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Trade: SNX/USDT/720/MIDPRICE/LINREG/2258

Strategy
SNX/USDT/720/MIDPRICE/LINREG/2258
Pair
SNX_USDT
Interval
12h
Score
342276
Daily Profit
0.171857
Profit Factor
1.308556
Profitability
57.458564
Streak
109.847991
Best Strategy
Training Data Length
1908.500000
Evaluation Time
2025-09-29 23:21
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 327989.1862 229446.0053 98543.1808 -74620.867 188615.4572 -263236.3241
Total P&L (%) 327.9892 229.446 98.5432 -74.6209 188.6155 -263.2363
Avg Daily Profit (%) 0.1719 0.1202 0.0516 -0.0718 0.0556 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155004 -92368 -147885 -275817 -120716 -367807
Profit Factor 1.3086 1.4966 1.164 0.9425 1.4258 0.6921
Total Trades 181 91 90 181 91 90
Winning Trades 104 49 55 104 49 55
Losing Trades 77 42 35 77 42 35
Profitability (%) 57.4586 53.8462 61.1111 57.4586 53.8462 61.1111
Ratio Avg Win / Avg Loss 0.9688 1.2828 0.7407 0.6978 1.2221 0.4404
Largest Winning Trade 59137 59137 44650 90688 90688 51062
Largest Losing Trade -89184 -28655 -89184 -142845 -48081 -142845
Avg Bars in Trades 20 17 23 20 17 23
Avg Bars in Winners 19 13 25 19 13 25
Avg Bars in Losers 21 21 20 21 21 20
Bars Traded 3718 1606 2112 3718 1606 2112
Profit Streak 109.848 109.848 143.348 109.848 109.848 143.348
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342276 -29404 -162955 -577120 -116065 -577959
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": 1597536000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177266476,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 76,
            "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": [
        [
            327989.1861590216,
            229446.0053236416,
            98543.1808353798,
            -74620.8669713362,
            188615.4571712748,
            -263236.3241426111
        ],
        [
            327.989186,
            229.446005,
            98.543181,
            -74.620867,
            188.615457,
            -263.236324
        ],
        [
            0.171857,
            0.120223,
            0.051634,
            -0.071823,
            0.055552,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155004,
            -92368,
            -147885,
            -275817,
            -120716,
            -367807
        ],
        [
            1.308556,
            1.496588,
            1.163983,
            0.942508,
            1.42578,
            0.692106
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            104,
            49,
            55,
            104,
            49,
            55
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            57.458564,
            53.846154,
            61.111111,
            57.458564,
            53.846154,
            61.111111
        ],
        [
            0.968835,
            1.282789,
            0.740716,
            0.697819,
            1.222097,
            0.440431
        ],
        [
            59137,
            59137,
            44650,
            90688,
            90688,
            51062
        ],
        [
            -89184,
            -28655,
            -89184,
            -142845,
            -48081,
            -142845
        ],
        [
            20,
            17,
            23,
            20,
            17,
            23
        ],
        [
            19,
            13,
            25,
            19,
            13,
            25
        ],
        [
            21,
            21,
            20,
            21,
            21,
            20
        ],
        [
            3718,
            1606,
            2112,
            3718,
            1606,
            2112
        ],
        [
            109.847991,
            109.847991,
            143.347991,
            109.847992,
            109.847992,
            143.347992
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342276,
            -29404,
            -162955,
            -577120,
            -116065,
            -577959
        ]
    ]
}
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": 1597536000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177266476,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 76,
            "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)