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Trade: SNX/USDT/240/MIDPRICE/VWMA/4856

Strategy
SNX/USDT/240/MIDPRICE/VWMA/4856
Pair
SNX_USDT
Interval
4h
Score
308609
Daily Profit
0.152633
Profit Factor
1.391670
Profitability
53.594771
Streak
0.000000
Best Strategy
Training Data Length
1918.500000
Evaluation Time
2025-10-09 23:42
Expiration Time
2025-12-06 11:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302634.3442 292827.0745 9807.2697 -54519.2599 6963.1319 -61482.3918
Total P&L (%) 302.6343 292.8271 9.8073 -54.5193 6.9631 -61.4824
Avg Daily Profit (%) 0.1577 0.1526 0.0051 -0.0411 0.0035 -0.0497
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210497 -110534 -153395 -228154 -162008 -131216
Profit Factor 1.1961 1.3917 1.0123 0.9549 1.0113 0.8957
Total Trades 307 153 154 307 153 154
Winning Trades 163 82 81 163 82 81
Losing Trades 144 71 73 144 71 73
Profitability (%) 53.0945 53.5948 52.5974 53.0945 53.5948 52.5974
Ratio Avg Win / Avg Loss 1.0567 1.205 0.9123 0.8436 0.8756 0.8072
Largest Winning Trade 86513 86513 53677 77640 74744 77640
Largest Losing Trade -48266 -36846 -48266 -70310 -60692 -70310
Avg Bars in Trades 36 36 37 36 36 37
Avg Bars in Winners 33 32 34 33 32 34
Avg Bars in Losers 40 40 40 40 40 40
Bars Traded 11318 5573 5744 11318 5573 5744
Profit Streak 12.6959 0 12.8626 12.6959 0 12.8626
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 183032 308609 -559201 -578158 -563001 -579579
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11511,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595534400000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760042529148,
    "expiration_time": 1765012752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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": [
        [
            302634.344212722,
            292827.0745252401,
            9807.2696874818,
            -54519.259911178,
            6963.1319209517,
            -61482.3918321296
        ],
        [
            302.634344,
            292.827075,
            9.80727,
            -54.51926,
            6.963132,
            -61.482392
        ],
        [
            0.157745,
            0.152633,
            0.005112,
            -0.041059,
            0.003509,
            -0.049717
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210497,
            -110534,
            -153395,
            -228154,
            -162008,
            -131216
        ],
        [
            1.19612,
            1.39167,
            1.012329,
            0.954857,
            1.01126,
            0.895671
        ],
        [
            307,
            153,
            154,
            307,
            153,
            154
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            144,
            71,
            73,
            144,
            71,
            73
        ],
        [
            53.094463,
            53.594771,
            52.597403,
            53.094463,
            53.594771,
            52.597403
        ],
        [
            1.056695,
            1.204983,
            0.912346,
            0.843555,
            0.875603,
            0.80721
        ],
        [
            86513,
            86513,
            53677,
            77640,
            74744,
            77640
        ],
        [
            -48266,
            -36846,
            -48266,
            -70310,
            -60692,
            -70310
        ],
        [
            36,
            36,
            37,
            36,
            36,
            37
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            11318,
            5573,
            5744,
            11318,
            5573,
            5744
        ],
        [
            12.695939,
            0,
            12.862606,
            12.695939,
            0,
            12.862606
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            183032,
            308609,
            -559201,
            -578158,
            -563001,
            -579579
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11511,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595534400000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760042529148,
    "expiration_time": 1765012752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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)