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Trade: SNX/USDT/120/KCB/ZLMA/1784

Strategy
SNX/USDT/120/KCB/ZLMA/1784
Pair
SNX_USDT
Interval
2h
Score
375989
Daily Profit
0.155328
Profit Factor
1.593328
Profitability
50.000000
Streak
26.577627
Best Strategy
Training Data Length
1912.830000
Evaluation Time
2025-10-04 22:51
Expiration Time
2025-12-12 16:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417947.6774 297116.3531 120831.3243 163384.2392 151011.3872 12372.852
Total P&L (%) 417.9477 297.1164 120.8313 163.3842 151.0114 12.3729
Avg Daily Profit (%) 0.2185 0.1553 0.0632 0.0506 0.0481 0.0061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128204 -67909 -127089 -1991962 -897930 -1552296
Profit Factor 1.4173 1.5933 1.2413 1.0214 1.0411 1.0031
Total Trades 173 86 87 173 86 87
Winning Trades 91 43 48 91 43 48
Losing Trades 82 43 39 82 43 39
Profitability (%) 52.6012 50 55.1724 52.6012 50 55.1724
Ratio Avg Win / Avg Loss 1.2771 1.5933 1.0085 0.9204 1.0411 0.815
Largest Winning Trade 93577 93577 56680 516871 411277 516871
Largest Losing Trade -53980 -31058 -53980 -1130981 -466673 -1130981
Avg Bars in Trades 128 115 140 128 115 140
Avg Bars in Winners 124 115 132 124 115 132
Avg Bars in Losers 132 114 151 132 114 151
Bars Traded 22157 9903 12254 22157 9903 12254
Profit Streak 0 26.5776 0 0 26.5776 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 353630 375989 -108507 -322649 -303771 -495023
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22954,
    "evaluation_days": 1912.83,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595858400000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759607506981,
    "expiration_time": 1765550476800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 218,
            "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": [
        [
            417947.6774315998,
            297116.3531380518,
            120831.3242935479,
            163384.2392143011,
            151011.3872304703,
            12372.8519838304
        ],
        [
            417.947677,
            297.116353,
            120.831324,
            163.384239,
            151.011387,
            12.372852
        ],
        [
            0.218497,
            0.155328,
            0.063169,
            0.050642,
            0.048125,
            0.006099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128204,
            -67909,
            -127089,
            -1991962,
            -897930,
            -1552296
        ],
        [
            1.417278,
            1.593328,
            1.241256,
            1.021441,
            1.041071,
            1.003138
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            91,
            43,
            48,
            91,
            43,
            48
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            52.601156,
            50,
            55.172414,
            52.601156,
            50,
            55.172414
        ],
        [
            1.277108,
            1.593328,
            1.008521,
            0.92042,
            1.041071,
            0.815049
        ],
        [
            93577,
            93577,
            56680,
            516871,
            411277,
            516871
        ],
        [
            -53980,
            -31058,
            -53980,
            -1130981,
            -466673,
            -1130981
        ],
        [
            128,
            115,
            140,
            128,
            115,
            140
        ],
        [
            124,
            115,
            132,
            124,
            115,
            132
        ],
        [
            132,
            114,
            151,
            132,
            114,
            151
        ],
        [
            22157,
            9903,
            12254,
            22157,
            9903,
            12254
        ],
        [
            0,
            26.577627,
            0,
            0,
            26.577627,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353630,
            375989,
            -108507,
            -322649,
            -303771,
            -495023
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22954,
    "evaluation_days": 1912.83,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595858400000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759607506981,
    "expiration_time": 1765550476800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 218,
            "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)