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Trade: SNX/USDT/240/MIDPRICE/SMA/5615

Strategy
SNX/USDT/240/MIDPRICE/SMA/5615
Pair
SNX_USDT
Interval
4h
Score
302452
Daily Profit
0.169247
Profit Factor
1.455215
Profitability
60.504202
Streak
0.000000
Best Strategy
Training Data Length
1903.170000
Evaluation Time
2025-09-27 03:37
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 322105.6361 190986.7554 131118.8807 -203101.2503 -159407.456 -43693.7943
Total P&L (%) 322.1056 190.9868 131.1189 -203.1013 -159.4075 -43.6938
Avg Daily Profit (%) 0.1692 0.1004 0.0689 0 0 -0.0302
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195299 -76146 -153418 -1350616 -763291 -694338
Profit Factor 1.4552 1.7148 1.2977 0.9075 0.8585 0.9592
Total Trades 119 60 59 119 60 59
Winning Trades 72 38 34 47 23 24
Losing Trades 47 22 25 72 37 35
Profitability (%) 60.5042 63.3333 57.6271 39.4958 38.3333 40.678
Ratio Avg Win / Avg Loss 0.9499 0.9928 0.9542 1.3903 1.3811 1.3988
Largest Winning Trade 109482 109482 51801 507644 484733 507644
Largest Losing Trade -127462 -39382 -127462 -547891 -547891 -205633
Avg Bars in Trades 92 36 149 92 36 149
Avg Bars in Winners 80 24 142 113 58 165
Avg Bars in Losers 112 57 160 79 22 139
Bars Traded 11045 2196 8849 11045 2196 8849
Profit Streak 0 0 0 15.526 15.526 95.8593
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302452 -225983 -278234 -581809 -752524 -758735
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": 1597694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933444432,
    "expiration_time": 1763648208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 220,
            "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": [
        [
            322105.6361394423,
            190986.7553914138,
            131118.8807480286,
            -203101.2503499009,
            -159407.4560324436,
            -43693.7943174572
        ],
        [
            322.105636,
            190.986755,
            131.118881,
            -203.10125,
            -159.407456,
            -43.693794
        ],
        [
            0.169247,
            0.100352,
            0.068895,
            0,
            0,
            -0.030175
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195299,
            -76146,
            -153418,
            -1350616,
            -763291,
            -694338
        ],
        [
            1.455215,
            1.714783,
            1.29773,
            0.90754,
            0.858534,
            0.959157
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            72,
            38,
            34,
            47,
            23,
            24
        ],
        [
            47,
            22,
            25,
            72,
            37,
            35
        ],
        [
            60.504202,
            63.333333,
            57.627119,
            39.495798,
            38.333333,
            40.677966
        ],
        [
            0.949932,
            0.992769,
            0.954214,
            1.390274,
            1.381121,
            1.398771
        ],
        [
            109482,
            109482,
            51801,
            507644,
            484733,
            507644
        ],
        [
            -127462,
            -39382,
            -127462,
            -547891,
            -547891,
            -205633
        ],
        [
            92,
            36,
            149,
            92,
            36,
            149
        ],
        [
            80,
            24,
            142,
            113,
            58,
            165
        ],
        [
            112,
            57,
            160,
            79,
            22,
            139
        ],
        [
            11045,
            2196,
            8849,
            11045,
            2196,
            8849
        ],
        [
            0,
            0,
            0,
            15.525977,
            15.525977,
            95.859311
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302452,
            -225983,
            -278234,
            -581809,
            -752524,
            -758735
        ]
    ]
}
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": 1597694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933444432,
    "expiration_time": 1763648208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 220,
            "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)