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Trade: SNX/USDT/60/HWMA/KCU/8382

Strategy
SNX/USDT/60/HWMA/KCU/8382
Pair
SNX_USDT
Interval
1h
Score
420542
Daily Profit
0.175594
Profit Factor
1.262109
Profitability
71.246006
Streak
13.742114
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 04:48
Expiration Time
2025-12-26 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 182910.7399 117389.2118 65521.5281 103747.0076 -28905.609 132652.6167
Total P&L (%) 182.9107 117.3892 65.5215 103.747 -28.9056 132.6526
Avg Daily Profit (%) 0.1756 0.1127 0.0629 0.0683 -0.0327 0.0811
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170807 -151580 -34325 -584637 -515855 -99278
Profit Factor 1.2621 1.254 1.278 1.0549 0.9785 1.242
Total Trades 313 156 157 313 156 157
Winning Trades 223 115 108 223 115 108
Losing Trades 90 41 49 90 41 49
Profitability (%) 71.246 73.7179 68.7898 71.246 73.7179 68.7898
Ratio Avg Win / Avg Loss 0.5094 0.4471 0.5799 0.4257 0.3488 0.5635
Largest Winning Trade 38594 23446 38594 72270 72270 56737
Largest Losing Trade -46826 -46826 -19789 -192802 -192802 -58910
Avg Bars in Trades 77 127 28 77 127 28
Avg Bars in Winners 27 37 17 27 37 17
Avg Bars in Losers 201 379 52 201 379 52
Bars Traded 24287 19839 4448 24287 19839 4448
Profit Streak 13.7421 18.4504 13.7421 13.7421 18.4504 13.7421
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420542 -39464 -106414 -257401 -575829 -82078
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670230800000,
    "first_datapoint_time": 1670958000000,
    "last_datapoint_time": 1760230800000,
    "evaluation_time": 1760233718646,
    "expiration_time": 1766710800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            182910.739857003,
            117389.2117598475,
            65521.5280971559,
            103747.0076143244,
            -28905.6090457248,
            132652.6166600493
        ],
        [
            182.91074,
            117.389212,
            65.521528,
            103.747008,
            -28.905609,
            132.652617
        ],
        [
            0.175594,
            0.112693,
            0.0629,
            0.068347,
            -0.032746,
            0.081093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170807,
            -151580,
            -34325,
            -584637,
            -515855,
            -99278
        ],
        [
            1.262109,
            1.253985,
            1.278042,
            1.054896,
            0.978456,
            1.241997
        ],
        [
            313,
            156,
            157,
            313,
            156,
            157
        ],
        [
            223,
            115,
            108,
            223,
            115,
            108
        ],
        [
            90,
            41,
            49,
            90,
            41,
            49
        ],
        [
            71.246006,
            73.717949,
            68.789809,
            71.246006,
            73.717949,
            68.789809
        ],
        [
            0.509371,
            0.447073,
            0.579852,
            0.425743,
            0.348841,
            0.563499
        ],
        [
            38594,
            23446,
            38594,
            72270,
            72270,
            56737
        ],
        [
            -46826,
            -46826,
            -19789,
            -192802,
            -192802,
            -58910
        ],
        [
            77,
            127,
            28,
            77,
            127,
            28
        ],
        [
            27,
            37,
            17,
            27,
            37,
            17
        ],
        [
            201,
            379,
            52,
            201,
            379,
            52
        ],
        [
            24287,
            19839,
            4448,
            24287,
            19839,
            4448
        ],
        [
            13.742114,
            18.450447,
            13.742114,
            13.742114,
            18.450447,
            13.742114
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420542,
            -39464,
            -106414,
            -257401,
            -575829,
            -82078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670230800000,
    "first_datapoint_time": 1670958000000,
    "last_datapoint_time": 1760230800000,
    "evaluation_time": 1760233718646,
    "expiration_time": 1766710800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)