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Trade: SNX/USDT/720/MIDPOINT/HMA/7011

Strategy
SNX/USDT/720/MIDPOINT/HMA/7011
Pair
SNX_USDT
Interval
12h
Score
413071
Daily Profit
0.228915
Profit Factor
1.475999
Profitability
65.068493
Streak
64.517824
Best Strategy
Training Data Length
1908.000000
Evaluation Time
2025-09-29 03:25
Expiration Time
2025-11-25 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436769.2325 286313.9181 150455.3144 -17224.8015 208632.7544 -225857.5558
Total P&L (%) 436.7692 286.3139 150.4553 -17.2248 208.6328 -225.8576
Avg Daily Profit (%) 0.2289 0.1501 0.0789 -0.0099 0.0591 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167605 -76877 -144623 -935566 -419379 -673585
Profit Factor 1.476 1.7363 1.2846 0.994 1.1731 0.8633
Total Trades 146 73 73 146 73 73
Winning Trades 95 48 47 95 48 47
Losing Trades 51 25 26 51 25 26
Profitability (%) 65.0685 65.7534 64.3836 65.0685 65.7534 64.3836
Ratio Avg Win / Avg Loss 0.7924 0.9043 0.7106 0.5336 0.611 0.4775
Largest Winning Trade 59137 59137 33692 171260 171260 127215
Largest Losing Trade -81416 -45479 -81416 -398843 -173947 -398843
Avg Bars in Trades 25 21 28 25 21 28
Avg Bars in Winners 20 16 24 20 16 24
Avg Bars in Losers 33 30 36 33 30 36
Bars Traded 3650 1558 2092 3650 1558 2092
Profit Streak 64.5178 110.5178 64.5178 64.5178 110.5178 64.5178
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413071 -60225 -157909 -576664 -213794 -649343
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3816,
    "evaluation_days": 1908,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759105540026,
    "expiration_time": 1764049536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 103,
            "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": [
        [
            436769.2324834176,
            286313.9180969601,
            150455.3143864572,
            -17224.8014806185,
            208632.7543522844,
            -225857.555832903
        ],
        [
            436.769232,
            286.313918,
            150.455314,
            -17.224801,
            208.632754,
            -225.857556
        ],
        [
            0.228915,
            0.15006,
            0.078855,
            -0.009907,
            0.059084,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167605,
            -76877,
            -144623,
            -935566,
            -419379,
            -673585
        ],
        [
            1.475999,
            1.736305,
            1.284559,
            0.993972,
            1.173055,
            0.863255
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            65.068493,
            65.753425,
            64.383562,
            65.068493,
            65.753425,
            64.383562
        ],
        [
            0.792378,
            0.904326,
            0.710607,
            0.533606,
            0.610966,
            0.477545
        ],
        [
            59137,
            59137,
            33692,
            171260,
            171260,
            127215
        ],
        [
            -81416,
            -45479,
            -81416,
            -398843,
            -173947,
            -398843
        ],
        [
            25,
            21,
            28,
            25,
            21,
            28
        ],
        [
            20,
            16,
            24,
            20,
            16,
            24
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            3650,
            1558,
            2092,
            3650,
            1558,
            2092
        ],
        [
            64.517824,
            110.517824,
            64.517824,
            64.517824,
            110.517824,
            64.517824
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413071,
            -60225,
            -157909,
            -576664,
            -213794,
            -649343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3816,
    "evaluation_days": 1908,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759105540026,
    "expiration_time": 1764049536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 103,
            "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)