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Trade: SNX/USDT/120/ALMA/JMA/2009

Strategy
SNX/USDT/120/ALMA/JMA/2009
Pair
SNX_USDT
Interval
2h
Score
354409
Daily Profit
0.154559
Profit Factor
1.239123
Profitability
50.000000
Streak
12.335515
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-10-05 03:03
Expiration Time
2025-12-12 20:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314995.3984 295671.3112 19324.0873 -37334.8223 185548.9777 -222883.7999
Total P&L (%) 314.9954 295.6713 19.3241 -37.3348 185.549 -222.8838
Avg Daily Profit (%) 0.1647 0.1546 0.0101 -0.0244 0.0549 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183508 -131950 -131782 -493015 -305976 -242749
Profit Factor 1.1328 1.2391 1.017 0.9882 1.1129 0.8536
Total Trades 744 372 372 744 372 372
Winning Trades 379 186 193 379 186 193
Losing Trades 365 186 179 365 186 179
Profitability (%) 50.9409 50 51.8817 50.9409 50 51.8817
Ratio Avg Win / Avg Loss 1.091 1.2391 0.9433 0.9517 1.1129 0.7917
Largest Winning Trade 68195 68195 43136 93138 93138 58495
Largest Losing Trade -38127 -32934 -38127 -166586 -166586 -107434
Avg Bars in Trades 30 31 29 30 31 29
Avg Bars in Winners 33 33 32 33 33 32
Avg Bars in Losers 27 28 27 27 28 27
Bars Traded 22720 11562 11158 22720 11562 11158
Profit Streak 5.5855 12.3355 0 5.5855 12.3355 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62378 354409 -388231 -576064 -213101 -578867
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22956,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595584800000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759622588520,
    "expiration_time": 1765565395200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 180,
            "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": [
        [
            314995.3984359656,
            295671.3111784594,
            19324.0872575063,
            -37334.8222505171,
            185548.9776886186,
            -222883.7999391357
        ],
        [
            314.995398,
            295.671311,
            19.324087,
            -37.334822,
            185.548978,
            -222.8838
        ],
        [
            0.16466,
            0.154559,
            0.010101,
            -0.024428,
            0.054863,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183508,
            -131950,
            -131782,
            -493015,
            -305976,
            -242749
        ],
        [
            1.132833,
            1.239123,
            1.017027,
            0.98821,
            1.112892,
            0.853647
        ],
        [
            744,
            372,
            372,
            744,
            372,
            372
        ],
        [
            379,
            186,
            193,
            379,
            186,
            193
        ],
        [
            365,
            186,
            179,
            365,
            186,
            179
        ],
        [
            50.94086,
            50,
            51.88172,
            50.94086,
            50,
            51.88172
        ],
        [
            1.090986,
            1.239123,
            0.943253,
            0.951706,
            1.112892,
            0.791725
        ],
        [
            68195,
            68195,
            43136,
            93138,
            93138,
            58495
        ],
        [
            -38127,
            -32934,
            -38127,
            -166586,
            -166586,
            -107434
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            33,
            33,
            32,
            33,
            33,
            32
        ],
        [
            27,
            28,
            27,
            27,
            28,
            27
        ],
        [
            22720,
            11562,
            11158,
            22720,
            11562,
            11158
        ],
        [
            5.585515,
            12.335515,
            0,
            5.585515,
            12.335515,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62378,
            354409,
            -388231,
            -576064,
            -213101,
            -578867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22956,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595584800000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759622588520,
    "expiration_time": 1765565395200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 180,
            "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)