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Trade: SNX/USDT/360/BBL/VWMA/8131

Strategy
SNX/USDT/360/BBL/VWMA/8131
Pair
SNX_USDT
Interval
6h
Score
334349
Daily Profit
0.215304
Profit Factor
1.524322
Profitability
58.823529
Streak
2.230145
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-06 02:31
Expiration Time
2025-12-02 06:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412199.4767 335895.7652 76303.7115 58855.6631 -371845.6658 430701.3288
Total P&L (%) 412.1995 335.8958 76.3037 58.8557 -371.8457 430.7013
Avg Daily Profit (%) 0.2153 0.1754 0.0399 0.0242 0 0.0872
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151716 -136325 -37069 -1600303 -1822912 -192802
Profit Factor 1.5243 1.5211 1.5391 1.0115 0.9154 1.6025
Total Trades 153 76 77 153 76 77
Winning Trades 90 41 49 90 41 49
Losing Trades 63 35 28 63 35 28
Profitability (%) 58.8235 53.9474 63.6364 58.8235 53.9474 63.6364
Ratio Avg Win / Avg Loss 1.067 1.2985 0.8795 0.7081 0.7814 0.9157
Largest Winning Trade 79579 79579 15271 562993 562993 180720
Largest Losing Trade -64661 -64661 -12892 -841755 -841755 -76341
Avg Bars in Trades 49 95 4 49 95 4
Avg Bars in Winners 29 59 4 29 59 4
Avg Bars in Losers 78 138 3 78 138 3
Bars Traded 7614 7274 340 7614 7274 340
Profit Streak 2.2301 0 4.2301 2.2301 0 4.2301
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334349 -40100 -179427 -370750 -629724 -115903
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7658,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595073600000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759707084552,
    "expiration_time": 1764649584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 3.27433
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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": [
        [
            412199.4766898071,
            335895.765202341,
            76303.7114874661,
            58855.6630761596,
            -371845.6657556277,
            430701.328831788
        ],
        [
            412.199477,
            335.895765,
            76.303711,
            58.855663,
            -371.845666,
            430.701329
        ],
        [
            0.215304,
            0.175448,
            0.039856,
            0.024178,
            0,
            0.087216
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151716,
            -136325,
            -37069,
            -1600303,
            -1822912,
            -192802
        ],
        [
            1.524322,
            1.521074,
            1.539118,
            1.011522,
            0.915358,
            1.602474
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            90,
            41,
            49,
            90,
            41,
            49
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            58.823529,
            53.947368,
            63.636364,
            58.823529,
            53.947368,
            63.636364
        ],
        [
            1.067026,
            1.298477,
            0.879496,
            0.708066,
            0.781403,
            0.915699
        ],
        [
            79579,
            79579,
            15271,
            562993,
            562993,
            180720
        ],
        [
            -64661,
            -64661,
            -12892,
            -841755,
            -841755,
            -76341
        ],
        [
            49,
            95,
            4,
            49,
            95,
            4
        ],
        [
            29,
            59,
            4,
            29,
            59,
            4
        ],
        [
            78,
            138,
            3,
            78,
            138,
            3
        ],
        [
            7614,
            7274,
            340,
            7614,
            7274,
            340
        ],
        [
            2.230145,
            0,
            4.230145,
            2.230145,
            0,
            4.230145
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334349,
            -40100,
            -179427,
            -370750,
            -629724,
            -115903
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7658,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595073600000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759707084552,
    "expiration_time": 1764649584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 3.27433
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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)