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Trade: SNX/USDT/720/HWMA/SINWMA/1873

Strategy
SNX/USDT/720/HWMA/SINWMA/1873
Pair
SNX_USDT
Interval
12h
Score
429957
Daily Profit
0.221835
Profit Factor
1.346598
Profitability
55.158730
Streak
33.024047
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-10-03 15:34
Expiration Time
2025-11-29 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424148.0217 289422.8041 134725.2176 228620.2287 86479.283 142140.9456
Total P&L (%) 424.148 289.4228 134.7252 228.6202 86.4793 142.1409
Avg Daily Profit (%) 0.2218 0.1514 0.0705 0.0622 0.0326 0.0463
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -283328 -162181 -148578 -354186 -376225 -141498
Profit Factor 1.3466 1.4811 1.2166 1.1341 1.0893 1.1928
Total Trades 252 126 126 252 126 126
Winning Trades 139 66 73 139 66 73
Losing Trades 113 60 53 113 60 53
Profitability (%) 55.1587 52.381 57.9365 55.1587 52.381 57.9365
Ratio Avg Win / Avg Loss 1.0947 1.3464 0.8833 0.922 0.9903 0.866
Largest Winning Trade 92262 92262 38930 157697 157697 69600
Largest Losing Trade -59715 -32359 -59715 -84109 -73982 -84109
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3570 1781 1789 3570 1781 1789
Profit Streak 33.024 33.024 54.024 33.024 33.024 54.024
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429957 351287 -98455 -180744 -271893 -138703
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3824,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759494877635,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.70583
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 240,
            "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": [
        [
            424148.0217340364,
            289422.8040845092,
            134725.2176495272,
            228620.2286507915,
            86479.2830333464,
            142140.9456174451
        ],
        [
            424.148022,
            289.422804,
            134.725218,
            228.620229,
            86.479283,
            142.140946
        ],
        [
            0.221835,
            0.151372,
            0.070463,
            0.062244,
            0.032597,
            0.046263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -283328,
            -162181,
            -148578,
            -354186,
            -376225,
            -141498
        ],
        [
            1.346598,
            1.481066,
            1.216559,
            1.134088,
            1.089347,
            1.192836
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            139,
            66,
            73,
            139,
            66,
            73
        ],
        [
            113,
            60,
            53,
            113,
            60,
            53
        ],
        [
            55.15873,
            52.380952,
            57.936508,
            55.15873,
            52.380952,
            57.936508
        ],
        [
            1.094716,
            1.346423,
            0.883255,
            0.921956,
            0.990316,
            0.866032
        ],
        [
            92262,
            92262,
            38930,
            157697,
            157697,
            69600
        ],
        [
            -59715,
            -32359,
            -59715,
            -84109,
            -73982,
            -84109
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3570,
            1781,
            1789,
            3570,
            1781,
            1789
        ],
        [
            33.024047,
            33.024047,
            54.024047,
            33.024047,
            33.024047,
            54.024047
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429957,
            351287,
            -98455,
            -180744,
            -271893,
            -138703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3824,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759494877635,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.70583
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 240,
            "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)