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Trade: SNX/USDT/240/PWMA/TEMA/5265

Strategy
SNX/USDT/240/PWMA/TEMA/5265
Pair
SNX_USDT
Interval
4h
Score
370197
Daily Profit
0.201891
Profit Factor
1.311216
Profitability
57.188498
Streak
23.058600
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-10-03 00:24
Expiration Time
2025-11-29 06:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385915.1549 243877.5685 142037.5864 12722.5651 -2951.008 15673.5731
Total P&L (%) 385.9152 243.8776 142.0376 12.7226 -2.951 15.6736
Avg Daily Profit (%) 0.2019 0.1276 0.0743 0.0063 -0.0016 0.0076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127271 -128112 -130771 -452337 -383361 -262227
Profit Factor 1.3112 1.4133 1.2186 1.0043 0.998 1.0105
Total Trades 313 157 156 313 157 156
Winning Trades 179 85 94 179 85 94
Losing Trades 134 72 62 134 72 62
Profitability (%) 57.1885 54.1401 60.2564 57.1885 54.1401 60.2564
Ratio Avg Win / Avg Loss 0.9816 1.1971 0.8037 0.7518 0.8453 0.6665
Largest Winning Trade 95586 95586 36986 100941 100941 86015
Largest Losing Trade -71590 -51956 -71590 -254055 -131709 -254055
Avg Bars in Trades 35 32 38 35 32 38
Avg Bars in Winners 26 21 30 26 21 30
Avg Bars in Losers 48 46 50 48 46 50
Bars Traded 11158 5144 6014 11158 5144 6014
Profit Streak 23.0586 23.0586 47.8919 23.0586 23.0586 47.8919
Trades During Streak 6 3 6 6 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370197 -19648 -92644 -478807 -578508 -399936
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11469,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597377600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440263079,
    "expiration_time": 1764389808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 215,
            "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": [
        [
            385915.1548537149,
            243877.5684509825,
            142037.5864027327,
            12722.5650851424,
            -2951.0080086322,
            15673.573093775
        ],
        [
            385.915155,
            243.877568,
            142.037586,
            12.722565,
            -2.951008,
            15.673573
        ],
        [
            0.201891,
            0.127584,
            0.074307,
            0.006265,
            -0.001567,
            0.007617
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127271,
            -128112,
            -130771,
            -452337,
            -383361,
            -262227
        ],
        [
            1.311216,
            1.413253,
            1.218558,
            1.004323,
            0.997959,
            1.010468
        ],
        [
            313,
            157,
            156,
            313,
            157,
            156
        ],
        [
            179,
            85,
            94,
            179,
            85,
            94
        ],
        [
            134,
            72,
            62,
            134,
            72,
            62
        ],
        [
            57.188498,
            54.140127,
            60.25641,
            57.188498,
            54.140127,
            60.25641
        ],
        [
            0.98158,
            1.197108,
            0.80373,
            0.751839,
            0.84533,
            0.666479
        ],
        [
            95586,
            95586,
            36986,
            100941,
            100941,
            86015
        ],
        [
            -71590,
            -51956,
            -71590,
            -254055,
            -131709,
            -254055
        ],
        [
            35,
            32,
            38,
            35,
            32,
            38
        ],
        [
            26,
            21,
            30,
            26,
            21,
            30
        ],
        [
            48,
            46,
            50,
            48,
            46,
            50
        ],
        [
            11158,
            5144,
            6014,
            11158,
            5144,
            6014
        ],
        [
            23.0586,
            23.0586,
            47.891934,
            23.0586,
            23.0586,
            47.891934
        ],
        [
            6,
            3,
            6,
            6,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370197,
            -19648,
            -92644,
            -478807,
            -578508,
            -399936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11469,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597377600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440263079,
    "expiration_time": 1764389808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 215,
            "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)