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Trade: SNX/USDT/720/HWMA/WMA/6523

Strategy
SNX/USDT/720/HWMA/WMA/6523
Pair
SNX_USDT
Interval
12h
Score
507965
Daily Profit
0.158974
Profit Factor
1.427990
Profitability
85.294118
Streak
81.937398
Best Strategy
Training Data Length
1909.500000
Evaluation Time
2025-10-01 01:29
Expiration Time
2025-11-26 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303560.4304 225382.5348 78177.8956 -12195508.8567 -3754742.8829 -8440765.9738
Total P&L (%) 303.5604 225.3825 78.1779 -12195.5089 -3754.7429 -8440.766
Avg Daily Profit (%) 0.159 0.118 0.0409 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -292589 -59971 -293008 -12262485 -5203847 -8469938
Profit Factor 1.428 1.785 1.1852 0.6132 0.7667 0.4532
Total Trades 170 85 85 170 85 85
Winning Trades 145 71 74 32 18 14
Losing Trades 25 14 11 138 67 71
Profitability (%) 85.2941 83.5294 87.0588 18.8235 21.1765 16.4706
Ratio Avg Win / Avg Loss 0.2462 0.352 0.1762 2.6445 2.8539 2.2984
Largest Winning Trade 29636 27345 29636 4081347 3396203 4081347
Largest Losing Trade -292589 -59971 -292589 -1892935 -1892935 -1055200
Avg Bars in Trades 20 26 15 20 26 15
Avg Bars in Winners 7 7 8 71 95 40
Avg Bars in Losers 96 121 64 9 7 10
Bars Traded 3562 2223 1339 3562 2223 1339
Profit Streak 81.9374 81.9374 284.9374 0 0 0
Trades During Streak 20 10 20 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 507965 -28720 -150233 -633868 -624715 -645456
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3819,
    "evaluation_days": 1909.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1604534400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759271391193,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.61509,
            "nb": 0.41677,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 238,
            "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": [
        [
            303560.4303718341,
            225382.5348120928,
            78177.8955597412,
            -12195508.856722645,
            -3754742.882896734,
            -8440765.973825913
        ],
        [
            303.56043,
            225.382535,
            78.177896,
            -12195.508857,
            -3754.742883,
            -8440.765974
        ],
        [
            0.158974,
            0.118032,
            0.040942,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -292589,
            -59971,
            -293008,
            -12262485,
            -5203847,
            -8469938
        ],
        [
            1.42799,
            1.784967,
            1.185192,
            0.613229,
            0.766706,
            0.453215
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            145,
            71,
            74,
            32,
            18,
            14
        ],
        [
            25,
            14,
            11,
            138,
            67,
            71
        ],
        [
            85.294118,
            83.529412,
            87.058824,
            18.823529,
            21.176471,
            16.470588
        ],
        [
            0.246205,
            0.351965,
            0.176177,
            2.644549,
            2.853852,
            2.298445
        ],
        [
            29636,
            27345,
            29636,
            4081347,
            3396203,
            4081347
        ],
        [
            -292589,
            -59971,
            -292589,
            -1892935,
            -1892935,
            -1055200
        ],
        [
            20,
            26,
            15,
            20,
            26,
            15
        ],
        [
            7,
            7,
            8,
            71,
            95,
            40
        ],
        [
            96,
            121,
            64,
            9,
            7,
            10
        ],
        [
            3562,
            2223,
            1339,
            3562,
            2223,
            1339
        ],
        [
            81.937398,
            81.937398,
            284.937398,
            0,
            0,
            0
        ],
        [
            20,
            10,
            20,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507965,
            -28720,
            -150233,
            -633868,
            -624715,
            -645456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3819,
    "evaluation_days": 1909.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1604534400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759271391193,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.61509,
            "nb": 0.41677,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 238,
            "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)