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Trade: SNX/USDT/720/SINWMA/SUPERTREND/6295

Strategy
SNX/USDT/720/SINWMA/SUPERTREND/6295
Pair
SNX_USDT
Interval
12h
Score
339974
Daily Profit
0.207557
Profit Factor
1.401433
Profitability
48.333333
Streak
65.747345
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-10-02 20:56
Expiration Time
2025-11-28 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396744.4293 323354.9494 73389.48 -31847.4139 -61668.732 29821.3181
Total P&L (%) 396.7444 323.3549 73.3895 -31.8474 -61.6687 29.8213
Avg Daily Profit (%) 0.2076 0.1692 0.0384 -0.0201 -0.0502 0.0137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192053 -96196 -107789 -100961 -115144 -22384
Profit Factor 1.4014 1.5726 1.1732 0.9433 0.8208 1.137
Total Trades 120 60 60 120 60 60
Winning Trades 58 30 28 58 30 28
Losing Trades 62 30 32 62 30 32
Profitability (%) 48.3333 50 46.6667 48.3333 50 46.6667
Ratio Avg Win / Avg Loss 1.4981 1.5726 1.3409 1.0084 0.8208 1.2994
Largest Winning Trade 224534 224534 39545 33490 33490 23531
Largest Losing Trade -55561 -55561 -44522 -42789 -38450 -42789
Avg Bars in Trades 30 38 21 30 38 21
Avg Bars in Winners 40 48 31 40 48 31
Avg Bars in Losers 21 29 13 21 29 13
Bars Traded 3654 2339 1315 3654 2339 1315
Profit Streak 65.7473 65.7473 74.7473 65.7473 65.7473 74.7473
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339974 -158403 -340801 -578056 -749399 -416815
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599307200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427770659,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 3.48437
        }
    }
}
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": [
        [
            396744.4293463913,
            323354.949375556,
            73389.4799708354,
            -31847.4138731059,
            -61668.7319777945,
            29821.3181046886
        ],
        [
            396.744429,
            323.354949,
            73.38948,
            -31.847414,
            -61.668732,
            29.821318
        ],
        [
            0.207557,
            0.169163,
            0.038394,
            -0.020057,
            -0.050152,
            0.013655
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192053,
            -96196,
            -107789,
            -100961,
            -115144,
            -22384
        ],
        [
            1.401433,
            1.572601,
            1.173249,
            0.943321,
            0.82082,
            1.136974
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            48.333333,
            50,
            46.666667,
            48.333333,
            50,
            46.666667
        ],
        [
            1.498084,
            1.572601,
            1.340856,
            1.008377,
            0.82082,
            1.299399
        ],
        [
            224534,
            224534,
            39545,
            33490,
            33490,
            23531
        ],
        [
            -55561,
            -55561,
            -44522,
            -42789,
            -38450,
            -42789
        ],
        [
            30,
            38,
            21,
            30,
            38,
            21
        ],
        [
            40,
            48,
            31,
            40,
            48,
            31
        ],
        [
            21,
            29,
            13,
            21,
            29,
            13
        ],
        [
            3654,
            2339,
            1315,
            3654,
            2339,
            1315
        ],
        [
            65.747345,
            65.747346,
            74.747345,
            65.747346,
            65.747346,
            74.747346
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339974,
            -158403,
            -340801,
            -578056,
            -749399,
            -416815
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599307200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427770659,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 3.48437
        }
    }
}

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)