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Trade: SNX/USDT/120/MIDPRICE/T3/1837

Strategy
SNX/USDT/120/MIDPRICE/T3/1837
Pair
SNX_USDT
Interval
2h
Score
448082
Daily Profit
0.278970
Profit Factor
1.504642
Profitability
47.668394
Streak
5.028265
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-27 03:40
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 530787.9185 407868.89 122919.0284 163177.9693 39273.251 123904.7183
Total P&L (%) 530.7879 407.8689 122.919 163.178 39.2733 123.9047
Avg Daily Profit (%) 0.279 0.2144 0.0646 0.0509 0.0174 0.0424
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167496 -82311 -102224 -346937 -169547 -213436
Profit Factor 1.5046 1.7809 1.2321 1.0819 1.0405 1.1212
Total Trades 193 97 96 193 97 96
Winning Trades 92 44 48 92 44 48
Losing Trades 101 53 48 101 53 48
Profitability (%) 47.6684 45.3608 50 47.6684 45.3608 50
Ratio Avg Win / Avg Loss 1.6518 2.1451 1.2321 1.1877 1.2533 1.1212
Largest Winning Trade 299276 299276 50036 113824 113824 99134
Largest Losing Trade -42761 -31772 -42761 -91161 -62732 -91161
Avg Bars in Trades 116 97 136 116 97 136
Avg Bars in Winners 136 109 161 136 109 161
Avg Bars in Losers 98 88 110 98 88 110
Bars Traded 22550 9481 13069 22550 9481 13069
Profit Streak 5.0283 5.0283 13.1116 5.0283 5.0283 13.1116
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448082 350588 -105794 -254176 -349287 -222361
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": 1595988000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758933642133,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.76435
        }
    }
}
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": [
        [
            530787.9184767504,
            407868.8900352222,
            122919.0284415283,
            163177.9692910649,
            39273.2509648218,
            123904.7183262431
        ],
        [
            530.787918,
            407.86889,
            122.919028,
            163.177969,
            39.273251,
            123.904718
        ],
        [
            0.27897,
            0.214367,
            0.064603,
            0.050871,
            0.017412,
            0.042373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167496,
            -82311,
            -102224,
            -346937,
            -169547,
            -213436
        ],
        [
            1.504642,
            1.780866,
            1.232149,
            1.081855,
            1.040454,
            1.121154
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            47.668394,
            45.360825,
            50,
            47.668394,
            45.360825,
            50
        ],
        [
            1.651835,
            2.145134,
            1.232149,
            1.187688,
            1.253275,
            1.121154
        ],
        [
            299276,
            299276,
            50036,
            113824,
            113824,
            99134
        ],
        [
            -42761,
            -31772,
            -42761,
            -91161,
            -62732,
            -91161
        ],
        [
            116,
            97,
            136,
            116,
            97,
            136
        ],
        [
            136,
            109,
            161,
            136,
            109,
            161
        ],
        [
            98,
            88,
            110,
            98,
            88,
            110
        ],
        [
            22550,
            9481,
            13069,
            22550,
            9481,
            13069
        ],
        [
            5.028265,
            5.028265,
            13.111599,
            5.028265,
            5.028265,
            13.111599
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448082,
            350588,
            -105794,
            -254176,
            -349287,
            -222361
        ]
    ]
}
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": 1595988000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758933642133,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.76435
        }
    }
}

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)