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Trade: SNX/USDT/120/KCL/VWMA/2356

Strategy
SNX/USDT/120/KCL/VWMA/2356
Pair
SNX_USDT
Interval
2h
Score
374345
Daily Profit
0.155179
Profit Factor
1.495280
Profitability
58.163265
Streak
51.319620
Best Strategy
Training Data Length
1914.250000
Evaluation Time
2025-10-06 08:40
Expiration Time
2025-12-14 03:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297051.8466 235181.3904 61870.4562 -6279.2491 -165968.4051 159689.156
Total P&L (%) 297.0518 235.1814 61.8705 -6.2792 -165.9684 159.6892
Avg Daily Profit (%) 0.1552 0.1229 0.0323 -0.0034 0 0.0499
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137821 -149345 -41002 -529647 -625533 -75652
Profit Factor 1.4953 1.5375 1.3815 0.9955 0.8487 1.5453
Total Trades 98 49 49 98 49 49
Winning Trades 57 26 31 57 26 31
Losing Trades 41 23 18 41 23 18
Profitability (%) 58.1633 53.0612 63.2653 58.1633 53.0612 63.2653
Ratio Avg Win / Avg Loss 1.0756 1.3601 0.8021 0.716 0.7507 0.8972
Largest Winning Trade 158177 158177 21846 205686 205686 51239
Largest Losing Trade -68823 -68823 -27650 -196599 -196599 -56342
Avg Bars in Trades 230 422 38 230 422 38
Avg Bars in Winners 138 257 38 138 257 38
Avg Bars in Losers 359 609 39 359 609 39
Bars Traded 22621 20713 1908 22621 20713 1908
Profit Streak 51.3196 54.0696 0 51.3196 54.0696 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374345 -26404 -149522 -578894 -579722 -124586
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22971,
    "evaluation_days": 1914.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595656800000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759729215213,
    "expiration_time": 1765677283200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 190,
            "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": [
        [
            297051.8466261962,
            235181.3904442822,
            61870.4561819142,
            -6279.2490915512,
            -165968.4051120804,
            159689.1560205289
        ],
        [
            297.051847,
            235.18139,
            61.870456,
            -6.279249,
            -165.968405,
            159.689156
        ],
        [
            0.155179,
            0.122858,
            0.032321,
            -0.003388,
            0,
            0.049866
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137821,
            -149345,
            -41002,
            -529647,
            -625533,
            -75652
        ],
        [
            1.49528,
            1.537473,
            1.381453,
            0.995481,
            0.848658,
            1.545255
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            58.163265,
            53.061224,
            63.265306,
            58.163265,
            53.061224,
            63.265306
        ],
        [
            1.075553,
            1.360073,
            0.802134,
            0.716048,
            0.750736,
            0.897245
        ],
        [
            158177,
            158177,
            21846,
            205686,
            205686,
            51239
        ],
        [
            -68823,
            -68823,
            -27650,
            -196599,
            -196599,
            -56342
        ],
        [
            230,
            422,
            38,
            230,
            422,
            38
        ],
        [
            138,
            257,
            38,
            138,
            257,
            38
        ],
        [
            359,
            609,
            39,
            359,
            609,
            39
        ],
        [
            22621,
            20713,
            1908,
            22621,
            20713,
            1908
        ],
        [
            51.31962,
            54.06962,
            0,
            51.31962,
            54.069621,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374345,
            -26404,
            -149522,
            -578894,
            -579722,
            -124586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22971,
    "evaluation_days": 1914.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595656800000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759729215213,
    "expiration_time": 1765677283200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 190,
            "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)