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Trade: SNX/USDT/120/RMA/PWMA/3574

Strategy
SNX/USDT/120/RMA/PWMA/3574
Pair
SNX_USDT
Interval
2h
Score
394270
Daily Profit
0.208920
Profit Factor
1.308265
Profitability
53.478261
Streak
29.577631
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 399628.547 294039.9868 105588.5602 -17199.2437 268676.1518 -285875.3955
Total P&L (%) 399.6285 294.04 105.5886 -17.1992 268.6762 -285.8754
Avg Daily Profit (%) 0.2089 0.1537 0.0552 -0.0099 0.0682 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198013 -100140 -117053 -2069595 -1380977 -1187547
Profit Factor 1.3083 1.4879 1.1522 0.9982 1.0573 0.942
Total Trades 230 115 115 230 115 115
Winning Trades 123 58 65 123 58 65
Losing Trades 107 57 50 107 57 50
Profitability (%) 53.4783 50.4348 56.5217 53.4783 50.4348 56.5217
Ratio Avg Win / Avg Loss 1.1381 1.4623 0.8863 0.8684 1.0391 0.7246
Largest Winning Trade 68884 68884 35961 531645 371073 531645
Largest Losing Trade -77534 -39163 -77534 -752950 -414801 -752950
Avg Bars in Trades 98 83 112 98 83 112
Avg Bars in Winners 84 70 96 84 70 96
Avg Bars in Losers 113 96 133 113 96 133
Bars Traded 22540 9637 12903 22540 9637 12903
Profit Streak 29.5776 57.161 29.5776 29.5776 57.161 29.5776
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394270 350109 -172837 -577657 -258033 -579640
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": 1596002400000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759607507373,
    "expiration_time": 1765550476800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "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": [
        [
            399628.5470028947,
            294039.9868468561,
            105588.5601560384,
            -17199.2436930157,
            268676.1517651171,
            -285875.3954581326
        ],
        [
            399.628547,
            294.039987,
            105.58856,
            -17.199244,
            268.676152,
            -285.875395
        ],
        [
            0.20892,
            0.15372,
            0.0552,
            -0.009866,
            0.068234,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198013,
            -100140,
            -117053,
            -2069595,
            -1380977,
            -1187547
        ],
        [
            1.308265,
            1.487909,
            1.152205,
            0.998212,
            1.057322,
            0.942015
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            123,
            58,
            65,
            123,
            58,
            65
        ],
        [
            107,
            57,
            50,
            107,
            57,
            50
        ],
        [
            53.478261,
            50.434783,
            56.521739,
            53.478261,
            50.434783,
            56.521739
        ],
        [
            1.138084,
            1.462255,
            0.886311,
            0.868363,
            1.039093,
            0.724627
        ],
        [
            68884,
            68884,
            35961,
            531645,
            371073,
            531645
        ],
        [
            -77534,
            -39163,
            -77534,
            -752950,
            -414801,
            -752950
        ],
        [
            98,
            83,
            112,
            98,
            83,
            112
        ],
        [
            84,
            70,
            96,
            84,
            70,
            96
        ],
        [
            113,
            96,
            133,
            113,
            96,
            133
        ],
        [
            22540,
            9637,
            12903,
            22540,
            9637,
            12903
        ],
        [
            29.577631,
            57.160965,
            29.577632,
            29.577632,
            57.160965,
            29.577632
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394270,
            350109,
            -172837,
            -577657,
            -258033,
            -579640
        ]
    ]
}
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": 1596002400000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759607507373,
    "expiration_time": 1765550476800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "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)