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Trade: SNX/USDT/720/HWMA/SSF/4974

Strategy
SNX/USDT/720/HWMA/SSF/4974
Pair
SNX_USDT
Interval
12h
Score
320827
Daily Profit
0.157743
Profit Factor
1.205660
Profitability
58.076923
Streak
8.315813
Best Strategy
Training Data Length
1921.000000
Evaluation Time
2025-10-12 10:34
Expiration Time
2025-12-08 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303024.3037 265614.623 37409.6807 -87442.824 1106190.5286 -1193633.3526
Total P&L (%) 303.0243 265.6146 37.4097 -87.4428 1106.1905 -1193.6334
Avg Daily Profit (%) 0.1577 0.1383 0.0195 -0.108 0.1297 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227699 -113994 -184190 -1493266 -224721 -1669607
Profit Factor 1.2057 1.412 1.0451 0.967 3.1306 0.4401
Total Trades 260 130 130 260 130 130
Winning Trades 151 70 81 151 70 81
Losing Trades 109 60 49 109 60 49
Profitability (%) 58.0769 53.8462 62.3077 58.0769 53.8462 62.3077
Ratio Avg Win / Avg Loss 0.8703 1.2103 0.6322 0.698 2.6834 0.2662
Largest Winning Trade 47571 47571 34872 366876 366876 123723
Largest Losing Trade -79852 -39446 -79852 -812481 -62940 -812481
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 12 11 12 12 11 12
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 3808 1920 1888 3808 1920 1888
Profit Streak 8.3158 19.3158 8.3158 8.3158 19.3158 8.3158
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320827 -6553 -339499 -576966 -12339 -578441
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594296000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760254486261,
    "expiration_time": 1765206432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.3427,
            "nb": 0.1,
            "nc": 0.46272
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 31,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            303024.303747625,
            265614.6230444091,
            37409.6807032157,
            -87442.8239702295,
            1106190.5286410444,
            -1193633.3526112752
        ],
        [
            303.024304,
            265.614623,
            37.409681,
            -87.442824,
            1106.190529,
            -1193.633353
        ],
        [
            0.157743,
            0.138269,
            0.019474,
            -0.107952,
            0.129707,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227699,
            -113994,
            -184190,
            -1493266,
            -224721,
            -1669607
        ],
        [
            1.20566,
            1.412036,
            1.045138,
            0.967015,
            3.130638,
            0.440077
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            151,
            70,
            81,
            151,
            70,
            81
        ],
        [
            109,
            60,
            49,
            109,
            60,
            49
        ],
        [
            58.076923,
            53.846154,
            62.307692,
            58.076923,
            53.846154,
            62.307692
        ],
        [
            0.870311,
            1.210317,
            0.632244,
            0.698044,
            2.683404,
            0.26622
        ],
        [
            47571,
            47571,
            34872,
            366876,
            366876,
            123723
        ],
        [
            -79852,
            -39446,
            -79852,
            -812481,
            -62940,
            -812481
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            3808,
            1920,
            1888,
            3808,
            1920,
            1888
        ],
        [
            8.315813,
            19.315813,
            8.315813,
            8.315813,
            19.315813,
            8.315813
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320827,
            -6553,
            -339499,
            -576966,
            -12339,
            -578441
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594296000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760254486261,
    "expiration_time": 1765206432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.3427,
            "nb": 0.1,
            "nc": 0.46272
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 31,
            "offset": 0,
            "poles": 2
        }
    }
}

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)