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Trade: SNX/USDT/240/HWMA/KCU/7732

Strategy
SNX/USDT/240/HWMA/KCU/7732
Pair
SNX_USDT
Interval
4h
Score
559171
Daily Profit
0.157036
Profit Factor
2.525485
Profitability
81.818182
Streak
77.507936
Best Strategy
Training Data Length
1903.170000
Evaluation Time
2025-09-27 23:11
Expiration Time
2025-11-20 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 507924.303 329220.4288 178703.8742 662113.8524 -1219133.0307 1881246.8831
Total P&L (%) 507.9243 329.2204 178.7039 662.1139 -1219.133 1881.2469
Avg Daily Profit (%) 0.2669 0.173 0.0939 0.1068 0 0.157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176199 -173063 -34842 -3457228 -4068006 -322444
Profit Factor 1.6492 1.5064 2.3516 1.0589 0.8782 2.5255
Total Trades 220 110 110 220 110 110
Winning Trades 170 80 90 170 80 90
Losing Trades 50 30 20 50 30 20
Profitability (%) 77.2727 72.7273 81.8182 77.2727 72.7273 81.8182
Ratio Avg Win / Avg Loss 0.4851 0.5649 0.5226 0.3114 0.3293 0.5612
Largest Winning Trade 70240 70240 12667 839860 839860 224868
Largest Losing Trade -77855 -77855 -23387 -2316132 -2316132 -322444
Avg Bars in Trades 50 96 5 50 96 5
Avg Bars in Winners 18 35 3 18 35 3
Avg Bars in Losers 159 257 12 159 257 12
Bars Traded 11156 10599 557 11156 10599 557
Profit Streak 48.8413 48.8413 77.5079 48.8413 48.8413 77.5079
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546888 396748 -60082 -201201 -576825 559171
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11419,
    "evaluation_days": 1903.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595260800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003885661,
    "expiration_time": 1763648208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.54405,
            "nb": 0.23365,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            507924.3029839454,
            329220.4287522253,
            178703.8742317198,
            662113.8523880206,
            -1219133.0306840357,
            1881246.8830720566
        ],
        [
            507.924303,
            329.220429,
            178.703874,
            662.113852,
            -1219.133031,
            1881.246883
        ],
        [
            0.266883,
            0.172985,
            0.093898,
            0.10677,
            0,
            0.157036
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176199,
            -173063,
            -34842,
            -3457228,
            -4068006,
            -322444
        ],
        [
            1.64922,
            1.506378,
            2.351632,
            1.058896,
            0.878196,
            2.525485
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            170,
            80,
            90,
            170,
            80,
            90
        ],
        [
            50,
            30,
            20,
            50,
            30,
            20
        ],
        [
            77.272727,
            72.727273,
            81.818182,
            77.272727,
            72.727273,
            81.818182
        ],
        [
            0.485065,
            0.564892,
            0.522585,
            0.31144,
            0.329323,
            0.561219
        ],
        [
            70240,
            70240,
            12667,
            839860,
            839860,
            224868
        ],
        [
            -77855,
            -77855,
            -23387,
            -2316132,
            -2316132,
            -322444
        ],
        [
            50,
            96,
            5,
            50,
            96,
            5
        ],
        [
            18,
            35,
            3,
            18,
            35,
            3
        ],
        [
            159,
            257,
            12,
            159,
            257,
            12
        ],
        [
            11156,
            10599,
            557,
            11156,
            10599,
            557
        ],
        [
            48.841269,
            48.841269,
            77.507936,
            48.841269,
            48.841269,
            77.507936
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546888,
            396748,
            -60082,
            -201201,
            -576825,
            559171
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11419,
    "evaluation_days": 1903.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595260800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003885661,
    "expiration_time": 1763648208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.54405,
            "nb": 0.23365,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)