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Trade: SNX/USDT/360/HWMA/SINWMA/7540

Strategy
SNX/USDT/360/HWMA/SINWMA/7540
Pair
SNX_USDT
Interval
6h
Score
340279
Daily Profit
0.155433
Profit Factor
1.238130
Profitability
52.631579
Streak
0.000000
Best Strategy
Training Data Length
1916.500000
Evaluation Time
2025-10-08 03:12
Expiration Time
2025-12-04 07:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297886.9987 264884.0491 33002.9496 -63498.4266 23573.8585 -87072.2851
Total P&L (%) 297.887 264.884 33.003 -63.4984 23.5739 -87.0723
Avg Daily Profit (%) 0.1554 0.1382 0.0172 -0.0526 0.011 -0.1067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202216 -116462 -112515 -251437 -158364 -163843
Profit Factor 1.2381 1.5027 1.0456 0.9449 1.048 0.8685
Total Trades 361 180 181 361 180 181
Winning Trades 190 94 96 190 94 96
Losing Trades 171 86 85 171 86 85
Profitability (%) 52.6316 52.2222 53.0387 52.6316 52.2222 53.0387
Ratio Avg Win / Avg Loss 1.1143 1.3748 0.9258 0.8504 0.9588 0.769
Largest Winning Trade 259029 259029 42182 129599 129599 41322
Largest Losing Trade -67251 -38722 -67251 -83849 -54157 -83849
Avg Bars in Trades 20 17 23 20 17 23
Avg Bars in Winners 24 20 28 24 20 28
Avg Bars in Losers 15 14 17 15 14 17
Bars Traded 7326 3115 4211 7326 3115 4211
Profit Streak 0 14.7589 0 0 14.7589 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340279 -5659 -343680 -578271 -350404 -579713
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7666,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597860000000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759882366187,
    "expiration_time": 1764827568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 165,
            "na": 0.2,
            "nb": 0.96601,
            "nc": 0.50364
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "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": [
        [
            297886.9986779969,
            264884.0490732589,
            33002.9496047375,
            -63498.426587562,
            23573.8584697204,
            -87072.2850572824
        ],
        [
            297.886999,
            264.884049,
            33.00295,
            -63.498427,
            23.573858,
            -87.072285
        ],
        [
            0.155433,
            0.138212,
            0.01722,
            -0.052572,
            0.011045,
            -0.10669
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202216,
            -116462,
            -112515,
            -251437,
            -158364,
            -163843
        ],
        [
            1.23813,
            1.502722,
            1.045582,
            0.94492,
            1.048031,
            0.868479
        ],
        [
            361,
            180,
            181,
            361,
            180,
            181
        ],
        [
            190,
            94,
            96,
            190,
            94,
            96
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            52.631579,
            52.222222,
            53.038674,
            52.631579,
            52.222222,
            53.038674
        ],
        [
            1.114317,
            1.374831,
            0.925775,
            0.850428,
            0.958837,
            0.768966
        ],
        [
            259029,
            259029,
            42182,
            129599,
            129599,
            41322
        ],
        [
            -67251,
            -38722,
            -67251,
            -83849,
            -54157,
            -83849
        ],
        [
            20,
            17,
            23,
            20,
            17,
            23
        ],
        [
            24,
            20,
            28,
            24,
            20,
            28
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            7326,
            3115,
            4211,
            7326,
            3115,
            4211
        ],
        [
            0,
            14.758868,
            0,
            0,
            14.758868,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340279,
            -5659,
            -343680,
            -578271,
            -350404,
            -579713
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7666,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597860000000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759882366187,
    "expiration_time": 1764827568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 165,
            "na": 0.2,
            "nb": 0.96601,
            "nc": 0.50364
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "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)