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Trade: SNX/USDT/240/SINWMA/PWMA/3645

Strategy
SNX/USDT/240/SINWMA/PWMA/3645
Pair
SNX_USDT
Interval
4h
Score
326543
Daily Profit
0.166686
Profit Factor
1.372293
Profitability
48.529412
Streak
44.453851
Best Strategy
Training Data Length
1912.500000
Evaluation Time
2025-10-04 01:53
Expiration Time
2025-11-30 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 318786.1995 238692.4079 80093.7916 11828.3381 -54647.8992 66476.2373
Total P&L (%) 318.7862 238.6924 80.0938 11.8283 -54.6479 66.4762
Avg Daily Profit (%) 0.1667 0.1248 0.0419 0.0058 -0.0413 0.0267
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143266 -153157 -68046 -464908 -453937 -141608
Profit Factor 1.3723 1.5144 1.2042 1.0064 0.9505 1.0877
Total Trades 136 68 68 136 68 68
Winning Trades 66 31 35 66 31 35
Losing Trades 70 37 33 70 37 33
Profitability (%) 48.5294 45.5882 51.4706 48.5294 45.5882 51.4706
Ratio Avg Win / Avg Loss 1.4555 1.8075 1.1354 1.0673 1.1345 1.0256
Largest Winning Trade 176901 176901 67828 279391 279391 90143
Largest Losing Trade -50758 -36656 -50758 -121087 -121087 -81010
Avg Bars in Trades 81 70 91 81 70 91
Avg Bars in Winners 91 80 101 91 80 101
Avg Bars in Losers 71 61 82 71 61 82
Bars Traded 11026 4784 6242 11026 4784 6242
Profit Streak 44.4539 55.7872 44.4539 44.4539 55.7872 44.4539
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326543 -134084 -245904 -506241 -689303 -389948
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11475,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597881600000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759532012755,
    "expiration_time": 1764478800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "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": [
        [
            318786.1995104519,
            238692.4079362052,
            80093.7915742469,
            11828.3380930869,
            -54647.8992187514,
            66476.2373118384
        ],
        [
            318.7862,
            238.692408,
            80.093792,
            11.828338,
            -54.647899,
            66.476237
        ],
        [
            0.166686,
            0.124806,
            0.041879,
            0.005846,
            -0.041336,
            0.026654
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143266,
            -153157,
            -68046,
            -464908,
            -453937,
            -141608
        ],
        [
            1.372293,
            1.514431,
            1.204173,
            1.00635,
            0.950544,
            1.087742
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            48.529412,
            45.588235,
            51.470588,
            48.529412,
            45.588235,
            51.470588
        ],
        [
            1.455462,
            1.807547,
            1.135363,
            1.067341,
            1.13452,
            1.025585
        ],
        [
            176901,
            176901,
            67828,
            279391,
            279391,
            90143
        ],
        [
            -50758,
            -36656,
            -50758,
            -121087,
            -121087,
            -81010
        ],
        [
            81,
            70,
            91,
            81,
            70,
            91
        ],
        [
            91,
            80,
            101,
            91,
            80,
            101
        ],
        [
            71,
            61,
            82,
            71,
            61,
            82
        ],
        [
            11026,
            4784,
            6242,
            11026,
            4784,
            6242
        ],
        [
            44.453851,
            55.787185,
            44.453851,
            44.453851,
            55.787185,
            44.453851
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326543,
            -134084,
            -245904,
            -506241,
            -689303,
            -389948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11475,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597881600000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759532012755,
    "expiration_time": 1764478800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "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)