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Trade: SNX/USDT/60/DCM/HMA/6108

Strategy
SNX/USDT/60/DCM/HMA/6108
Pair
SNX_USDT
Interval
1h
Score
301267
Daily Profit
0.194208
Profit Factor
1.266908
Profitability
41.785714
Streak
10.546900
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 23:07
Expiration Time
2025-12-18 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 202300.6149 133277.5921 69023.0228 157737.3563 110244.5211 47492.8352
Total P&L (%) 202.3006 133.2776 69.023 157.7374 110.2445 47.4928
Avg Daily Profit (%) 0.1942 0.1279 0.0663 0.0909 0.0714 0.0373
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112565 -63452 -91810 -143558 -102261 -113137
Profit Factor 1.2669 1.3844 1.1679 1.155 1.2285 1.0888
Total Trades 280 140 140 280 140 140
Winning Trades 117 55 62 117 55 62
Losing Trades 163 85 78 163 85 78
Profitability (%) 41.7857 39.2857 44.2857 41.7857 39.2857 44.2857
Ratio Avg Win / Avg Loss 1.765 2.1395 1.4692 1.6092 1.8987 1.3697
Largest Winning Trade 60005 60005 28906 75270 75270 40228
Largest Losing Trade -23570 -14081 -23570 -24718 -23328 -24718
Avg Bars in Trades 88 84 91 88 84 91
Avg Bars in Winners 130 127 132 130 127 132
Avg Bars in Losers 58 56 59 58 56 59
Bars Traded 24693 11853 12840 24693 11853 12840
Profit Streak 10.5469 12.4219 10.5469 10.5469 12.4219 10.5469
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301267 -23767 -142168 -120627 -100163 -269243
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669608000000,
    "first_datapoint_time": 1670133600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759608452143,
    "expiration_time": 1766088000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 95,
            "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": [
        [
            202300.6149039099,
            133277.592125603,
            69023.0227783066,
            157737.3563121931,
            110244.5211036823,
            47492.8352085107
        ],
        [
            202.300615,
            133.277592,
            69.023023,
            157.737356,
            110.244521,
            47.492835
        ],
        [
            0.194208,
            0.127946,
            0.066262,
            0.090931,
            0.071363,
            0.037313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112565,
            -63452,
            -91810,
            -143558,
            -102261,
            -113137
        ],
        [
            1.266908,
            1.384391,
            1.16785,
            1.155045,
            1.228544,
            1.088773
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            117,
            55,
            62,
            117,
            55,
            62
        ],
        [
            163,
            85,
            78,
            163,
            85,
            78
        ],
        [
            41.785714,
            39.285714,
            44.285714,
            41.785714,
            39.285714,
            44.285714
        ],
        [
            1.765008,
            2.139514,
            1.469231,
            1.609165,
            1.898659,
            1.369747
        ],
        [
            60005,
            60005,
            28906,
            75270,
            75270,
            40228
        ],
        [
            -23570,
            -14081,
            -23570,
            -24718,
            -23328,
            -24718
        ],
        [
            88,
            84,
            91,
            88,
            84,
            91
        ],
        [
            130,
            127,
            132,
            130,
            127,
            132
        ],
        [
            58,
            56,
            59,
            58,
            56,
            59
        ],
        [
            24693,
            11853,
            12840,
            24693,
            11853,
            12840
        ],
        [
            10.5469,
            12.4219,
            10.5469,
            10.5469,
            12.4219,
            10.5469
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301267,
            -23767,
            -142168,
            -120627,
            -100163,
            -269243
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669608000000,
    "first_datapoint_time": 1670133600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759608452143,
    "expiration_time": 1766088000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 95,
            "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)