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Trade: SNX/USDT/120/JMA/T3/1733

Strategy
SNX/USDT/120/JMA/T3/1733
Pair
SNX_USDT
Interval
2h
Score
399297
Daily Profit
0.239636
Profit Factor
1.415146
Profitability
51.162791
Streak
16.793592
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-27 06:02
Expiration Time
2025-12-02 03:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455948.1328 312513.6489 143434.4839 262605.8637 545711.4219 -283105.5583
Total P&L (%) 455.9481 312.5136 143.4345 262.6059 545.7114 -283.1056
Avg Daily Profit (%) 0.2396 0.1643 0.0754 0.0677 0.0981 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188986 -123166 -88136 -1289878 -887476 -555508
Profit Factor 1.4151 1.607 1.2458 1.048 1.2166 0.9039
Total Trades 215 107 108 215 107 108
Winning Trades 110 52 58 110 52 58
Losing Trades 105 55 50 105 55 50
Profitability (%) 51.1628 48.5981 53.7037 51.1628 48.5981 53.7037
Ratio Avg Win / Avg Loss 1.3508 1.6997 1.074 1.0004 1.2867 0.7792
Largest Winning Trade 147175 147175 57200 723032 723032 196641
Largest Losing Trade -49570 -31907 -49570 -445665 -445665 -348120
Avg Bars in Trades 104 87 121 104 87 121
Avg Bars in Winners 126 103 147 126 103 147
Avg Bars in Losers 81 72 90 81 72 90
Bars Traded 22465 9390 13075 22465 9390 13075
Profit Streak 16.7936 26.2936 16.7936 16.7936 26.2936 16.7936
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399297 380181 -91753 -267837 -61841 -579992
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596160800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758942166365,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "offset": 189
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 235,
            "offset": 0,
            "a": 0.77443
        }
    }
}
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": [
        [
            455948.1327859515,
            312513.6488897871,
            143434.4838961642,
            262605.8636759943,
            545711.4219495124,
            -283105.558273518
        ],
        [
            455.948133,
            312.513649,
            143.434484,
            262.605864,
            545.711422,
            -283.105558
        ],
        [
            0.239636,
            0.16425,
            0.075386,
            0.067725,
            0.098078,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188986,
            -123166,
            -88136,
            -1289878,
            -887476,
            -555508
        ],
        [
            1.415146,
            1.606994,
            1.245848,
            1.048047,
            1.216556,
            0.903889
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            110,
            52,
            58,
            110,
            52,
            58
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            51.162791,
            48.598131,
            53.703704,
            51.162791,
            48.598131,
            53.703704
        ],
        [
            1.350822,
            1.699705,
            1.074007,
            1.000409,
            1.286742,
            0.779215
        ],
        [
            147175,
            147175,
            57200,
            723032,
            723032,
            196641
        ],
        [
            -49570,
            -31907,
            -49570,
            -445665,
            -445665,
            -348120
        ],
        [
            104,
            87,
            121,
            104,
            87,
            121
        ],
        [
            126,
            103,
            147,
            126,
            103,
            147
        ],
        [
            81,
            72,
            90,
            81,
            72,
            90
        ],
        [
            22465,
            9390,
            13075,
            22465,
            9390,
            13075
        ],
        [
            16.793592,
            26.293592,
            16.793592,
            16.793592,
            26.293592,
            16.793592
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399297,
            380181,
            -91753,
            -267837,
            -61841,
            -579992
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596160800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758942166365,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "offset": 189
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 235,
            "offset": 0,
            "a": 0.77443
        }
    }
}

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)