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Trade: SNX/USDT/480/RMA/ZLMA/9926

Strategy
SNX/USDT/480/RMA/ZLMA/9926
Pair
SNX_USDT
Interval
8h
Score
427269
Daily Profit
0.244830
Profit Factor
1.488161
Profitability
56.521739
Streak
44.942571
Best Strategy
Training Data Length
1912.330000
Evaluation Time
2025-10-03 17:37
Expiration Time
2025-11-29 18:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 468196.2242 335275.7716 132920.4526 -74936.2609 10245.4639 -85181.7248
Total P&L (%) 468.1962 335.2758 132.9205 -74.9363 10.2455 -85.1817
Avg Daily Profit (%) 0.2448 0.1753 0.0695 -0.0723 0.0051 -0.0998
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142047 -113347 -115272 -290390 -130838 -293788
Profit Factor 1.4882 1.7488 1.26 0.9104 1.0331 0.8381
Total Trades 138 69 69 138 69 69
Winning Trades 78 35 43 78 35 43
Losing Trades 60 34 26 60 34 26
Profitability (%) 56.5217 50.7246 62.3188 56.5217 50.7246 62.3188
Ratio Avg Win / Avg Loss 1.1447 1.6988 0.7618 0.7003 1.0035 0.5068
Largest Winning Trade 130907 130907 62437 82411 28467 82411
Largest Losing Trade -96620 -44794 -96620 -290270 -41311 -290270
Avg Bars in Trades 39 33 46 39 33 46
Avg Bars in Winners 36 25 44 36 25 44
Avg Bars in Losers 44 41 48 44 41 48
Bars Traded 5508 2321 3187 5508 2321 3187
Profit Streak 44.9426 57.9426 44.9426 44.9426 57.9426 44.9426
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427269 -89881 -201485 -578147 -628916 -680306
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5737,
    "evaluation_days": 1912.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596844800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759502238158,
    "expiration_time": 1764435168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 90,
            "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": [
        [
            468196.2241680262,
            335275.7715676669,
            132920.4526003588,
            -74936.2609241082,
            10245.4638788167,
            -85181.724802925
        ],
        [
            468.196224,
            335.275772,
            132.920453,
            -74.936261,
            10.245464,
            -85.181725
        ],
        [
            0.24483,
            0.175323,
            0.069507,
            -0.072333,
            0.005101,
            -0.099792
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142047,
            -113347,
            -115272,
            -290390,
            -130838,
            -293788
        ],
        [
            1.488161,
            1.748758,
            1.259953,
            0.910386,
            1.033058,
            0.838146
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            78,
            35,
            43,
            78,
            35,
            43
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            56.521739,
            50.724638,
            62.318841,
            56.521739,
            50.724638,
            62.318841
        ],
        [
            1.144739,
            1.698793,
            0.761832,
            0.700297,
            1.003542,
            0.506786
        ],
        [
            130907,
            130907,
            62437,
            82411,
            28467,
            82411
        ],
        [
            -96620,
            -44794,
            -96620,
            -290270,
            -41311,
            -290270
        ],
        [
            39,
            33,
            46,
            39,
            33,
            46
        ],
        [
            36,
            25,
            44,
            36,
            25,
            44
        ],
        [
            44,
            41,
            48,
            44,
            41,
            48
        ],
        [
            5508,
            2321,
            3187,
            5508,
            2321,
            3187
        ],
        [
            44.942571,
            57.942571,
            44.942571,
            44.942571,
            57.942571,
            44.942571
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427269,
            -89881,
            -201485,
            -578147,
            -628916,
            -680306
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5737,
    "evaluation_days": 1912.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596844800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759502238158,
    "expiration_time": 1764435168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 90,
            "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)