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Trade: SNX/USDT/720/HILO/HMA/3901

Strategy
SNX/USDT/720/HILO/HMA/3901
Pair
SNX_USDT
Interval
12h
Score
368309
Daily Profit
0.223995
Profit Factor
1.469130
Profitability
50.877193
Streak
0.000000
Best Strategy
Training Data Length
1908.500000
Evaluation Time
2025-09-29 23:21
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 427493.9116 301686.6494 125807.2622 114855.2022 -63472.9123 178328.1145
Total P&L (%) 427.4939 301.6866 125.8073 114.8552 -63.4729 178.3281
Avg Daily Profit (%) 0.224 0.1581 0.0659 0.0401 -0.0528 0.0537
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141335 -91748 -86941 -2196229 -1202784 -1236185
Profit Factor 1.4691 1.5979 1.3094 1.0177 0.9826 1.0625
Total Trades 171 85 86 171 85 86
Winning Trades 87 38 49 87 38 49
Losing Trades 84 47 37 84 47 37
Profitability (%) 50.8772 44.7059 56.9767 50.8772 44.7059 56.9767
Ratio Avg Win / Avg Loss 1.4185 1.9763 0.9887 0.9826 1.2153 0.8023
Largest Winning Trade 188629 188629 52513 534659 534659 321227
Largest Losing Trade -51388 -46542 -51388 -771318 -649417 -771318
Avg Bars in Trades 21 22 20 21 22 20
Avg Bars in Winners 24 27 22 24 27 22
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 3640 1893 1747 3640 1893 1747
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 368309 294131 -105581 -340817 -581219 -273856
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": 1599609600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177261643,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 115,
            "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": [
        [
            427493.9116150013,
            301686.6493954377,
            125807.2622195631,
            114855.2021732645,
            -63472.9123149313,
            178328.1144881954
        ],
        [
            427.493912,
            301.686649,
            125.807262,
            114.855202,
            -63.472912,
            178.328114
        ],
        [
            0.223995,
            0.158075,
            0.065919,
            0.040081,
            -0.052756,
            0.05365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141335,
            -91748,
            -86941,
            -2196229,
            -1202784,
            -1236185
        ],
        [
            1.46913,
            1.597883,
            1.309371,
            1.017686,
            0.982567,
            1.062502
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            87,
            38,
            49,
            87,
            38,
            49
        ],
        [
            84,
            47,
            37,
            84,
            47,
            37
        ],
        [
            50.877193,
            44.705882,
            56.976744,
            50.877193,
            44.705882,
            56.976744
        ],
        [
            1.418471,
            1.976328,
            0.988708,
            0.982593,
            1.21528,
            0.802297
        ],
        [
            188629,
            188629,
            52513,
            534659,
            534659,
            321227
        ],
        [
            -51388,
            -46542,
            -51388,
            -771318,
            -649417,
            -771318
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            24,
            27,
            22,
            24,
            27,
            22
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            3640,
            1893,
            1747,
            3640,
            1893,
            1747
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368309,
            294131,
            -105581,
            -340817,
            -581219,
            -273856
        ]
    ]
}
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": 1599609600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177261643,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 115,
            "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)