← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SNX/USDT/720/MIDPRICE/LINREG/8705

Strategy
SNX/USDT/720/MIDPRICE/LINREG/8705
Pair
SNX_USDT
Interval
12h
Score
331081
Daily Profit
0.156876
Profit Factor
1.437610
Profitability
51.428571
Streak
20.175318
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-09-26 07:12
Expiration Time
2025-11-20 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298612.9529 191070.2903 107542.6626 42917.6562 -2292.5504 45210.2066
Total P&L (%) 298.613 191.0703 107.5427 42.9177 -2.2926 45.2102
Avg Daily Profit (%) 0.1569 0.1004 0.0565 0.0188 -0.0012 0.0196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133247 -103949 -85463 -438045 -410563 -171453
Profit Factor 1.4376 1.5429 1.3255 1.0249 0.9976 1.059
Total Trades 105 52 53 105 52 53
Winning Trades 54 26 28 54 26 28
Losing Trades 51 26 25 51 26 25
Profitability (%) 51.4286 50 52.8302 51.4286 50 52.8302
Ratio Avg Win / Avg Loss 1.3577 1.5429 1.1835 0.9679 0.9976 0.9456
Largest Winning Trade 170408 170408 70535 314780 314780 113946
Largest Losing Trade -47370 -24831 -47370 -167219 -88645 -167219
Avg Bars in Trades 34 24 44 34 24 44
Avg Bars in Winners 42 29 54 42 29 54
Avg Bars in Losers 27 20 33 27 20 33
Bars Traded 3669 1299 2371 3669 1299 2371
Profit Streak 20.1753 0 30.6753 20.1753 0 30.6753
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331081 -236067 -296385 -363587 -760555 -504858

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597320000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859947515,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 71,
            "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": [
        [
            298612.9528983327,
            191070.2902508596,
            107542.6626474731,
            42917.6561988602,
            -2292.5504303775,
            45210.2066292375
        ],
        [
            298.612953,
            191.07029,
            107.542663,
            42.917656,
            -2.29255,
            45.210207
        ],
        [
            0.156876,
            0.100378,
            0.056497,
            0.018762,
            -0.001218,
            0.019598
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133247,
            -103949,
            -85463,
            -438045,
            -410563,
            -171453
        ],
        [
            1.43761,
            1.542894,
            1.325469,
            1.024855,
            0.997614,
            1.059017
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            51.428571,
            50,
            52.830189,
            51.428571,
            50,
            52.830189
        ],
        [
            1.357743,
            1.542894,
            1.183454,
            0.967919,
            0.997614,
            0.945551
        ],
        [
            170408,
            170408,
            70535,
            314780,
            314780,
            113946
        ],
        [
            -47370,
            -24831,
            -47370,
            -167219,
            -88645,
            -167219
        ],
        [
            34,
            24,
            44,
            34,
            24,
            44
        ],
        [
            42,
            29,
            54,
            42,
            29,
            54
        ],
        [
            27,
            20,
            33,
            27,
            20,
            33
        ],
        [
            3669,
            1299,
            2371,
            3669,
            1299,
            2371
        ],
        [
            20.175318,
            0,
            30.675318,
            20.175318,
            0,
            30.675318
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331081,
            -236067,
            -296385,
            -363587,
            -760555,
            -504858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597320000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859947515,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 71,
            "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)