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Trade: SNX/USDT/360/FWMA/LINREG/4359

Strategy
SNX/USDT/360/FWMA/LINREG/4359
Pair
SNX_USDT
Interval
6h
Score
467642
Daily Profit
0.210585
Profit Factor
1.373585
Profitability
76.229508
Streak
68.440772
Best Strategy
Training Data Length
1909.250000
Evaluation Time
2025-09-30 19:34
Expiration Time
2025-11-26 20:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402060.2831 247942.5362 154117.7469 -975922.8578 -264180.1103 -711742.7476
Total P&L (%) 402.0603 247.9425 154.1177 -975.9229 -264.1801 -711.7427
Avg Daily Profit (%) 0.2106 0.1299 0.0807 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155030 -86733 -164889 -2469061 -1182252 -1589980
Profit Factor 1.3736 1.4722 1.2796 0.8872 0.9386 0.8364
Total Trades 244 122 122 244 122 122
Winning Trades 186 90 96 63 33 30
Losing Trades 58 32 26 181 89 92
Profitability (%) 76.2295 73.7705 78.6885 25.8197 27.0492 24.5902
Ratio Avg Win / Avg Loss 0.4283 0.5235 0.3466 2.5489 2.5313 2.565
Largest Winning Trade 65655 65655 34932 822162 426782 822162
Largest Losing Trade -155030 -52541 -155030 -242468 -242468 -213421
Avg Bars in Trades 30 29 31 30 29 31
Avg Bars in Winners 16 14 18 66 66 65
Avg Bars in Losers 74 71 79 17 15 20
Bars Traded 7412 3558 3854 7412 3558 3854
Profit Streak 68.4408 98.6908 68.4408 0 0 0
Trades During Streak 15 8 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467642 -15220 -81532 -602925 -598735 -609851
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7637,
    "evaluation_days": 1909.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598205600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759250082718,
    "expiration_time": 1764182376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 182,
            "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": [
        [
            402060.2830934297,
            247942.5362423446,
            154117.7468510854,
            -975922.857822625,
            -264180.1102703129,
            -711742.7475523119
        ],
        [
            402.060283,
            247.942536,
            154.117747,
            -975.922858,
            -264.18011,
            -711.742748
        ],
        [
            0.210585,
            0.129864,
            0.080722,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155030,
            -86733,
            -164889,
            -2469061,
            -1182252,
            -1589980
        ],
        [
            1.373585,
            1.472231,
            1.279616,
            0.887197,
            0.938576,
            0.836405
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            186,
            90,
            96,
            63,
            33,
            30
        ],
        [
            58,
            32,
            26,
            181,
            89,
            92
        ],
        [
            76.229508,
            73.770492,
            78.688525,
            25.819672,
            27.04918,
            24.590164
        ],
        [
            0.428322,
            0.52346,
            0.346563,
            2.54893,
            2.53131,
            2.564976
        ],
        [
            65655,
            65655,
            34932,
            822162,
            426782,
            822162
        ],
        [
            -155030,
            -52541,
            -155030,
            -242468,
            -242468,
            -213421
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            16,
            14,
            18,
            66,
            66,
            65
        ],
        [
            74,
            71,
            79,
            17,
            15,
            20
        ],
        [
            7412,
            3558,
            3854,
            7412,
            3558,
            3854
        ],
        [
            68.440772,
            98.690772,
            68.440772,
            0,
            0,
            0
        ],
        [
            15,
            8,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467642,
            -15220,
            -81532,
            -602925,
            -598735,
            -609851
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7637,
    "evaluation_days": 1909.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598205600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759250082718,
    "expiration_time": 1764182376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 182,
            "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)