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Trade: SNX/USDT/240/PWMA/VWAP/4335

Strategy
SNX/USDT/240/PWMA/VWAP/4335
Pair
SNX_USDT
Interval
4h
Score
378961
Daily Profit
0.196904
Profit Factor
1.408051
Profitability
58.515284
Streak
22.306528
Best Strategy
Training Data Length
1909.670000
Evaluation Time
2025-10-01 06:21
Expiration Time
2025-11-27 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 376022.497 263467.3501 112555.1469 -2845054.5854 -1813869.6178 -1031184.9677
Total P&L (%) 376.0225 263.4674 112.5551 -2845.0546 -1813.8696 -1031.185
Avg Daily Profit (%) 0.1969 0.138 0.0589 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199057 -83847 -215294 -5495143 -3153795 -3586600
Profit Factor 1.4081 1.67 1.2131 0.847 0.8002 0.8917
Total Trades 229 115 114 229 115 114
Winning Trades 134 67 67 99 51 48
Losing Trades 95 48 47 130 64 66
Profitability (%) 58.5153 58.2609 58.7719 43.2314 44.3478 42.1053
Ratio Avg Win / Avg Loss 0.9982 1.1964 0.851 1.1122 1.0042 1.226
Largest Winning Trade 56070 56070 31698 2934615 1579664 2934615
Largest Losing Trade -199057 -61228 -199057 -1270445 -1270445 -617728
Avg Bars in Trades 48 54 42 48 54 42
Avg Bars in Winners 35 38 33 58 73 42
Avg Bars in Losers 65 76 55 40 38 42
Bars Traded 11074 6248 4826 11074 6248 4826
Profit Streak 22.3065 23.1399 22.3065 0 0 0
Trades During Streak 5 4 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378961 -4470 -114404 -580545 -581557 -582432
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11458,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288884017,
    "expiration_time": 1764226656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 144
        }
    }
}
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": [
        [
            376022.4969672763,
            263467.3501098673,
            112555.1468574089,
            -2845054.5854328885,
            -1813869.61778108,
            -1031184.9676518072
        ],
        [
            376.022497,
            263.46735,
            112.555147,
            -2845.054585,
            -1813.869618,
            -1031.184968
        ],
        [
            0.196904,
            0.137965,
            0.05894,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199057,
            -83847,
            -215294,
            -5495143,
            -3153795,
            -3586600
        ],
        [
            1.408051,
            1.669988,
            1.213065,
            0.847019,
            0.800208,
            0.891667
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            134,
            67,
            67,
            99,
            51,
            48
        ],
        [
            95,
            48,
            47,
            130,
            64,
            66
        ],
        [
            58.515284,
            58.26087,
            58.77193,
            43.231441,
            44.347826,
            42.105263
        ],
        [
            0.998245,
            1.196409,
            0.850956,
            1.112247,
            1.004182,
            1.226042
        ],
        [
            56070,
            56070,
            31698,
            2934615,
            1579664,
            2934615
        ],
        [
            -199057,
            -61228,
            -199057,
            -1270445,
            -1270445,
            -617728
        ],
        [
            48,
            54,
            42,
            48,
            54,
            42
        ],
        [
            35,
            38,
            33,
            58,
            73,
            42
        ],
        [
            65,
            76,
            55,
            40,
            38,
            42
        ],
        [
            11074,
            6248,
            4826,
            11074,
            6248,
            4826
        ],
        [
            22.306528,
            23.139861,
            22.306528,
            0,
            0,
            0
        ],
        [
            5,
            4,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378961,
            -4470,
            -114404,
            -580545,
            -581557,
            -582432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11458,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288884017,
    "expiration_time": 1764226656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 144
        }
    }
}

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)