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Trade: SNX/USDT/480/MIDPOINT/DCM/2487

Strategy
SNX/USDT/480/MIDPOINT/DCM/2487
Pair
SNX_USDT
Interval
8h
Score
498270
Daily Profit
0.168280
Profit Factor
2.328601
Profitability
76.315789
Streak
83.990549
Best Strategy
Training Data Length
1916.330000
Evaluation Time
2025-10-07 18:46
Expiration Time
2025-12-03 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420966.7649 322479.1204 98487.6445 -14529864.5764 -6136840.5076 -8393024.0688
Total P&L (%) 420.9668 322.4791 98.4876 -14529.8646 -6136.8405 -8393.0241
Avg Daily Profit (%) 0.2197 0.1683 0.0514 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -251288 -86667 -252106 -15581918 -10828913 -8417632
Profit Factor 1.7352 2.3286 1.2986 0.6516 0.7554 0.495
Total Trades 75 38 37 75 38 37
Winning Trades 58 29 29 19 11 8
Losing Trades 17 9 8 56 27 29
Profitability (%) 77.3333 76.3158 78.3784 25.3333 28.9474 21.6216
Ratio Avg Win / Avg Loss 0.5086 0.7227 0.3582 1.9206 1.8541 1.7943
Largest Winning Trade 79318 79318 49338 9283930 9283930 4846808
Largest Losing Trade -251288 -60200 -251288 -5570070 -5570070 -2104629
Avg Bars in Trades 73 94 52 73 94 52
Avg Bars in Winners 39 47 31 165 220 89
Avg Bars in Losers 192 248 129 42 43 42
Bars Traded 5541 3603 1938 5541 3603 1938
Profit Streak 32.3239 83.9905 32.3239 0 0 0
Trades During Streak 5 4 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47620 498270 -121191 -667623 -590404 -622699
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5749,
    "evaluation_days": 1916.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598688000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759851983452,
    "expiration_time": 1764791136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 154,
            "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": [
        [
            420966.7649476923,
            322479.1204301759,
            98487.6445175164,
            -14529864.576391812,
            -6136840.507570297,
            -8393024.068821512
        ],
        [
            420.966765,
            322.47912,
            98.487645,
            -14529.864576,
            -6136.840508,
            -8393.024069
        ],
        [
            0.219673,
            0.16828,
            0.051394,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -251288,
            -86667,
            -252106,
            -15581918,
            -10828913,
            -8417632
        ],
        [
            1.735237,
            2.328601,
            1.298593,
            0.651625,
            0.755394,
            0.494972
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            58,
            29,
            29,
            19,
            11,
            8
        ],
        [
            17,
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            56,
            27,
            29
        ],
        [
            77.333333,
            76.315789,
            78.378378,
            25.333333,
            28.947368,
            21.621622
        ],
        [
            0.508604,
            0.722669,
            0.358233,
            1.92058,
            1.854149,
            1.794273
        ],
        [
            79318,
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            49338,
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            4846808
        ],
        [
            -251288,
            -60200,
            -251288,
            -5570070,
            -5570070,
            -2104629
        ],
        [
            73,
            94,
            52,
            73,
            94,
            52
        ],
        [
            39,
            47,
            31,
            165,
            220,
            89
        ],
        [
            192,
            248,
            129,
            42,
            43,
            42
        ],
        [
            5541,
            3603,
            1938,
            5541,
            3603,
            1938
        ],
        [
            32.323882,
            83.990549,
            32.323882,
            0,
            0,
            0
        ],
        [
            5,
            4,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47620,
            498270,
            -121191,
            -667623,
            -590404,
            -622699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5749,
    "evaluation_days": 1916.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598688000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759851983452,
    "expiration_time": 1764791136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 154,
            "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)