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Trade: SNX/USDT/720/BBM/ALMA/9723

Strategy
SNX/USDT/720/BBM/ALMA/9723
Pair
SNX_USDT
Interval
12h
Score
368618
Daily Profit
0.155393
Profit Factor
1.886166
Profitability
45.945946
Streak
49.316700
Best Strategy
Training Data Length
1908.500000
Evaluation Time
2025-09-29 22:36
Expiration Time
2025-11-25 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294047.3718 296568.1235 -2520.7517 -81639.0694 69385.3079 -151024.3773
Total P&L (%) 294.0474 296.5681 -2.5208 -81.6391 69.3853 -151.0244
Avg Daily Profit (%) 0.1541 0.1554 -0.0013 -0.0888 0.0276 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -303537 -200353 -133620 -600744 -408433 -192384
Profit Factor 1.4281 1.8862 0.9928 0.9086 1.1526 0.6552
Total Trades 74 37 37 74 37 37
Winning Trades 35 17 18 35 17 18
Losing Trades 39 20 19 39 20 19
Profitability (%) 47.2973 45.9459 48.6486 47.2973 45.9459 48.6486
Ratio Avg Win / Avg Loss 1.5913 2.219 1.048 1.0124 1.3559 0.6916
Largest Winning Trade 339629 339629 70783 443332 443332 91070
Largest Losing Trade -77473 -62251 -77473 -156268 -147158 -156268
Avg Bars in Trades 49 40 58 49 40 58
Avg Bars in Winners 59 48 68 59 48 68
Avg Bars in Losers 41 33 49 41 33 49
Bars Traded 3673 1502 2171 3673 1502 2171
Profit Streak 13.3167 49.3167 0 13.3167 49.3167 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60017 368618 -579631 -648335 -209324 -581298
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3817,
    "evaluation_days": 1908.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759174562875,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 122,
            "offset": 0,
            "std": 2.686
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "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": [
        [
            294047.3717933125,
            296568.123540157,
            -2520.7517468447,
            -81639.0693931699,
            69385.3079051184,
            -151024.3772982883
        ],
        [
            294.047372,
            296.568124,
            -2.520752,
            -81.639069,
            69.385308,
            -151.024377
        ],
        [
            0.154073,
            0.155393,
            -0.001321,
            -0.088771,
            0.027617,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -303537,
            -200353,
            -133620,
            -600744,
            -408433,
            -192384
        ],
        [
            1.428082,
            1.886166,
            0.992843,
            0.908556,
            1.152553,
            0.655152
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            47.297297,
            45.945946,
            48.648649,
            47.297297,
            45.945946,
            48.648649
        ],
        [
            1.591291,
            2.219019,
            1.048001,
            1.012391,
            1.355945,
            0.69155
        ],
        [
            339629,
            339629,
            70783,
            443332,
            443332,
            91070
        ],
        [
            -77473,
            -62251,
            -77473,
            -156268,
            -147158,
            -156268
        ],
        [
            49,
            40,
            58,
            49,
            40,
            58
        ],
        [
            59,
            48,
            68,
            59,
            48,
            68
        ],
        [
            41,
            33,
            49,
            41,
            33,
            49
        ],
        [
            3673,
            1502,
            2171,
            3673,
            1502,
            2171
        ],
        [
            13.3167,
            49.3167,
            0,
            13.3167,
            49.3167,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60017,
            368618,
            -579631,
            -648335,
            -209324,
            -581298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3817,
    "evaluation_days": 1908.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759174562875,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 122,
            "offset": 0,
            "std": 2.686
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "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)