← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SNX/USDT/240/DCM/VWMA/5265

Strategy
SNX/USDT/240/DCM/VWMA/5265
Pair
SNX_USDT
Interval
4h
Score
392145
Daily Profit
0.165696
Profit Factor
1.444101
Profitability
52.709360
Streak
26.441496
Best Strategy
Training Data Length
1915.170000
Evaluation Time
2025-10-06 17:35
Expiration Time
2025-12-03 00:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347209.4084 317335.6547 29873.7537 -87532.8113 188928.1598 -276460.9711
Total P&L (%) 347.2094 317.3357 29.8738 -87.5328 188.9282 -276.461
Avg Daily Profit (%) 0.1813 0.1657 0.0156 -0.1087 0.0554 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -249332 -134105 -151480 -278451 -78298 -279828
Profit Factor 1.2108 1.4441 1.032 0.9258 1.4613 0.641
Total Trades 406 203 203 406 203 203
Winning Trades 219 107 112 219 107 112
Losing Trades 187 96 91 187 96 91
Profitability (%) 53.9409 52.7094 55.1724 53.9409 52.7094 55.1724
Ratio Avg Win / Avg Loss 1.0338 1.2956 0.8385 0.7905 1.3111 0.5208
Largest Winning Trade 77605 77605 40512 67257 67257 37340
Largest Losing Trade -93503 -32309 -93503 -177268 -46741 -177268
Avg Bars in Trades 27 26 29 27 26 29
Avg Bars in Winners 25 22 28 25 22 28
Avg Bars in Losers 30 30 30 30 30 30
Bars Traded 11363 5338 6025 11363 5338 6025
Profit Streak 0 26.4415 0 0 26.4415 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356777 392145 -360645 -577867 -115248 -579322
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11491,
    "evaluation_days": 1915.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595606400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761345296,
    "expiration_time": 1764716112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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": [
        [
            347209.4084199974,
            317335.6546733829,
            29873.7537466148,
            -87532.811277555,
            188928.1597761709,
            -276460.9710537259
        ],
        [
            347.209408,
            317.335655,
            29.873754,
            -87.532811,
            188.92816,
            -276.460971
        ],
        [
            0.181294,
            0.165696,
            0.015598,
            -0.108656,
            0.055416,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -249332,
            -134105,
            -151480,
            -278451,
            -78298,
            -279828
        ],
        [
            1.210752,
            1.444101,
            1.032022,
            0.925796,
            1.46129,
            0.640987
        ],
        [
            406,
            203,
            203,
            406,
            203,
            203
        ],
        [
            219,
            107,
            112,
            219,
            107,
            112
        ],
        [
            187,
            96,
            91,
            187,
            96,
            91
        ],
        [
            53.940887,
            52.70936,
            55.172414,
            53.940887,
            52.70936,
            55.172414
        ],
        [
            1.033839,
            1.295642,
            0.838518,
            0.79052,
            1.311064,
            0.520802
        ],
        [
            77605,
            77605,
            40512,
            67257,
            67257,
            37340
        ],
        [
            -93503,
            -32309,
            -93503,
            -177268,
            -46741,
            -177268
        ],
        [
            27,
            26,
            29,
            27,
            26,
            29
        ],
        [
            25,
            22,
            28,
            25,
            22,
            28
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            11363,
            5338,
            6025,
            11363,
            5338,
            6025
        ],
        [
            0,
            26.441496,
            0,
            0,
            26.441496,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356777,
            392145,
            -360645,
            -577867,
            -115248,
            -579322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11491,
    "evaluation_days": 1915.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595606400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761345296,
    "expiration_time": 1764716112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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)