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Trade: SNX/USDT/240/DCM/PWMA/5994

Strategy
SNX/USDT/240/DCM/PWMA/5994
Pair
SNX_USDT
Interval
4h
Score
370598
Daily Profit
0.151780
Profit Factor
1.263514
Profitability
68.041237
Streak
38.485366
Best Strategy
Training Data Length
1909.170000
Evaluation Time
2025-09-30 18:38
Expiration Time
2025-11-26 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289773.1861 229738.6045 60034.5817 -169142.6851 214633.3345 -383776.0196
Total P&L (%) 289.7732 229.7386 60.0346 -169.1427 214.6333 -383.776
Avg Daily Profit (%) 0.1518 0.1203 0.0314 0 0.0601 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184865 -124259 -189345 -1097320 -374584 -1021398
Profit Factor 1.2635 1.4728 1.0978 0.9493 1.1632 0.8101
Total Trades 194 97 97 194 97 97
Winning Trades 132 60 72 71 42 29
Losing Trades 62 37 25 123 55 68
Profitability (%) 68.0412 61.8557 74.2268 36.5979 43.299 29.8969
Ratio Avg Win / Avg Loss 0.5935 0.9082 0.3812 1.6446 1.5232 1.8995
Largest Winning Trade 40649 39738 40649 504978 178288 504978
Largest Losing Trade -147124 -47107 -147124 -668474 -158142 -668474
Avg Bars in Trades 58 57 58 58 57 58
Avg Bars in Winners 40 41 39 87 81 96
Avg Bars in Losers 96 84 114 41 39 42
Bars Traded 11273 5594 5679 11273 5594 5679
Profit Streak 38.4854 106.8187 38.4854 0 0 0
Trades During Streak 5 7 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370598 -30140 -262025 -582196 -155528 -586527
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11455,
    "evaluation_days": 1909.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246735639,
    "expiration_time": 1764182160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "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": [
        [
            289773.18613184,
            229738.6044646454,
            60034.5816671944,
            -169142.6850608148,
            214633.3345382996,
            -383776.0195991144
        ],
        [
            289.773186,
            229.738604,
            60.034582,
            -169.142685,
            214.633335,
            -383.77602
        ],
        [
            0.15178,
            0.120334,
            0.031445,
            0,
            0.060057,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184865,
            -124259,
            -189345,
            -1097320,
            -374584,
            -1021398
        ],
        [
            1.263514,
            1.472793,
            1.097819,
            0.949299,
            1.163199,
            0.810097
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            132,
            60,
            72,
            71,
            42,
            29
        ],
        [
            62,
            37,
            25,
            123,
            55,
            68
        ],
        [
            68.041237,
            61.85567,
            74.226804,
            36.597938,
            43.298969,
            29.896907
        ],
        [
            0.593469,
            0.908222,
            0.381187,
            1.64456,
            1.523237,
            1.899538
        ],
        [
            40649,
            39738,
            40649,
            504978,
            178288,
            504978
        ],
        [
            -147124,
            -47107,
            -147124,
            -668474,
            -158142,
            -668474
        ],
        [
            58,
            57,
            58,
            58,
            57,
            58
        ],
        [
            40,
            41,
            39,
            87,
            81,
            96
        ],
        [
            96,
            84,
            114,
            41,
            39,
            42
        ],
        [
            11273,
            5594,
            5679,
            11273,
            5594,
            5679
        ],
        [
            38.485366,
            106.818699,
            38.485366,
            0,
            0,
            0
        ],
        [
            5,
            7,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370598,
            -30140,
            -262025,
            -582196,
            -155528,
            -586527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11455,
    "evaluation_days": 1909.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246735639,
    "expiration_time": 1764182160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "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)