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Trade: SNX/USDT/60/KCL/DCM/6074

Strategy
SNX/USDT/60/KCL/DCM/6074
Pair
SNX_USDT
Interval
1h
Score
411033
Daily Profit
0.199638
Profit Factor
1.419597
Profitability
57.865169
Streak
5.890244
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 14:21
Expiration Time
2025-12-19 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297895.9607 207957.1341 89938.8265 390396.2177 187828.6879 202567.5298
Total P&L (%) 297.896 207.9571 89.9388 390.3962 187.8287 202.5675
Avg Daily Profit (%) 0.286 0.1996 0.0863 0.1528 0.1015 0.1063
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168711 -147790 -39382 -1568593 -1176551 -463279
Profit Factor 1.3846 1.4196 1.3225 1.0933 1.0694 1.1371
Total Trades 357 178 179 357 178 179
Winning Trades 213 103 110 213 103 110
Losing Trades 144 75 69 144 75 69
Profitability (%) 59.6639 57.8652 61.4525 59.6639 57.8652 61.4525
Ratio Avg Win / Avg Loss 0.9361 1.0337 0.8296 0.7391 0.7787 0.7133
Largest Winning Trade 60750 60750 17924 242486 242486 83879
Largest Losing Trade -46018 -46018 -14715 -468951 -468951 -189363
Avg Bars in Trades 67 110 24 67 110 24
Avg Bars in Winners 38 56 21 38 56 21
Avg Bars in Losers 110 185 29 110 185 29
Bars Traded 24104 19733 4371 24104 19733 4371
Profit Streak 0 5.8902 0 0 5.8902 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374742 411033 -76986 -109239 -200310 -120257
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669662000000,
    "first_datapoint_time": 1670266800000,
    "last_datapoint_time": 1759662000000,
    "evaluation_time": 1759663317113,
    "expiration_time": 1766142000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 26,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 169,
            "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": [
        [
            297895.9606559459,
            207957.1341468826,
            89938.8265090638,
            390396.2177170903,
            187828.6879188003,
            202567.5297982899
        ],
        [
            297.895961,
            207.957134,
            89.938827,
            390.396218,
            187.828688,
            202.56753
        ],
        [
            0.285979,
            0.199638,
            0.086341,
            0.15276,
            0.101542,
            0.106341
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168711,
            -147790,
            -39382,
            -1568593,
            -1176551,
            -463279
        ],
        [
            1.384626,
            1.419597,
            1.322483,
            1.093289,
            1.069378,
            1.1371
        ],
        [
            357,
            178,
            179,
            357,
            178,
            179
        ],
        [
            213,
            103,
            110,
            213,
            103,
            110
        ],
        [
            144,
            75,
            69,
            144,
            75,
            69
        ],
        [
            59.663866,
            57.865169,
            61.452514,
            59.663866,
            57.865169,
            61.452514
        ],
        [
            0.936085,
            1.033687,
            0.829557,
            0.739125,
            0.778674,
            0.713272
        ],
        [
            60750,
            60750,
            17924,
            242486,
            242486,
            83879
        ],
        [
            -46018,
            -46018,
            -14715,
            -468951,
            -468951,
            -189363
        ],
        [
            67,
            110,
            24,
            67,
            110,
            24
        ],
        [
            38,
            56,
            21,
            38,
            56,
            21
        ],
        [
            110,
            185,
            29,
            110,
            185,
            29
        ],
        [
            24104,
            19733,
            4371,
            24104,
            19733,
            4371
        ],
        [
            0,
            5.890244,
            0,
            0,
            5.890244,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374742,
            411033,
            -76986,
            -109239,
            -200310,
            -120257
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669662000000,
    "first_datapoint_time": 1670266800000,
    "last_datapoint_time": 1759662000000,
    "evaluation_time": 1759663317113,
    "expiration_time": 1766142000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 26,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 169,
            "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)