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Trade: SNX/USDT/360/FWMA/HMA/8136

Strategy
SNX/USDT/360/FWMA/HMA/8136
Pair
SNX_USDT
Interval
6h
Score
382811
Daily Profit
0.149275
Profit Factor
1.241188
Profitability
73.600000
Streak
66.970785
Best Strategy
Training Data Length
1907.500000
Evaluation Time
2025-09-29 02:17
Expiration Time
2025-11-25 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284742.9426 204608.105 80134.8376 -79685.9029 275071.0396 -354756.9426
Total P&L (%) 284.7429 204.6081 80.1348 -79.6859 275.071 -354.7569
Avg Daily Profit (%) 0.1493 0.1073 0.042 -0.0835 0.0693 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165766 -97340 -169335 -895109 -261829 -848079
Profit Factor 1.2412 1.3909 1.1219 0.9766 1.1877 0.8171
Total Trades 250 125 125 250 125 125
Winning Trades 184 88 96 98 49 49
Losing Trades 66 37 29 152 76 76
Profitability (%) 73.6 70.4 76.8 39.2 39.2 39.2
Ratio Avg Win / Avg Loss 0.4452 0.5848 0.3389 1.5147 1.8422 1.2674
Largest Winning Trade 39090 39090 31509 318709 312700 318709
Largest Losing Trade -165766 -54097 -165766 -331859 -95083 -331859
Avg Bars in Trades 29 27 30 29 27 30
Avg Bars in Winners 15 14 17 44 42 45
Avg Bars in Losers 67 60 76 19 18 21
Bars Traded 7349 3491 3858 7349 3491 3858
Profit Streak 66.9708 96.4708 66.9708 66.9708 96.4708 66.9708
Trades During Streak 13 7 6 13 7 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382811 -46592 -219791 -578910 -115897 -581991
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7630,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599501600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759101475847,
    "expiration_time": 1764026640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 228,
            "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": [
        [
            284742.9426331279,
            204608.1050443657,
            80134.8375887624,
            -79685.902945286,
            275071.0396299716,
            -354756.942575258
        ],
        [
            284.742943,
            204.608105,
            80.134838,
            -79.685903,
            275.07104,
            -354.756943
        ],
        [
            0.149275,
            0.107265,
            0.04201,
            -0.083522,
            0.069327,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165766,
            -97340,
            -169335,
            -895109,
            -261829,
            -848079
        ],
        [
            1.241188,
            1.390946,
            1.12193,
            0.976597,
            1.187739,
            0.817119
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            184,
            88,
            96,
            98,
            49,
            49
        ],
        [
            66,
            37,
            29,
            152,
            76,
            76
        ],
        [
            73.6,
            70.4,
            76.8,
            39.2,
            39.2,
            39.2
        ],
        [
            0.445209,
            0.58483,
            0.338916,
            1.514723,
            1.842207,
            1.267368
        ],
        [
            39090,
            39090,
            31509,
            318709,
            312700,
            318709
        ],
        [
            -165766,
            -54097,
            -165766,
            -331859,
            -95083,
            -331859
        ],
        [
            29,
            27,
            30,
            29,
            27,
            30
        ],
        [
            15,
            14,
            17,
            44,
            42,
            45
        ],
        [
            67,
            60,
            76,
            19,
            18,
            21
        ],
        [
            7349,
            3491,
            3858,
            7349,
            3491,
            3858
        ],
        [
            66.970785,
            96.470785,
            66.970785,
            66.970785,
            96.470785,
            66.970785
        ],
        [
            13,
            7,
            6,
            13,
            7,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382811,
            -46592,
            -219791,
            -578910,
            -115897,
            -581991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7630,
    "evaluation_days": 1907.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599501600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759101475847,
    "expiration_time": 1764026640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 228,
            "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)