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Trade: SNX/USDT/720/SINWMA/PSAR/9250

Strategy
SNX/USDT/720/SINWMA/PSAR/9250
Pair
SNX_USDT
Interval
12h
Score
333157
Daily Profit
0.198015
Profit Factor
1.477129
Profitability
49.624060
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-10-08 21:42
Expiration Time
2025-12-05 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379694.4211 297964.3485 81730.0727 31634.6086 -102843.5213 134478.13
Total P&L (%) 379.6944 297.9643 81.7301 31.6346 -102.8435 134.4781
Avg Daily Profit (%) 0.198 0.1554 0.0426 0.0143 0 0.0445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101058 -77849 -75055 -869519 -558491 -375390
Profit Factor 1.4771 1.7265 1.2119 1.0088 0.9482 1.0825
Total Trades 133 66 67 133 66 67
Winning Trades 66 28 38 66 28 38
Losing Trades 67 38 29 67 38 29
Profitability (%) 49.6241 42.4242 56.7164 49.6241 42.4242 56.7164
Ratio Avg Win / Avg Loss 1.4995 2.3432 0.9249 1.024 1.2868 0.8261
Largest Winning Trade 288956 288956 52266 333962 333962 248808
Largest Losing Trade -58503 -28644 -58503 -215626 -215626 -185582
Avg Bars in Trades 27 22 32 27 22 32
Avg Bars in Winners 33 27 38 33 27 38
Avg Bars in Losers 21 18 24 21 18 24
Bars Traded 3639 1463 2176 3639 1463 2176
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333157 -116614 -253906 -387074 -706237 -380804
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3835,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759948954112,
    "expiration_time": 1764894960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 166,
            "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": [
        [
            379694.4211304135,
            297964.3484770786,
            81730.0726533351,
            31634.6086342613,
            -102843.5213371704,
            134478.1299714318
        ],
        [
            379.694421,
            297.964348,
            81.730073,
            31.634609,
            -102.843521,
            134.47813
        ],
        [
            0.198015,
            0.155392,
            0.042623,
            0.014335,
            0,
            0.044453
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101058,
            -77849,
            -75055,
            -869519,
            -558491,
            -375390
        ],
        [
            1.477129,
            1.726534,
            1.211915,
            1.008752,
            0.94817,
            1.082486
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            66,
            28,
            38,
            66,
            28,
            38
        ],
        [
            67,
            38,
            29,
            67,
            38,
            29
        ],
        [
            49.62406,
            42.424242,
            56.716418,
            49.62406,
            42.424242,
            56.716418
        ],
        [
            1.499509,
            2.343154,
            0.924883,
            1.024036,
            1.286802,
            0.826107
        ],
        [
            288956,
            288956,
            52266,
            333962,
            333962,
            248808
        ],
        [
            -58503,
            -28644,
            -58503,
            -215626,
            -215626,
            -185582
        ],
        [
            27,
            22,
            32,
            27,
            22,
            32
        ],
        [
            33,
            27,
            38,
            33,
            27,
            38
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            3639,
            1463,
            2176,
            3639,
            1463,
            2176
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333157,
            -116614,
            -253906,
            -387074,
            -706237,
            -380804
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3835,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759948954112,
    "expiration_time": 1764894960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 166,
            "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)