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Trade: SNX/USDT/120/SUPERTREND/PWMA/9349

Strategy
SNX/USDT/120/SUPERTREND/PWMA/9349
Pair
SNX_USDT
Interval
2h
Score
362041
Daily Profit
0.203568
Profit Factor
1.273680
Profitability
59.883721
Streak
16.417491
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 389663.429 271526.5591 118136.87 -7931.0653 220117.681 -228048.7463
Total P&L (%) 389.6634 271.5266 118.1369 -7.9311 220.1177 -228.0487
Avg Daily Profit (%) 0.2036 0.1419 0.0617 -0.0043 0.0608 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121193 -102163 -125050 -559586 -350882 -513851
Profit Factor 1.2737 1.4082 1.1557 0.9977 1.1382 0.8802
Total Trades 344 172 172 344 172 172
Winning Trades 206 101 105 206 101 105
Losing Trades 138 71 67 138 71 67
Profitability (%) 59.8837 58.7209 61.0465 59.8837 58.7209 61.0465
Ratio Avg Win / Avg Loss 0.8532 0.9899 0.7375 0.6684 0.8001 0.5617
Largest Winning Trade 39813 39813 30359 156770 156770 98830
Largest Losing Trade -65543 -49590 -65543 -300774 -195011 -300774
Avg Bars in Trades 65 63 67 65 63 67
Avg Bars in Winners 48 45 50 48 45 50
Avg Bars in Losers 91 89 94 91 89 94
Bars Traded 22554 10932 11622 22554 10932 11622
Profit Streak 16.4175 16.4175 26.8342 16.4175 16.4175 26.8342
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362041 -2542 -158626 -576629 -179813 -577985
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": 1595916000000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759723271244,
    "expiration_time": 1765669824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 124,
            "offset": 0,
            "multiplier": 4.2728
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 226,
            "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": [
        [
            389663.4290271006,
            271526.5590727471,
            118136.8699543532,
            -7931.0653222308,
            220117.6809667214,
            -228048.7462889524
        ],
        [
            389.663429,
            271.526559,
            118.13687,
            -7.931065,
            220.117681,
            -228.048746
        ],
        [
            0.203568,
            0.141851,
            0.061717,
            -0.004317,
            0.060803,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121193,
            -102163,
            -125050,
            -559586,
            -350882,
            -513851
        ],
        [
            1.27368,
            1.408224,
            1.15572,
            0.997732,
            1.138241,
            0.88022
        ],
        [
            344,
            172,
            172,
            344,
            172,
            172
        ],
        [
            206,
            101,
            105,
            206,
            101,
            105
        ],
        [
            138,
            71,
            67,
            138,
            71,
            67
        ],
        [
            59.883721,
            58.72093,
            61.046512,
            59.883721,
            58.72093,
            61.046512
        ],
        [
            0.853242,
            0.98994,
            0.737459,
            0.668383,
            0.800149,
            0.561664
        ],
        [
            39813,
            39813,
            30359,
            156770,
            156770,
            98830
        ],
        [
            -65543,
            -49590,
            -65543,
            -300774,
            -195011,
            -300774
        ],
        [
            65,
            63,
            67,
            65,
            63,
            67
        ],
        [
            48,
            45,
            50,
            48,
            45,
            50
        ],
        [
            91,
            89,
            94,
            91,
            89,
            94
        ],
        [
            22554,
            10932,
            11622,
            22554,
            10932,
            11622
        ],
        [
            16.417491,
            16.417491,
            26.834158,
            16.417491,
            16.417491,
            26.834158
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362041,
            -2542,
            -158626,
            -576629,
            -179813,
            -577985
        ]
    ]
}
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": 1595916000000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759723271244,
    "expiration_time": 1765669824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 124,
            "offset": 0,
            "multiplier": 4.2728
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 226,
            "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)