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Trade: SNX/USDT/120/SSF/LINREG/5836

Strategy
SNX/USDT/120/SSF/LINREG/5836
Pair
SNX_USDT
Interval
2h
Score
418111
Daily Profit
0.291030
Profit Factor
1.399596
Profitability
55.390335
Streak
0.000000
Best Strategy
Training Data Length
1917.330000
Evaluation Time
2025-10-09 09:55
Expiration Time
2025-12-17 08:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 558001.4769 401134.1276 156867.3492 599980.7491 535480.704 64500.0451
Total P&L (%) 558.0015 401.1341 156.8673 599.9807 535.4807 64.5
Avg Daily Profit (%) 0.291 0.2092 0.0818 0.1015 0.0965 0.026
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133114 -96916 -113054 -2583936 -1592706 -1340701
Profit Factor 1.3996 1.6394 1.204 1.0434 1.0815 1.0089
Total Trades 269 134 135 269 134 135
Winning Trades 149 75 74 149 75 74
Losing Trades 120 59 61 120 59 61
Profitability (%) 55.3903 55.9701 54.8148 55.3903 55.9701 54.8148
Ratio Avg Win / Avg Loss 1.1272 1.2897 0.9925 0.8403 0.8508 0.8316
Largest Winning Trade 59411 59411 48434 538947 486389 538947
Largest Losing Trade -56366 -38635 -56366 -1144479 -1144479 -980520
Avg Bars in Trades 84 79 88 84 79 88
Avg Bars in Winners 78 69 87 78 69 87
Avg Bars in Losers 91 93 89 91 93 89
Bars Traded 22644 10702 11942 22644 10702 11942
Profit Streak 0 41.2888 0 0 41.2888 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418111 405196 -85460 -229387 -194692 -370558
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23008,
    "evaluation_days": 1917.33,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596031200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759992951059,
    "expiration_time": 1765953273600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "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": [
        [
            558001.4768837255,
            401134.1276456534,
            156867.3492380724,
            599980.7491425825,
            535480.7040478727,
            64500.04509471
        ],
        [
            558.001477,
            401.134128,
            156.867349,
            599.980749,
            535.480704,
            64.500045
        ],
        [
            0.29103,
            0.209215,
            0.081816,
            0.101541,
            0.096494,
            0.025963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133114,
            -96916,
            -113054,
            -2583936,
            -1592706,
            -1340701
        ],
        [
            1.399596,
            1.639405,
            1.203973,
            1.043366,
            1.081518,
            1.008876
        ],
        [
            269,
            134,
            135,
            269,
            134,
            135
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            120,
            59,
            61,
            120,
            59,
            61
        ],
        [
            55.390335,
            55.970149,
            54.814815,
            55.390335,
            55.970149,
            54.814815
        ],
        [
            1.127191,
            1.289665,
            0.992464,
            0.840295,
            0.850794,
            0.831641
        ],
        [
            59411,
            59411,
            48434,
            538947,
            486389,
            538947
        ],
        [
            -56366,
            -38635,
            -56366,
            -1144479,
            -1144479,
            -980520
        ],
        [
            84,
            79,
            88,
            84,
            79,
            88
        ],
        [
            78,
            69,
            87,
            78,
            69,
            87
        ],
        [
            91,
            93,
            89,
            91,
            93,
            89
        ],
        [
            22644,
            10702,
            11942,
            22644,
            10702,
            11942
        ],
        [
            0,
            41.288785,
            0,
            0,
            41.288785,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418111,
            405196,
            -85460,
            -229387,
            -194692,
            -370558
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23008,
    "evaluation_days": 1917.33,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596031200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759992951059,
    "expiration_time": 1765953273600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "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)