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Trade: SNX/USDT/720/MIDPRICE/PSAR/2836

Strategy
SNX/USDT/720/MIDPRICE/PSAR/2836
Pair
SNX_USDT
Interval
12h
Score
406360
Daily Profit
0.235914
Profit Factor
1.751177
Profitability
56.521739
Streak
0.000000
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 449062.4402 278979.7533 170082.6869 437333.3775 226093.0731 211240.3044
Total P&L (%) 449.0624 278.9798 170.0827 437.3334 226.0931 211.2403
Avg Daily Profit (%) 0.2359 0.1466 0.0894 0.0884 0.0621 0.0597
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108557 -76994 -67006 -589081 -349786 -402680
Profit Factor 1.7512 1.822 1.6581 1.1768 1.1684 1.1868
Total Trades 115 58 57 115 58 57
Winning Trades 65 32 33 65 32 33
Losing Trades 50 26 24 50 26 24
Profitability (%) 56.5217 55.1724 57.8947 56.5217 55.1724 57.8947
Ratio Avg Win / Avg Loss 1.3471 1.4804 1.2059 0.9053 0.9494 0.8631
Largest Winning Trade 275496 275496 55270 312884 312884 160155
Largest Losing Trade -38731 -31538 -38731 -164325 -130142 -164325
Avg Bars in Trades 30 19 42 30 19 42
Avg Bars in Winners 38 17 59 38 17 59
Avg Bars in Losers 19 20 18 19 20 18
Bars Traded 3526 1113 2413 3526 1113 2413
Profit Streak 0 0 42.6753 0 0 42.6753
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406360 -174153 -249248 -101507 -325992 -307610

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": 1602849600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859949711,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            449062.440168089,
            278979.7532997397,
            170082.6868683494,
            437333.3775464378,
            226093.07313338,
            211240.3044130578
        ],
        [
            449.06244,
            278.979753,
            170.082687,
            437.333378,
            226.093073,
            211.240304
        ],
        [
            0.235914,
            0.146561,
            0.089353,
            0.088374,
            0.062116,
            0.059666
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108557,
            -76994,
            -67006,
            -589081,
            -349786,
            -402680
        ],
        [
            1.751177,
            1.822031,
            1.658131,
            1.176827,
            1.168449,
            1.186768
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            56.521739,
            55.172414,
            57.894737,
            56.521739,
            55.172414,
            57.894737
        ],
        [
            1.347059,
            1.4804,
            1.205913,
            0.905251,
            0.949365,
            0.863104
        ],
        [
            275496,
            275496,
            55270,
            312884,
            312884,
            160155
        ],
        [
            -38731,
            -31538,
            -38731,
            -164325,
            -130142,
            -164325
        ],
        [
            30,
            19,
            42,
            30,
            19,
            42
        ],
        [
            38,
            17,
            59,
            38,
            17,
            59
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            3526,
            1113,
            2413,
            3526,
            1113,
            2413
        ],
        [
            0,
            0,
            42.675344,
            0,
            0,
            42.675344
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406360,
            -174153,
            -249248,
            -101507,
            -325992,
            -307610
        ]
    ]
}
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": 1602849600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859949711,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)