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Trade: SNX/USDT/120/MIDPRICE/SMA/6483

Strategy
SNX/USDT/120/MIDPRICE/SMA/6483
Pair
SNX_USDT
Interval
2h
Score
430171
Daily Profit
0.155108
Profit Factor
1.742924
Profitability
60.139860
Streak
68.834165
Best Strategy
Training Data Length
1914.170000
Evaluation Time
2025-10-06 07:01
Expiration Time
2025-12-14 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451226.9453 296902.5013 154324.444 70835.8118 227317.5704 -156481.7587
Total P&L (%) 451.2269 296.9025 154.3244 70.8358 227.3176 -156.4818
Avg Daily Profit (%) 0.2357 0.1551 0.0806 0.028 0.062 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149221 -85838 -147233 -712182 -296343 -721477
Profit Factor 1.3833 1.7429 1.1985 1.0274 1.3015 0.9145
Total Trades 285 143 142 285 143 142
Winning Trades 174 86 88 174 86 88
Losing Trades 111 57 54 111 57 54
Profitability (%) 61.0526 60.1399 61.9718 61.0526 60.1399 61.9718
Ratio Avg Win / Avg Loss 0.8824 1.1552 0.7354 0.6554 0.8626 0.5612
Largest Winning Trade 67155 67155 39197 161202 145921 161202
Largest Losing Trade -78413 -30999 -78413 -600853 -168508 -600853
Avg Bars in Trades 79 49 109 79 49 109
Avg Bars in Winners 65 36 95 65 36 95
Avg Bars in Losers 99 68 132 99 68 132
Bars Traded 22553 7014 15539 22553 7014 15539
Profit Streak 54.0008 68.8342 54.0008 54.0008 68.8342 54.0008
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407120 430171 -86845 -343091 -109239 -578419
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22970,
    "evaluation_days": 1914.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596074400000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759723271909,
    "expiration_time": 1765669824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 242,
            "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": [
        [
            451226.9453068293,
            296902.5012672084,
            154324.4440396205,
            70835.8117812125,
            227317.5704424781,
            -156481.7586612654
        ],
        [
            451.226945,
            296.902501,
            154.324444,
            70.835812,
            227.31757,
            -156.481759
        ],
        [
            0.23573,
            0.155108,
            0.080622,
            0.027981,
            0.061966,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149221,
            -85838,
            -147233,
            -712182,
            -296343,
            -721477
        ],
        [
            1.383283,
            1.742924,
            1.198455,
            1.027404,
            1.301497,
            0.914533
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            174,
            86,
            88,
            174,
            86,
            88
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            61.052632,
            60.13986,
            61.971831,
            61.052632,
            60.13986,
            61.971831
        ],
        [
            0.882439,
            1.155194,
            0.735416,
            0.655413,
            0.86262,
            0.561191
        ],
        [
            67155,
            67155,
            39197,
            161202,
            145921,
            161202
        ],
        [
            -78413,
            -30999,
            -78413,
            -600853,
            -168508,
            -600853
        ],
        [
            79,
            49,
            109,
            79,
            49,
            109
        ],
        [
            65,
            36,
            95,
            65,
            36,
            95
        ],
        [
            99,
            68,
            132,
            99,
            68,
            132
        ],
        [
            22553,
            7014,
            15539,
            22553,
            7014,
            15539
        ],
        [
            54.000832,
            68.834165,
            54.000832,
            54.000832,
            68.834166,
            54.000832
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407120,
            430171,
            -86845,
            -343091,
            -109239,
            -578419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22970,
    "evaluation_days": 1914.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596074400000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759723271909,
    "expiration_time": 1765669824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 242,
            "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)