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Trade: SNX/USDT/720/LINREG/PWMA/8494

Strategy
SNX/USDT/720/LINREG/PWMA/8494
Pair
SNX_USDT
Interval
12h
Score
468156
Daily Profit
0.285187
Profit Factor
1.660385
Profitability
63.157895
Streak
36.630461
Best Strategy
Training Data Length
1907.500000
Evaluation Time
2025-09-28 18:07
Expiration Time
2025-11-24 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 543993.3762 353764.3447 190229.0315 558731.6239 11108.8501 547622.7738
Total P&L (%) 543.9934 353.7643 190.229 558.7316 11.1089 547.6228
Avg Daily Profit (%) 0.2852 0.1855 0.0997 0.0989 0.0055 0.098
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161582 -112960 -152049 -1925622 -1286818 -980735
Profit Factor 1.6604 1.8618 1.4603 1.1383 1.0046 1.3362
Total Trades 133 67 66 133 67 66
Winning Trades 84 42 42 84 42 42
Losing Trades 49 25 24 49 25 24
Profitability (%) 63.1579 62.6866 63.6364 63.1579 62.6866 63.6364
Ratio Avg Win / Avg Loss 0.9686 1.1082 0.8345 0.664 0.598 0.7636
Largest Winning Trade 66454 66454 47061 376424 300725 376424
Largest Losing Trade -74263 -57650 -74263 -679478 -679478 -508033
Avg Bars in Trades 27 30 23 27 30 23
Avg Bars in Winners 23 22 24 23 22 24
Avg Bars in Losers 34 45 22 34 45 22
Bars Traded 3627 2074 1554 3627 2074 1554
Profit Streak 36.6305 117.1305 36.6305 36.6305 117.1305 36.6305
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468156 -103728 -181585 -126774 -647497 -184250
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3815,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072071843,
    "expiration_time": 1764005040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 40,
            "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": [
        [
            543993.3761865665,
            353764.3447058764,
            190229.0314806905,
            558731.6238721234,
            11108.8501131112,
            547622.7737590119
        ],
        [
            543.993376,
            353.764345,
            190.229031,
            558.731624,
            11.10885,
            547.622774
        ],
        [
            0.285187,
            0.18546,
            0.099727,
            0.098877,
            0.005523,
            0.097984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161582,
            -112960,
            -152049,
            -1925622,
            -1286818,
            -980735
        ],
        [
            1.660385,
            1.861844,
            1.460293,
            1.138274,
            1.004606,
            1.336232
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            63.157895,
            62.686567,
            63.636364,
            63.157895,
            62.686567,
            63.636364
        ],
        [
            0.968558,
            1.108241,
            0.834453,
            0.663993,
            0.59798,
            0.763561
        ],
        [
            66454,
            66454,
            47061,
            376424,
            300725,
            376424
        ],
        [
            -74263,
            -57650,
            -74263,
            -679478,
            -679478,
            -508033
        ],
        [
            27,
            30,
            23,
            27,
            30,
            23
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            34,
            45,
            22,
            34,
            45,
            22
        ],
        [
            3627,
            2074,
            1554,
            3627,
            2074,
            1554
        ],
        [
            36.630461,
            117.130461,
            36.630461,
            36.630461,
            117.130461,
            36.630461
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468156,
            -103728,
            -181585,
            -126774,
            -647497,
            -184250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3815,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072071843,
    "expiration_time": 1764005040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 40,
            "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)