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Trade: SNX/USDT/720/HL2/SMA/5994

Strategy
SNX/USDT/720/HL2/SMA/5994
Pair
SNX_USDT
Interval
12h
Score
490659
Daily Profit
0.162380
Profit Factor
1.561043
Profitability
83.333333
Streak
41.481572
Best Strategy
Training Data Length
1910.500000
Evaluation Time
2025-10-02 02:33
Expiration Time
2025-11-27 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310226.0761 195107.5237 115118.5524 -12448162.2637 -1870032.2542 -10578130.0095
Total P&L (%) 310.2261 195.1075 115.1186 -12448.1623 -1870.0323 -10578.13
Avg Daily Profit (%) 0.1624 0.1021 0.0603 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -261101 -68557 -261101 -12527848 -6446202 -10617729
Profit Factor 1.561 1.8318 1.3616 0.6146 0.8817 0.359
Total Trades 108 54 54 108 54 54
Winning Trades 90 43 47 23 14 9
Losing Trades 18 11 7 85 40 45
Profitability (%) 83.3333 79.6296 87.037 21.2963 25.9259 16.6667
Ratio Avg Win / Avg Loss 0.3122 0.4686 0.2028 2.2715 2.519 1.7948
Largest Winning Trade 35363 34194 35363 5883442 5883442 3099853
Largest Losing Trade -261101 -51244 -261101 -1952528 -1596784 -1952528
Avg Bars in Trades 32 40 25 32 40 25
Avg Bars in Winners 16 15 16 84 110 44
Avg Bars in Losers 116 138 80 18 16 21
Bars Traded 3556 2198 1358 3556 2198 1358
Profit Streak 41.4816 41.9816 41.4816 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490659 -230733 -287888 -623851 -784067 -824598
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759361607844,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 198,
            "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": [
        [
            310226.0760877809,
            195107.5236792841,
            115118.5524084965,
            -12448162.263677936,
            -1870032.2541721012,
            -10578130.009505834
        ],
        [
            310.226076,
            195.107524,
            115.118552,
            -12448.162264,
            -1870.032254,
            -10578.13001
        ],
        [
            0.16238,
            0.102124,
            0.060256,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -261101,
            -68557,
            -261101,
            -12527848,
            -6446202,
            -10617729
        ],
        [
            1.561043,
            1.831823,
            1.361563,
            0.614647,
            0.881655,
            0.358969
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            90,
            43,
            47,
            23,
            14,
            9
        ],
        [
            18,
            11,
            7,
            85,
            40,
            45
        ],
        [
            83.333333,
            79.62963,
            87.037037,
            21.296296,
            25.925926,
            16.666667
        ],
        [
            0.312209,
            0.468606,
            0.202786,
            2.27152,
            2.519013,
            1.794844
        ],
        [
            35363,
            34194,
            35363,
            5883442,
            5883442,
            3099853
        ],
        [
            -261101,
            -51244,
            -261101,
            -1952528,
            -1596784,
            -1952528
        ],
        [
            32,
            40,
            25,
            32,
            40,
            25
        ],
        [
            16,
            15,
            16,
            84,
            110,
            44
        ],
        [
            116,
            138,
            80,
            18,
            16,
            21
        ],
        [
            3556,
            2198,
            1358,
            3556,
            2198,
            1358
        ],
        [
            41.481572,
            41.981572,
            41.481572,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490659,
            -230733,
            -287888,
            -623851,
            -784067,
            -824598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759361607844,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 198,
            "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)