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Trade: SNX/USDT/360/FWMA/SUPERTREND/4605

Strategy
SNX/USDT/360/FWMA/SUPERTREND/4605
Pair
SNX_USDT
Interval
6h
Score
366898
Daily Profit
0.171234
Profit Factor
1.301267
Profitability
62.679426
Streak
42.233648
Best Strategy
Training Data Length
1903.250000
Evaluation Time
2025-09-25 20:36
Expiration Time
2025-11-20 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 325900.81 189856.3123 136044.4977 39868.5401 -692320.273 732188.8131
Total P&L (%) 325.9008 189.8563 136.0445 39.8685 -692.3203 732.1888
Avg Daily Profit (%) 0.1712 0.0998 0.0715 0.0176 0 0.1114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -264843 -185005 -81907 -2077927 -1729473 -743076
Profit Factor 1.3013 1.296 1.3089 1.0049 0.8711 1.2694
Total Trades 209 105 104 209 105 104
Winning Trades 131 67 64 131 67 64
Losing Trades 78 38 40 78 38 40
Profitability (%) 62.6794 63.8095 61.5385 62.6794 63.8095 61.5385
Ratio Avg Win / Avg Loss 0.7748 0.735 0.8181 0.5984 0.494 0.7934
Largest Winning Trade 32012 32012 20544 370354 370354 295500
Largest Losing Trade -58118 -57461 -58118 -734484 -734484 -725880
Avg Bars in Trades 35 43 27 35 43 27
Avg Bars in Winners 18 16 21 18 16 21
Avg Bars in Losers 64 92 37 64 92 37
Bars Traded 7445 4590 2856 7445 4590 2856
Profit Streak 42.2336 48.9836 42.2336 42.2336 48.9836 42.2336
Trades During Streak 9 5 4 9 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366898 -58342 -96030 -383911 -577712 -42639

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7613,
    "evaluation_days": 1903.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821787235,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 217,
            "offset": 0,
            "multiplier": 2.7276
        }
    }
}
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": [
        [
            325900.810009552,
            189856.3122707446,
            136044.4977388074,
            39868.5401481023,
            -692320.2729814306,
            732188.8131295333
        ],
        [
            325.90081,
            189.856312,
            136.044498,
            39.86854,
            -692.320273,
            732.188813
        ],
        [
            0.171234,
            0.099754,
            0.07148,
            0.017631,
            0,
            0.111392
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -264843,
            -185005,
            -81907,
            -2077927,
            -1729473,
            -743076
        ],
        [
            1.301267,
            1.295997,
            1.308943,
            1.00493,
            0.871068,
            1.269376
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            131,
            67,
            64,
            131,
            67,
            64
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            62.679426,
            63.809524,
            61.538462,
            62.679426,
            63.809524,
            61.538462
        ],
        [
            0.7748,
            0.735043,
            0.81809,
            0.598355,
            0.494038,
            0.79336
        ],
        [
            32012,
            32012,
            20544,
            370354,
            370354,
            295500
        ],
        [
            -58118,
            -57461,
            -58118,
            -734484,
            -734484,
            -725880
        ],
        [
            35,
            43,
            27,
            35,
            43,
            27
        ],
        [
            18,
            16,
            21,
            18,
            16,
            21
        ],
        [
            64,
            92,
            37,
            64,
            92,
            37
        ],
        [
            7445,
            4590,
            2856,
            7445,
            4590,
            2856
        ],
        [
            42.233648,
            48.983648,
            42.233648,
            42.233648,
            48.983649,
            42.233649
        ],
        [
            9,
            5,
            4,
            9,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366898,
            -58342,
            -96030,
            -383911,
            -577712,
            -42639
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7613,
    "evaluation_days": 1903.25,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821787235,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 217,
            "offset": 0,
            "multiplier": 2.7276
        }
    }
}

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)