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Trade: SNX/USDT/120/VWMA/T3/8212

Strategy
SNX/USDT/120/VWMA/T3/8212
Pair
SNX_USDT
Interval
2h
Score
328713
Daily Profit
0.172280
Profit Factor
1.431621
Profitability
54.166667
Streak
0.000000
Best Strategy
Training Data Length
1918.750000
Evaluation Time
2025-10-10 21:18
Expiration Time
2025-12-18 19:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 330561.3481 249494.3167 81067.0314 -12339.2614 115712.2431 -128051.5045
Total P&L (%) 330.5613 249.4943 81.067 -12.3393 115.7122 -128.0515
Avg Daily Profit (%) 0.1723 0.13 0.0423 -0.0069 0.0401 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148218 -99845 -99317 -1518758 -588309 -1006745
Profit Factor 1.4316 1.8373 1.1733 0.9976 1.0604 0.9591
Total Trades 120 60 60 120 60 60
Winning Trades 65 28 37 65 28 37
Losing Trades 55 32 23 55 32 23
Profitability (%) 54.1667 46.6667 61.6667 54.1667 46.6667 61.6667
Ratio Avg Win / Avg Loss 1.2114 2.0997 0.7293 0.8441 1.2119 0.5962
Largest Winning Trade 160934 160934 43908 280276 267405 280276
Largest Losing Trade -59278 -29160 -59278 -669168 -237609 -669168
Avg Bars in Trades 188 122 254 188 122 254
Avg Bars in Winners 190 112 249 190 112 249
Avg Bars in Losers 185 130 263 185 130 263
Bars Traded 22615 7320 15295 22615 7320 15295
Profit Streak 0 62.1796 0 0 62.1796 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328713 -185863 -335743 -579919 -463366 -748446
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23025,
    "evaluation_days": 1918.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595901600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760120314498,
    "expiration_time": 1766080080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 165,
            "offset": 0,
            "a": 0.7818
        }
    }
}
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": [
        [
            330561.3481200854,
            249494.3167305131,
            81067.0313895721,
            -12339.2614089853,
            115712.2430525072,
            -128051.5044614918
        ],
        [
            330.561348,
            249.494317,
            81.067031,
            -12.339261,
            115.712243,
            -128.051504
        ],
        [
            0.17228,
            0.13003,
            0.04225,
            -0.006863,
            0.040074,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148218,
            -99845,
            -99317,
            -1518758,
            -588309,
            -1006745
        ],
        [
            1.431621,
            1.837276,
            1.173265,
            0.997555,
            1.060411,
            0.95911
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            65,
            28,
            37,
            65,
            28,
            37
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            54.166667,
            46.666667,
            61.666667,
            54.166667,
            46.666667,
            61.666667
        ],
        [
            1.211371,
            2.099744,
            0.729327,
            0.844085,
            1.211899,
            0.596203
        ],
        [
            160934,
            160934,
            43908,
            280276,
            267405,
            280276
        ],
        [
            -59278,
            -29160,
            -59278,
            -669168,
            -237609,
            -669168
        ],
        [
            188,
            122,
            254,
            188,
            122,
            254
        ],
        [
            190,
            112,
            249,
            190,
            112,
            249
        ],
        [
            185,
            130,
            263,
            185,
            130,
            263
        ],
        [
            22615,
            7320,
            15295,
            22615,
            7320,
            15295
        ],
        [
            0,
            62.179566,
            0,
            0,
            62.179566,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328713,
            -185863,
            -335743,
            -579919,
            -463366,
            -748446
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23025,
    "evaluation_days": 1918.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595901600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760120314498,
    "expiration_time": 1766080080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 165,
            "offset": 0,
            "a": 0.7818
        }
    }
}

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)