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Trade: SNX/USDT/720/MIDPRICE/SUPERTREND/2017

Strategy
SNX/USDT/720/MIDPRICE/SUPERTREND/2017
Pair
SNX_USDT
Interval
12h
Score
575190
Daily Profit
0.315474
Profit Factor
2.676324
Profitability
53.061224
Streak
106.885978
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-06 00:15
Expiration Time
2025-12-02 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 874676.8931 603974.737 270702.1561 9167593.6762 8069350.7815 1098242.8946
Total P&L (%) 874.6769 603.9747 270.7022 9167.5937 8069.3508 1098.2429
Avg Daily Profit (%) 0.4569 0.3155 0.1414 0.2368 0.2302 0.1298
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64854 -64483 -54450 -4272933 -1719576 -4272933
Profit Factor 2.2714 2.6763 1.8261 1.5216 2.0994 1.1073
Total Trades 98 49 49 98 49 49
Winning Trades 57 26 31 57 26 31
Losing Trades 41 23 18 41 23 18
Profitability (%) 58.1633 53.0612 63.2653 58.1633 53.0612 63.2653
Ratio Avg Win / Avg Loss 1.6338 2.3675 1.0603 1.0945 1.8571 0.6429
Largest Winning Trade 205546 205546 59672 4445901 4445901 1296992
Largest Losing Trade -58440 -50240 -58440 -4272933 -941178 -4272933
Avg Bars in Trades 36 40 32 36 40 32
Avg Bars in Winners 41 43 40 41 43 40
Avg Bars in Losers 29 37 19 29 37 19
Bars Traded 3590 1991 1599 3590 1991 1599
Profit Streak 0 106.886 0 0 106.886 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 571550 575190 -108 399953 508882 -121685
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759698948482,
    "expiration_time": 1764627984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 162,
            "offset": 0,
            "multiplier": 3.33053
        }
    }
}
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": [
        [
            874676.8930663342,
            603974.736950883,
            270702.1561154512,
            9167593.67618781,
            8069350.781539941,
            1098242.8946478684
        ],
        [
            874.676893,
            603.974737,
            270.702156,
            9167.593676,
            8069.350782,
            1098.242895
        ],
        [
            0.45687,
            0.315474,
            0.141396,
            0.236849,
            0.230245,
            0.129802
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64854,
            -64483,
            -54450,
            -4272933,
            -1719576,
            -4272933
        ],
        [
            2.271377,
            2.676324,
            1.826121,
            1.52157,
            2.09935,
            1.107284
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            58.163265,
            53.061224,
            63.265306,
            58.163265,
            53.061224,
            63.265306
        ],
        [
            1.633798,
            2.367517,
            1.060328,
            1.094463,
            1.857117,
            0.642939
        ],
        [
            205546,
            205546,
            59672,
            4445901,
            4445901,
            1296992
        ],
        [
            -58440,
            -50240,
            -58440,
            -4272933,
            -941178,
            -4272933
        ],
        [
            36,
            40,
            32,
            36,
            40,
            32
        ],
        [
            41,
            43,
            40,
            41,
            43,
            40
        ],
        [
            29,
            37,
            19,
            29,
            37,
            19
        ],
        [
            3590,
            1991,
            1599,
            3590,
            1991,
            1599
        ],
        [
            0,
            106.885978,
            0,
            0,
            106.885978,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            571550,
            575190,
            -108,
            399953,
            508882,
            -121685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759698948482,
    "expiration_time": 1764627984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 162,
            "offset": 0,
            "multiplier": 3.33053
        }
    }
}

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)