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Trade: SNX/USDT/120/ZLMA/SUPERTREND/2188

Strategy
SNX/USDT/120/ZLMA/SUPERTREND/2188
Pair
SNX_USDT
Interval
2h
Score
397763
Daily Profit
0.209864
Profit Factor
1.213636
Profitability
62.671906
Streak
4.964760
Best Strategy
Training Data Length
1902.670000
Evaluation Time
2025-09-28 10:09
Expiration Time
2025-12-02 03:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399302.6973 269667.1361 129635.5611 101388.5206 -257164.1938 358552.7144
Total P&L (%) 399.3027 269.6671 129.6356 101.3885 -257.1642 358.5527
Avg Daily Profit (%) 0.2099 0.1417 0.0681 0.0368 0 0.0801
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173212 -140901 -97133 -1880880 -1127230 -1163200
Profit Factor 1.2136 1.2778 1.1443 1.01 0.9518 1.0739
Total Trades 509 255 254 509 255 254
Winning Trades 319 161 158 319 161 158
Losing Trades 190 94 96 190 94 96
Profitability (%) 62.6719 63.1373 62.2047 62.6719 63.1373 62.2047
Ratio Avg Win / Avg Loss 0.7229 0.746 0.6953 0.6015 0.5557 0.6525
Largest Winning Trade 28559 28559 24821 348749 348749 323492
Largest Losing Trade -60904 -37572 -60904 -1010045 -355860 -1010045
Avg Bars in Trades 44 49 39 44 49 39
Avg Bars in Winners 30 28 31 30 28 31
Avg Bars in Losers 68 85 51 68 85 51
Bars Traded 22624 12687 9937 22624 12687 9937
Profit Streak 4.9648 4.9648 30.5481 4.9648 4.9648 30.5481
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397763 -2384 -161593 -349531 -577612 -223096
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595376000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759043355236,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 157,
            "offset": 0,
            "multiplier": 3.34172
        }
    }
}
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": [
        [
            399302.6972783801,
            269667.1361324371,
            129635.5611459432,
            101388.5205955773,
            -257164.1937622075,
            358552.7143577846
        ],
        [
            399.302697,
            269.667136,
            129.635561,
            101.388521,
            -257.164194,
            358.552714
        ],
        [
            0.209864,
            0.141731,
            0.068133,
            0.036801,
            0,
            0.080072
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173212,
            -140901,
            -97133,
            -1880880,
            -1127230,
            -1163200
        ],
        [
            1.213636,
            1.277782,
            1.144313,
            1.009951,
            0.951831,
            1.07393
        ],
        [
            509,
            255,
            254,
            509,
            255,
            254
        ],
        [
            319,
            161,
            158,
            319,
            161,
            158
        ],
        [
            190,
            94,
            96,
            190,
            94,
            96
        ],
        [
            62.671906,
            63.137255,
            62.204724,
            62.671906,
            63.137255,
            62.204724
        ],
        [
            0.722855,
            0.746034,
            0.695278,
            0.601538,
            0.555728,
            0.652514
        ],
        [
            28559,
            28559,
            24821,
            348749,
            348749,
            323492
        ],
        [
            -60904,
            -37572,
            -60904,
            -1010045,
            -355860,
            -1010045
        ],
        [
            44,
            49,
            39,
            44,
            49,
            39
        ],
        [
            30,
            28,
            31,
            30,
            28,
            31
        ],
        [
            68,
            85,
            51,
            68,
            85,
            51
        ],
        [
            22624,
            12687,
            9937,
            22624,
            12687,
            9937
        ],
        [
            4.96476,
            4.96476,
            30.548093,
            4.96476,
            4.96476,
            30.548093
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397763,
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            -349531,
            -577612,
            -223096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22832,
    "evaluation_days": 1902.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595376000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759043355236,
    "expiration_time": 1764640454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 157,
            "offset": 0,
            "multiplier": 3.34172
        }
    }
}

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)