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Trade: SNX/USDT/120/DCM/SINWMA/3252

Strategy
SNX/USDT/120/DCM/SINWMA/3252
Pair
SNX_USDT
Interval
2h
Score
303919
Daily Profit
0.150834
Profit Factor
1.226008
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1911.080000
Evaluation Time
2025-10-03 03:56
Expiration Time
2025-12-10 21:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288256.1413 276722.7054 11533.436 -56847.6869 -59435.9133 2588.2264
Total P&L (%) 288.2561 276.7227 11.5334 -56.8477 -59.4359 2.5882
Avg Daily Profit (%) 0.1508 0.1448 0.006 -0.044 -0.0472 0.0013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204832 -81536 -168215 -369507 -280474 -239761
Profit Factor 1.226 1.4518 1.0174 0.9681 0.9408 1.0033
Total Trades 225 112 113 225 112 113
Winning Trades 120 60 60 120 60 60
Losing Trades 105 52 53 105 52 53
Profitability (%) 53.3333 53.5714 53.0973 53.3333 53.5714 53.0973
Ratio Avg Win / Avg Loss 1.0728 1.2583 0.8987 0.8471 0.8153 0.8863
Largest Winning Trade 85197 85197 52704 125400 75892 125400
Largest Losing Trade -55811 -35382 -55811 -111907 -111907 -70289
Avg Bars in Trades 100 82 118 100 82 118
Avg Bars in Winners 85 63 106 85 63 106
Avg Bars in Losers 118 104 131 118 104 131
Bars Traded 22656 9275 13381 22656 9275 13381
Profit Streak 0 66.5393 0 0 66.5393 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303919 102973 -505740 -579168 -579188 -575181
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22933,
    "evaluation_days": 1911.08,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596002400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759452994247,
    "expiration_time": 1765393833600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 92,
            "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": [
        [
            288256.1413352437,
            276722.7053818726,
            11533.435953371,
            -56847.6868713007,
            -59435.91326794,
            2588.2263966394
        ],
        [
            288.256141,
            276.722705,
            11.533436,
            -56.847687,
            -59.435913,
            2.588226
        ],
        [
            0.150834,
            0.144799,
            0.006035,
            -0.043967,
            -0.047202,
            0.001337
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204832,
            -81536,
            -168215,
            -369507,
            -280474,
            -239761
        ],
        [
            1.226008,
            1.451829,
            1.017396,
            0.968058,
            0.940758,
            1.003333
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            53.333333,
            53.571429,
            53.097345,
            53.333333,
            53.571429,
            53.097345
        ],
        [
            1.072757,
            1.258252,
            0.8987,
            0.847051,
            0.815324,
            0.886278
        ],
        [
            85197,
            85197,
            52704,
            125400,
            75892,
            125400
        ],
        [
            -55811,
            -35382,
            -55811,
            -111907,
            -111907,
            -70289
        ],
        [
            100,
            82,
            118,
            100,
            82,
            118
        ],
        [
            85,
            63,
            106,
            85,
            63,
            106
        ],
        [
            118,
            104,
            131,
            118,
            104,
            131
        ],
        [
            22656,
            9275,
            13381,
            22656,
            9275,
            13381
        ],
        [
            0,
            66.539285,
            0,
            0,
            66.539285,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303919,
            102973,
            -505740,
            -579168,
            -579188,
            -575181
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22933,
    "evaluation_days": 1911.08,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596002400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759452994247,
    "expiration_time": 1765393833600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 92,
            "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)