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Trade: SNX/USDT/720/DCL/HWMA/4968

Strategy
SNX/USDT/720/DCL/HWMA/4968
Pair
SNX_USDT
Interval
12h
Score
342486
Daily Profit
0.216683
Profit Factor
1.354326
Profitability
49.392713
Streak
0.000000
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-09-27 04:14
Expiration Time
2025-11-20 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412456.6991 274079.1409 138377.5582 235756.9863 -85545.0017 321301.988
Total P&L (%) 412.4567 274.0791 138.3776 235.757 -85.545 321.302
Avg Daily Profit (%) 0.2167 0.144 0.0727 0.0637 -0.1016 0.0756
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157962 -136600 -50207 -1831982 -1889298 -534214
Profit Factor 1.3543 1.3403 1.3859 1.0216 0.9889 1.1004
Total Trades 247 123 124 247 123 124
Winning Trades 122 55 67 122 55 67
Losing Trades 125 68 57 125 68 57
Profitability (%) 49.3927 44.7154 54.0323 49.3927 44.7154 54.0323
Ratio Avg Win / Avg Loss 1.3876 1.6571 1.179 1.0467 1.2226 0.9362
Largest Winning Trade 76569 76569 25693 790643 790643 204743
Largest Losing Trade -29825 -29825 -25146 -495276 -489680 -495276
Avg Bars in Trades 15 25 4 15 25 4
Avg Bars in Winners 17 32 5 17 32 5
Avg Bars in Losers 12 20 3 12 20 3
Bars Traded 3762 3160 602 3762 3160 602
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 342486 -1387 -94694 -303345 -581116 -203196
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935659613,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.62376,
            "nc": 0.1
        }
    }
}
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": [
        [
            412456.6990844354,
            274079.1409158575,
            138377.5581685783,
            235756.9862664893,
            -85545.0017050686,
            321301.9879715575
        ],
        [
            412.456699,
            274.079141,
            138.377558,
            235.756986,
            -85.545002,
            321.301988
        ],
        [
            0.216683,
            0.143987,
            0.072696,
            0.063651,
            -0.101558,
            0.075583
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157962,
            -136600,
            -50207,
            -1831982,
            -1889298,
            -534214
        ],
        [
            1.354326,
            1.340284,
            1.385864,
            1.021624,
            0.988894,
            1.10041
        ],
        [
            247,
            123,
            124,
            247,
            123,
            124
        ],
        [
            122,
            55,
            67,
            122,
            55,
            67
        ],
        [
            125,
            68,
            57,
            125,
            68,
            57
        ],
        [
            49.392713,
            44.715447,
            54.032258,
            49.392713,
            44.715447,
            54.032258
        ],
        [
            1.387629,
            1.657079,
            1.179018,
            1.046746,
            1.222632,
            0.93617
        ],
        [
            76569,
            76569,
            25693,
            790643,
            790643,
            204743
        ],
        [
            -29825,
            -29825,
            -25146,
            -495276,
            -489680,
            -495276
        ],
        [
            15,
            25,
            4,
            15,
            25,
            4
        ],
        [
            17,
            32,
            5,
            17,
            32,
            5
        ],
        [
            12,
            20,
            3,
            12,
            20,
            3
        ],
        [
            3762,
            3160,
            602,
            3762,
            3160,
            602
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342486,
            -1387,
            -94694,
            -303345,
            -581116,
            -203196
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935659613,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.62376,
            "nc": 0.1
        }
    }
}

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)