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Trade: SNX/USDT/120/ZLMA/JMA/6460

Strategy
SNX/USDT/120/ZLMA/JMA/6460
Pair
SNX_USDT
Interval
2h
Score
375049
Daily Profit
0.170129
Profit Factor
1.293082
Profitability
64.809384
Streak
10.803754
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-10-04 02:17
Expiration Time
2025-12-11 19:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417683.6212 325285.821 92397.8003 92380.7766 111459.4358 -19078.6592
Total P&L (%) 417.6836 325.2858 92.3978 92.3808 111.4594 -19.0787
Avg Daily Profit (%) 0.2185 0.1701 0.0483 0.0342 0.0392 -0.0111
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215480 -140821 -199553 -665587 -542866 -227285
Profit Factor 1.1898 1.2931 1.0847 1.0275 1.0631 0.9881
Total Trades 681 341 340 681 341 340
Winning Trades 439 221 218 439 221 218
Losing Trades 242 120 122 242 120 122
Profitability (%) 64.464 64.8094 64.1176 64.464 64.8094 64.1176
Ratio Avg Win / Avg Loss 0.6559 0.7021 0.607 0.5664 0.5772 0.553
Largest Winning Trade 84237 84237 17644 71652 71652 55341
Largest Losing Trade -49807 -27806 -49807 -103057 -103057 -80262
Avg Bars in Trades 33 34 32 33 34 32
Avg Bars in Winners 22 22 22 22 22 22
Avg Bars in Losers 52 56 48 52 56 48
Bars Traded 22813 11853 10960 22813 11853 10960
Profit Streak 5.9704 10.8038 5.9704 5.9704 10.8038 5.9704
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 64284 375049 -253651 -331730 -288688 -577027
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22944,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594944000000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759533444353,
    "expiration_time": 1765475884800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 91,
            "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": [
        [
            417683.621246104,
            325285.8209513118,
            92397.8002947929,
            92380.7765594071,
            111459.4357798345,
            -19078.6592204275
        ],
        [
            417.683621,
            325.285821,
            92.3978,
            92.380777,
            111.459436,
            -19.078659
        ],
        [
            0.218454,
            0.170129,
            0.048325,
            0.034227,
            0.039174,
            -0.011071
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215480,
            -140821,
            -199553,
            -665587,
            -542866,
            -227285
        ],
        [
            1.189786,
            1.293082,
            1.084696,
            1.027452,
            1.063093,
            0.988066
        ],
        [
            681,
            341,
            340,
            681,
            341,
            340
        ],
        [
            439,
            221,
            218,
            439,
            221,
            218
        ],
        [
            242,
            120,
            122,
            242,
            120,
            122
        ],
        [
            64.464023,
            64.809384,
            64.117647,
            64.464023,
            64.809384,
            64.117647
        ],
        [
            0.655873,
            0.702126,
            0.607032,
            0.566386,
            0.577245,
            0.552954
        ],
        [
            84237,
            84237,
            17644,
            71652,
            71652,
            55341
        ],
        [
            -49807,
            -27806,
            -49807,
            -103057,
            -103057,
            -80262
        ],
        [
            33,
            34,
            32,
            33,
            34,
            32
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            52,
            56,
            48,
            52,
            56,
            48
        ],
        [
            22813,
            11853,
            10960,
            22813,
            11853,
            10960
        ],
        [
            5.970421,
            10.803754,
            5.970421,
            5.970421,
            10.803754,
            5.970421
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            64284,
            375049,
            -253651,
            -331730,
            -288688,
            -577027
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22944,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594944000000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759533444353,
    "expiration_time": 1765475884800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 91,
            "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)