0.4121
Largest Winning Trade 202122 202122 56948 1495313 1495313 1297617
Largest Losing Trade -63309 -59263 -63309 -3446684 -3446684 -1147240
Avg Bars in Trades 90 111 69 90 111 69
Avg Bars in Winners 94 129 71 94 129 71
Avg Bars in Losers 83 92 59 83 92 59
Bars Traded 5416 3330 2086 5416 3330 2086
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159844 434407 -75220 -372700 -580825 369205
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5759,
    "evaluation_days": 1919.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1601222400000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760122892283,
    "expiration_time": 1765087776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 173,
            "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": [
        [
            502068.9491284929,
            339604.0289836223,
            162464.9201448703,
            564865.044026854,
            -1072956.4217415946,
            1637821.4657684488
        ],
        [
            502.068949,
            339.604029,
            162.46492,
            564.865044,
            -1072.956422,
            1637.821466
        ],
        [
            0.261539,
            0.176908,
            0.084632,
            0.098733,
            0,
            0.148845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147770,
            -88445,
            -78532,
            -5150955,
            -3677854,
            -1493941
        ],
        [
            2.237506,
            2.461417,
            1.937313,
            1.074359,
            0.788396,
            1.648412
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            39,
            15,
            24,
            39,
            15,
            24
        ],
        [
            21,
            15,
            6,
            21,
            15,
            6
        ],
        [
            65,
            50,
            80,
            65,
            50,
            80
        ],
        [
            1.204811,
            2.461417,
            0.484328,
            0.578501,
            0.788396,
            0.412103
        ],
        [
            202122,
            202122,
            56948,
            1495313,
            1495313,
            1297617
        ],
        [
            -63309,
            -59263,
            -63309,
            -3446684,
            -3446684,
            -1147240
        ],
        [
            90,
            111,
            69,
            90,
            111,
            69
        ],
        [
            94,
            129,
            71,
            94,
            129,
            71
        ],
        [
            83,
            92,
            59,
            83,
            92,
            59
        ],
        [
            5416,
            3330,
            2086,
            5416,
            3330,
            2086
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159844,
            434407,
            -75220,
            -372700,
            -580825,
            369205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5759,
    "evaluation_days": 1919.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1601222400000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760122892283,
    "expiration_time": 1765087776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 173,
            "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)