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Trade: SNX/USDT/240/WMA/ALMA/1136

Strategy
SNX/USDT/240/WMA/ALMA/1136
Pair
SNX_USDT
Interval
4h
Score
331775
Daily Profit
0.153673
Profit Factor
1.310119
Profitability
48.672566
Streak
31.696173
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-10-09 11:42
Expiration Time
2025-12-05 22:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317568.1678 294745.5798 22822.5879 -58785.3177 1311228.6155 -1370013.9332
Total P&L (%) 317.5682 294.7456 22.8226 -58.7853 1311.2286 -1370.0139
Avg Daily Profit (%) 0.1656 0.1537 0.0119 -0.0462 0.1381 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -263688 -148343 -179164 -1911760 -540806 -2102272
Profit Factor 1.1621 1.3101 1.0226 0.9933 1.3679 0.7362
Total Trades 452 226 226 452 226 226
Winning Trades 225 110 115 225 110 115
Losing Trades 227 116 111 227 116 111
Profitability (%) 49.7788 48.6726 50.885 49.7788 48.6726 50.885
Ratio Avg Win / Avg Loss 1.1724 1.3816 0.9871 1.0021 1.4425 0.7106
Largest Winning Trade 66315 66315 43716 332796 332796 240639
Largest Losing Trade -61251 -30913 -61251 -769126 -221737 -769126
Avg Bars in Trades 25 25 24 25 25 24
Avg Bars in Winners 26 26 25 26 26 25
Avg Bars in Losers 24 25 23 24 25 23
Bars Traded 11359 5818 5541 11359 5818 5541
Profit Streak 8.3628 31.6962 8.3628 8.3628 31.6962 8.3628
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -31191 331775 -377555 -575431 -5904 -579086
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11508,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596096000000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1759999349396,
    "expiration_time": 1764968256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 33,
            "offset": 90
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 126,
            "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": [
        [
            317568.1677764069,
            294745.579837333,
            22822.5879390742,
            -58785.3177424772,
            1311228.6154977116,
            -1370013.9332401894
        ],
        [
            317.568168,
            294.74558,
            22.822588,
            -58.785318,
            1311.228615,
            -1370.013933
        ],
        [
            0.165573,
            0.153673,
            0.011899,
            -0.046203,
            0.138106,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -263688,
            -148343,
            -179164,
            -1911760,
            -540806,
            -2102272
        ],
        [
            1.162118,
            1.310119,
            1.022632,
            0.993287,
            1.36789,
            0.736163
        ],
        [
            452,
            226,
            226,
            452,
            226,
            226
        ],
        [
            225,
            110,
            115,
            225,
            110,
            115
        ],
        [
            227,
            116,
            111,
            227,
            116,
            111
        ],
        [
            49.778761,
            48.672566,
            50.884956,
            49.778761,
            48.672566,
            50.884956
        ],
        [
            1.172448,
            1.381581,
            0.987062,
            1.002116,
            1.442502,
            0.710557
        ],
        [
            66315,
            66315,
            43716,
            332796,
            332796,
            240639
        ],
        [
            -61251,
            -30913,
            -61251,
            -769126,
            -221737,
            -769126
        ],
        [
            25,
            25,
            24,
            25,
            25,
            24
        ],
        [
            26,
            26,
            25,
            26,
            26,
            25
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            11359,
            5818,
            5541,
            11359,
            5818,
            5541
        ],
        [
            8.36284,
            31.696173,
            8.36284,
            8.36284,
            31.696174,
            8.36284
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -31191,
            331775,
            -377555,
            -575431,
            -5904,
            -579086
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11508,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596096000000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1759999349396,
    "expiration_time": 1764968256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 33,
            "offset": 90
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 126,
            "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)