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Trade: SNX/USDT/240/WMA/SMA/9458

Strategy
SNX/USDT/240/WMA/SMA/9458
Pair
SNX_USDT
Interval
4h
Score
417939
Daily Profit
0.191776
Profit Factor
1.368511
Profitability
55.094340
Streak
12.485362
Best Strategy
Training Data Length
1909.170000
Evaluation Time
2025-09-30 18:38
Expiration Time
2025-11-26 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366132.5053 262720.7632 103411.742 -4737966.2028 -5088797.2481 350831.0454
Total P&L (%) 366.1325 262.7208 103.4117 -4737.9662 -5088.7972 350.831
Avg Daily Profit (%) 0.1918 0.1376 0.0542 0 0 0.0789
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235109 -97180 -236751 -16572797 -12708232 -8633058
Profit Factor 1.3685 1.5928 1.1879 0.9087 0.8171 1.0146
Total Trades 265 133 132 265 133 132
Winning Trades 146 72 74 129 64 65
Losing Trades 119 61 58 136 69 67
Profitability (%) 55.0943 54.1353 56.0606 48.6792 48.1203 49.2424
Ratio Avg Win / Avg Loss 1.1154 1.3494 0.9311 0.958 0.881 1.0458
Largest Winning Trade 46276 46276 35992 7993083 5448939 7993083
Largest Losing Trade -224728 -56337 -224728 -3541974 -3541974 -2550055
Avg Bars in Trades 41 46 37 41 46 37
Avg Bars in Winners 34 37 32 45 55 35
Avg Bars in Losers 50 56 43 38 37 39
Bars Traded 11059 6118 4941 11059 6118 4941
Profit Streak 12.4854 18.9854 12.4854 0 0 0
Trades During Streak 3 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417939 -5646 -134881 -579905 -581710 -292586
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11455,
    "evaluation_days": 1909.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596427200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246735312,
    "expiration_time": 1764182160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 2,
            "offset": 147
        }
    }
}
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": [
        [
            366132.5052831717,
            262720.763238244,
            103411.7420449277,
            -4737966.202763332,
            -5088797.248136207,
            350831.0453728673
        ],
        [
            366.132505,
            262.720763,
            103.411742,
            -4737.966203,
            -5088.797248,
            350.831045
        ],
        [
            0.191776,
            0.13761,
            0.054166,
            0,
            0,
            0.07891
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235109,
            -97180,
            -236751,
            -16572797,
            -12708232,
            -8633058
        ],
        [
            1.368511,
            1.592759,
            1.187909,
            0.908706,
            0.817126,
            1.014575
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            146,
            72,
            74,
            129,
            64,
            65
        ],
        [
            119,
            61,
            58,
            136,
            69,
            67
        ],
        [
            55.09434,
            54.135338,
            56.060606,
            48.679245,
            48.120301,
            49.242424
        ],
        [
            1.11543,
            1.34942,
            0.931064,
            0.958015,
            0.880964,
            1.045793
        ],
        [
            46276,
            46276,
            35992,
            7993083,
            5448939,
            7993083
        ],
        [
            -224728,
            -56337,
            -224728,
            -3541974,
            -3541974,
            -2550055
        ],
        [
            41,
            46,
            37,
            41,
            46,
            37
        ],
        [
            34,
            37,
            32,
            45,
            55,
            35
        ],
        [
            50,
            56,
            43,
            38,
            37,
            39
        ],
        [
            11059,
            6118,
            4941,
            11059,
            6118,
            4941
        ],
        [
            12.485362,
            18.985362,
            12.485362,
            0,
            0,
            0
        ],
        [
            3,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417939,
            -5646,
            -134881,
            -579905,
            -581710,
            -292586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11455,
    "evaluation_days": 1909.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596427200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246735312,
    "expiration_time": 1764182160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 2,
            "offset": 147
        }
    }
}

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)