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Trade: SNX/USDT/60/MIDPOINT/SINWMA/9509

Strategy
SNX/USDT/60/MIDPOINT/SINWMA/9509
Pair
SNX_USDT
Interval
1h
Score
330044
Daily Profit
0.191129
Profit Factor
1.207581
Profitability
51.063830
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 13:23
Expiration Time
2025-12-19 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 199093.5536 139927.6165 59165.9371 111490.128 122561.1893 -11071.0613
Total P&L (%) 199.0936 139.9276 59.1659 111.4901 122.5612 -11.0711
Avg Daily Profit (%) 0.1911 0.1343 0.0568 0.0719 0.0768 -0.0113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99541 -58382 -72573 -271595 -147550 -180071
Profit Factor 1.2076 1.3114 1.1161 1.0589 1.1392 0.9891
Total Trades 376 188 188 376 188 188
Winning Trades 192 95 97 192 95 97
Losing Trades 184 93 91 184 93 91
Profitability (%) 51.0638 50.5319 51.5957 51.0638 50.5319 51.5957
Ratio Avg Win / Avg Loss 1.1573 1.2837 1.047 1.0147 1.1152 0.9279
Largest Winning Trade 62567 62567 31677 85365 82173 85365
Largest Losing Trade -29261 -17835 -29261 -77518 -55214 -77518
Avg Bars in Trades 65 62 69 65 62 69
Avg Bars in Winners 73 65 80 73 65 80
Avg Bars in Losers 58 60 56 58 60 56
Bars Traded 24815 11815 13000 24815 11815 13000
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330044 -13048 -209997 -250575 -157290 -580142
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669658400000,
    "first_datapoint_time": 1670144400000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759659817682,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 39,
            "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": [
        [
            199093.5535966231,
            139927.6165246862,
            59165.937071937,
            111490.1279945732,
            122561.1892672146,
            -11071.0612726416
        ],
        [
            199.093554,
            139.927617,
            59.165937,
            111.490128,
            122.561189,
            -11.071061
        ],
        [
            0.191129,
            0.13433,
            0.056799,
            0.07193,
            0.076832,
            -0.011263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99541,
            -58382,
            -72573,
            -271595,
            -147550,
            -180071
        ],
        [
            1.207581,
            1.311351,
            1.116082,
            1.058862,
            1.139184,
            0.989077
        ],
        [
            376,
            188,
            188,
            376,
            188,
            188
        ],
        [
            192,
            95,
            97,
            192,
            95,
            97
        ],
        [
            184,
            93,
            91,
            184,
            93,
            91
        ],
        [
            51.06383,
            50.531915,
            51.595745,
            51.06383,
            50.531915,
            51.595745
        ],
        [
            1.157265,
            1.283744,
            1.047046,
            1.014743,
            1.115202,
            0.927897
        ],
        [
            62567,
            62567,
            31677,
            85365,
            82173,
            85365
        ],
        [
            -29261,
            -17835,
            -29261,
            -77518,
            -55214,
            -77518
        ],
        [
            65,
            62,
            69,
            65,
            62,
            69
        ],
        [
            73,
            65,
            80,
            73,
            65,
            80
        ],
        [
            58,
            60,
            56,
            58,
            60,
            56
        ],
        [
            24815,
            11815,
            13000,
            24815,
            11815,
            13000
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330044,
            -13048,
            -209997,
            -250575,
            -157290,
            -580142
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669658400000,
    "first_datapoint_time": 1670144400000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759659817682,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 39,
            "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)