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Trade: SNX/USDT/720/SINWMA/PSAR/9541

Strategy
SNX/USDT/720/SINWMA/PSAR/9541
Pair
SNX_USDT
Interval
12h
Score
363786
Daily Profit
0.214065
Profit Factor
1.521321
Profitability
52.112676
Streak
0.000000
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-09-27 04:40
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 407473.0369 276501.1765 130971.8604 121826.0827 -410487.3718 532313.4545
Total P&L (%) 407.473 276.5012 130.9719 121.8261 -410.4874 532.3135
Avg Daily Profit (%) 0.2141 0.1453 0.0688 0.0419 0 0.0969
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128345 -96401 -117580 -894164 -998075 -504807
Profit Factor 1.5213 1.5944 1.4139 1.0319 0.8355 1.4033
Total Trades 142 71 71 142 71 71
Winning Trades 74 32 42 74 32 42
Losing Trades 68 39 29 68 39 29
Profitability (%) 52.1127 45.0704 59.1549 52.1127 45.0704 59.1549
Ratio Avg Win / Avg Loss 1.398 1.9432 0.9762 0.9483 1.0183 0.969
Largest Winning Trade 276707 276707 59158 315630 315630 240691
Largest Losing Trade -37345 -37345 -33877 -364607 -364607 -214496
Avg Bars in Trades 25 22 29 25 22 29
Avg Bars in Winners 31 28 34 31 28 34
Avg Bars in Losers 19 17 22 19 17 22
Bars Traded 3679 1592 2087 3679 1592 2087
Profit Streak 0 0 46.5698 0 0 46.5698
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363786 -84730 -185677 -323133 -667708 -147824
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": 1599220800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937231825,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 115,
            "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": [
        [
            407473.0368991045,
            276501.1765253246,
            130971.8603737799,
            121826.0827085269,
            -410487.3717803797,
            532313.4544889076
        ],
        [
            407.473037,
            276.501177,
            130.97186,
            121.826083,
            -410.487372,
            532.313454
        ],
        [
            0.214065,
            0.145259,
            0.068806,
            0.041864,
            0,
            0.096932
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128345,
            -96401,
            -117580,
            -894164,
            -998075,
            -504807
        ],
        [
            1.521321,
            1.594429,
            1.413864,
            1.031928,
            0.835529,
            1.403333
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            74,
            32,
            42,
            74,
            32,
            42
        ],
        [
            68,
            39,
            29,
            68,
            39,
            29
        ],
        [
            52.112676,
            45.070423,
            59.15493,
            52.112676,
            45.070423,
            59.15493
        ],
        [
            1.397971,
            1.94321,
            0.97624,
            0.948259,
            1.018301,
            0.968968
        ],
        [
            276707,
            276707,
            59158,
            315630,
            315630,
            240691
        ],
        [
            -37345,
            -37345,
            -33877,
            -364607,
            -364607,
            -214496
        ],
        [
            25,
            22,
            29,
            25,
            22,
            29
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            19,
            17,
            22,
            19,
            17,
            22
        ],
        [
            3679,
            1592,
            2087,
            3679,
            1592,
            2087
        ],
        [
            0,
            0,
            46.569813,
            0,
            0,
            46.569813
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363786,
            -84730,
            -185677,
            -323133,
            -667708,
            -147824
        ]
    ]
}
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": 1599220800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937231825,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 115,
            "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)