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Trade: SNX/USDT/240/KCB/PWMA/9925

Strategy
SNX/USDT/240/KCB/PWMA/9925
Pair
SNX_USDT
Interval
4h
Score
461555
Daily Profit
0.307049
Profit Factor
1.452540
Profitability
57.377049
Streak
12.267644
Best Strategy
Training Data Length
1908.670000
Evaluation Time
2025-09-30 05:25
Expiration Time
2025-11-26 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586055.8922 391473.8633 194582.0289 244837.1554 610904.4156 -366067.2603
Total P&L (%) 586.0559 391.4739 194.582 244.8372 610.9044 -366.0673
Avg Daily Profit (%) 0.307 0.2051 0.1019 0.0649 0.1028 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151718 -114745 -113942 -3790004 -2468487 -3207353
Profit Factor 1.4525 1.6806 1.2703 1.014 1.081 0.9631
Total Trades 244 122 122 244 122 122
Winning Trades 140 68 72 140 68 72
Losing Trades 104 54 50 104 54 50
Profitability (%) 57.377 55.7377 59.0164 57.377 55.7377 59.0164
Ratio Avg Win / Avg Loss 1.079 1.3346 0.8822 0.7533 0.8584 0.6688
Largest Winning Trade 70653 70653 40064 925083 683275 925083
Largest Losing Trade -75172 -31694 -75172 -2789683 -1165191 -2789683
Avg Bars in Trades 46 40 51 46 40 51
Avg Bars in Winners 36 32 41 36 32 41
Avg Bars in Losers 58 50 67 58 50 67
Bars Traded 11269 4946 6323 11269 4946 6323
Profit Streak 12.2676 27.101 0 12.2676 27.101 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461555 405538 -57703 -310221 -186914 -579839
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11452,
    "evaluation_days": 1908.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596139200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759199124450,
    "expiration_time": 1764137664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "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": [
        [
            586055.8921810604,
            391473.8633143232,
            194582.0288667374,
            244837.1553590038,
            610904.4156449898,
            -366067.2602859855
        ],
        [
            586.055892,
            391.473863,
            194.582029,
            244.837155,
            610.904416,
            -366.06726
        ],
        [
            0.307049,
            0.205103,
            0.101946,
            0.064878,
            0.102814,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151718,
            -114745,
            -113942,
            -3790004,
            -2468487,
            -3207353
        ],
        [
            1.45254,
            1.680579,
            1.270317,
            1.01402,
            1.08096,
            0.963091
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            140,
            68,
            72,
            140,
            68,
            72
        ],
        [
            104,
            54,
            50,
            104,
            54,
            50
        ],
        [
            57.377049,
            55.737705,
            59.016393,
            57.377049,
            55.737705,
            59.016393
        ],
        [
            1.07903,
            1.334577,
            0.882165,
            0.753272,
            0.858409,
            0.668813
        ],
        [
            70653,
            70653,
            40064,
            925083,
            683275,
            925083
        ],
        [
            -75172,
            -31694,
            -75172,
            -2789683,
            -1165191,
            -2789683
        ],
        [
            46,
            40,
            51,
            46,
            40,
            51
        ],
        [
            36,
            32,
            41,
            36,
            32,
            41
        ],
        [
            58,
            50,
            67,
            58,
            50,
            67
        ],
        [
            11269,
            4946,
            6323,
            11269,
            4946,
            6323
        ],
        [
            12.267644,
            27.100977,
            0,
            12.267644,
            27.100977,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461555,
            405538,
            -57703,
            -310221,
            -186914,
            -579839
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11452,
    "evaluation_days": 1908.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596139200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759199124450,
    "expiration_time": 1764137664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "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)