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Trade: SNX/USDT/720/SMA/PWMA/4613

Strategy
SNX/USDT/720/SMA/PWMA/4613
Pair
SNX_USDT
Interval
12h
Score
446907
Daily Profit
0.247983
Profit Factor
1.660574
Profitability
54.545455
Streak
54.700631
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-10-02 19:48
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 474019.5429 327500.1579 146519.3849 398012.1338 -3154.4123 401166.5461
Total P&L (%) 474.0195 327.5002 146.5194 398.0121 -3.1544 401.1665
Avg Daily Profit (%) 0.248 0.1713 0.0767 0.084 -0.0017 0.0844
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130053 -93117 -77037 -849435 -788789 -391436
Profit Factor 1.6606 1.9115 1.4089 1.1347 0.9982 1.3239
Total Trades 110 55 55 110 55 55
Winning Trades 60 27 33 60 27 33
Losing Trades 50 28 22 50 28 22
Profitability (%) 54.5455 49.0909 60 54.5455 49.0909 60
Ratio Avg Win / Avg Loss 1.3838 1.9823 0.9393 0.9456 1.0351 0.8826
Largest Winning Trade 163903 163903 67239 311368 311368 163778
Largest Losing Trade -42723 -36750 -42723 -284430 -284430 -176870
Avg Bars in Trades 33 27 38 33 27 38
Avg Bars in Winners 37 36 38 37 36 38
Avg Bars in Losers 28 20 40 28 20 40
Bars Traded 3674 1538 2137 3674 1538 2137
Profit Streak 54.7006 54.7006 74.2006 54.7006 54.7006 74.2006
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446907 -168142 -269314 -152450 -758259 -259563
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": 1597708800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759423734559,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "offset": 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": [
        [
            474019.5428590695,
            327500.1579337817,
            146519.3849252879,
            398012.1338476825,
            -3154.4122704666,
            401166.5461181491
        ],
        [
            474.019543,
            327.500158,
            146.519385,
            398.012134,
            -3.154412,
            401.166546
        ],
        [
            0.247983,
            0.171331,
            0.076652,
            0.084025,
            -0.001677,
            0.084355
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130053,
            -93117,
            -77037,
            -849435,
            -788789,
            -391436
        ],
        [
            1.660574,
            1.911521,
            1.408932,
            1.134698,
            0.998162,
            1.323905
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            54.545455,
            49.090909,
            60,
            54.545455,
            49.090909,
            60
        ],
        [
            1.383812,
            1.982318,
            0.939288,
            0.945581,
            1.035131,
            0.882603
        ],
        [
            163903,
            163903,
            67239,
            311368,
            311368,
            163778
        ],
        [
            -42723,
            -36750,
            -42723,
            -284430,
            -284430,
            -176870
        ],
        [
            33,
            27,
            38,
            33,
            27,
            38
        ],
        [
            37,
            36,
            38,
            37,
            36,
            38
        ],
        [
            28,
            20,
            40,
            28,
            20,
            40
        ],
        [
            3674,
            1538,
            2137,
            3674,
            1538,
            2137
        ],
        [
            54.700631,
            54.700631,
            74.200631,
            54.700631,
            54.700631,
            74.200631
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446907,
            -168142,
            -269314,
            -152450,
            -758259,
            -259563
        ]
    ]
}
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": 1597708800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759423734559,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "offset": 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)