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Trade: SNX/USDT/720/KCB/HWMA/5744

Strategy
SNX/USDT/720/KCB/HWMA/5744
Pair
SNX_USDT
Interval
12h
Score
442232
Daily Profit
0.262660
Profit Factor
1.392674
Profitability
56.680162
Streak
11.926987
Best Strategy
Training Data Length
1908.500000
Evaluation Time
2025-09-30 01:14
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 501286.1255 304113.3993 197172.7262 567348.8729 353013.4983 214335.3746
Total P&L (%) 501.2861 304.1134 197.1727 567.3489 353.0135 214.3354
Avg Daily Profit (%) 0.2627 0.1593 0.1033 0.0995 0.0792 0.06
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189253 -118332 -130822 -140024 -154621 -104663
Profit Factor 1.3927 1.4465 1.3311 1.5099 1.6272 1.3899
Total Trades 247 124 123 247 124 123
Winning Trades 140 70 70 140 70 70
Losing Trades 107 54 53 107 54 53
Profitability (%) 56.6802 56.4516 56.9106 56.6802 56.4516 56.9106
Ratio Avg Win / Avg Loss 1.0644 1.1158 1.0079 1.154 1.2552 1.0523
Largest Winning Trade 57920 57920 41127 79716 79716 69128
Largest Losing Trade -43585 -43585 -35107 -56916 -56916 -53375
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3732 1880 1852 3732 1880 1852
Profit Streak 11.927 64.927 0 11.927 64.927 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442232 380937 -53835 -55286 -82920 -111189
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": 1597492800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184091713,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 75,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.58333
        }
    }
}
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": [
        [
            501286.1255079112,
            304113.3992878207,
            197172.7262200904,
            567348.8729156837,
            353013.4983447903,
            214335.3745708931
        ],
        [
            501.286126,
            304.113399,
            197.172726,
            567.348873,
            353.013498,
            214.335375
        ],
        [
            0.26266,
            0.159347,
            0.103313,
            0.099507,
            0.07919,
            0.060028
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189253,
            -118332,
            -130822,
            -140024,
            -154621,
            -104663
        ],
        [
            1.392674,
            1.446455,
            1.331147,
            1.509904,
            1.627159,
            1.389856
        ],
        [
            247,
            124,
            123,
            247,
            124,
            123
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            56.680162,
            56.451613,
            56.910569,
            56.680162,
            56.451613,
            56.910569
        ],
        [
            1.064401,
            1.115837,
            1.007869,
            1.153998,
            1.255237,
            1.052319
        ],
        [
            57920,
            57920,
            41127,
            79716,
            79716,
            69128
        ],
        [
            -43585,
            -43585,
            -35107,
            -56916,
            -56916,
            -53375
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3732,
            1880,
            1852,
            3732,
            1880,
            1852
        ],
        [
            11.926987,
            64.926987,
            0,
            11.926987,
            64.926987,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442232,
            380937,
            -53835,
            -55286,
            -82920,
            -111189
        ]
    ]
}
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": 1597492800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184091713,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 75,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.58333
        }
    }
}

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)