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Trade: SNX/USDT/120/PWMA/T3/2392

Strategy
SNX/USDT/120/PWMA/T3/2392
Pair
SNX_USDT
Interval
2h
Score
404132
Daily Profit
0.213493
Profit Factor
1.271631
Profitability
55.113636
Streak
14.080342
Best Strategy
Training Data Length
1913.420000
Evaluation Time
2025-10-05 12:55
Expiration Time
2025-12-13 07:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408502.5106 321880.2145 86622.2961 -7413.4314 503024.5876 -510438.019
Total P&L (%) 408.5025 321.8802 86.6223 -7.4134 503.0246 -510.438
Avg Daily Profit (%) 0.2135 0.1682 0.0453 -0.004 0.0939 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -244287 -126270 -133189 -1263525 -821845 -935376
Profit Factor 1.2716 1.5218 1.0977 0.9987 1.224 0.8531
Total Trades 352 176 176 352 176 176
Winning Trades 194 95 99 194 95 99
Losing Trades 158 81 77 158 81 77
Profitability (%) 55.1136 53.9773 56.25 55.1136 53.9773 56.25
Ratio Avg Win / Avg Loss 1.0357 1.2975 0.8537 0.8134 1.0436 0.6635
Largest Winning Trade 82299 82299 31568 246816 225445 246816
Largest Losing Trade -69706 -47452 -69706 -520356 -294397 -520356
Avg Bars in Trades 64 60 68 64 60 68
Avg Bars in Winners 58 55 61 58 55 61
Avg Bars in Losers 72 67 77 72 67 77
Bars Traded 22751 10711 12040 22751 10711 12040
Profit Streak 14.0803 14.0803 17.4137 14.0803 14.0803 17.4137
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404132 369586 -245474 -577198 -66027 -579033
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22961,
    "evaluation_days": 1913.42,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595088000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658141550,
    "expiration_time": 1765602691200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 111,
            "offset": 0,
            "a": 0.70117
        }
    }
}
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": [
        [
            408502.5106228746,
            321880.2144975729,
            86622.2961253012,
            -7413.4314043749,
            503024.5876403855,
            -510438.0190447603
        ],
        [
            408.502511,
            321.880214,
            86.622296,
            -7.413431,
            503.024588,
            -510.438019
        ],
        [
            0.213493,
            0.168222,
            0.045271,
            -0.004025,
            0.093949,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -244287,
            -126270,
            -133189,
            -1263525,
            -821845,
            -935376
        ],
        [
            1.271631,
            1.521805,
            1.097654,
            0.998704,
            1.223969,
            0.85305
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            194,
            95,
            99,
            194,
            95,
            99
        ],
        [
            158,
            81,
            77,
            158,
            81,
            77
        ],
        [
            55.113636,
            53.977273,
            56.25,
            55.113636,
            53.977273,
            56.25
        ],
        [
            1.035658,
            1.297539,
            0.853731,
            0.813377,
            1.043594,
            0.663483
        ],
        [
            82299,
            82299,
            31568,
            246816,
            225445,
            246816
        ],
        [
            -69706,
            -47452,
            -69706,
            -520356,
            -294397,
            -520356
        ],
        [
            64,
            60,
            68,
            64,
            60,
            68
        ],
        [
            58,
            55,
            61,
            58,
            55,
            61
        ],
        [
            72,
            67,
            77,
            72,
            67,
            77
        ],
        [
            22751,
            10711,
            12040,
            22751,
            10711,
            12040
        ],
        [
            14.080342,
            14.080342,
            17.413675,
            14.080342,
            14.080342,
            17.413675
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404132,
            369586,
            -245474,
            -577198,
            -66027,
            -579033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22961,
    "evaluation_days": 1913.42,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595088000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658141550,
    "expiration_time": 1765602691200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 111,
            "offset": 0,
            "a": 0.70117
        }
    }
}

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)