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Trade: SNX/USDT/720/WMA/BBM/2193

Strategy
SNX/USDT/720/WMA/BBM/2193
Pair
SNX_USDT
Interval
12h
Score
433501
Daily Profit
0.202733
Profit Factor
1.815857
Profitability
61.682243
Streak
27.675405
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-09-26 07:12
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 619217.3475 385902.5551 233314.7924 1416347.1572 931372.9987 484974.1586
Total P&L (%) 619.2173 385.9026 233.3148 1416.3472 931.373 484.9742
Avg Daily Profit (%) 0.3253 0.2027 0.1226 0.1429 0.1227 0.0928
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132749 -83554 -108457 -1940732 -1491548 -1619842
Profit Factor 1.5563 1.8159 1.3645 1.0959 1.1421 1.0591
Total Trades 215 107 108 215 107 108
Winning Trades 132 66 66 132 66 66
Losing Trades 83 41 42 83 41 42
Profitability (%) 61.3953 61.6822 61.1111 61.3953 61.6822 61.1111
Ratio Avg Win / Avg Loss 0.9786 1.128 0.8683 0.6891 0.7095 0.6739
Largest Winning Trade 50036 50036 40931 539622 393902 539622
Largest Losing Trade -61847 -34254 -61847 -1011879 -900365 -1011879
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 15 14 15 15 14 15
Avg Bars in Losers 21 19 22 21 19 22
Bars Traded 3744 1772 1972 3744 1772 1972
Profit Streak 0 27.6754 0 0 27.6754 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431005 433501 -29115 -115603 -92651 -224795

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": 1596153600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859955015,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 1.73394
        }
    }
}
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": [
        [
            619217.3475111434,
            385902.5550824541,
            233314.7924286895,
            1416347.1572340943,
            931372.9986626505,
            484974.1585714439
        ],
        [
            619.217348,
            385.902555,
            233.314792,
            1416.347157,
            931.372999,
            484.974159
        ],
        [
            0.325305,
            0.202733,
            0.122571,
            0.142938,
            0.122664,
            0.09284
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132749,
            -83554,
            -108457,
            -1940732,
            -1491548,
            -1619842
        ],
        [
            1.556284,
            1.815857,
            1.364481,
            1.095923,
            1.142106,
            1.059061
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            61.395349,
            61.682243,
            61.111111,
            61.395349,
            61.682243,
            61.111111
        ],
        [
            0.978573,
            1.128033,
            0.868306,
            0.689103,
            0.70949,
            0.673948
        ],
        [
            50036,
            50036,
            40931,
            539622,
            393902,
            539622
        ],
        [
            -61847,
            -34254,
            -61847,
            -1011879,
            -900365,
            -1011879
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            3744,
            1772,
            1972,
            3744,
            1772,
            1972
        ],
        [
            0,
            27.675405,
            0,
            0,
            27.675405,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431005,
            433501,
            -29115,
            -115603,
            -92651,
            -224795
        ]
    ]
}
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": 1596153600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859955015,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 1.73394
        }
    }
}

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)