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Trade: SNX/USDT/360/RMA/SWMA/8337

Strategy
SNX/USDT/360/RMA/SWMA/8337
Pair
SNX_USDT
Interval
6h
Score
353718
Daily Profit
0.215405
Profit Factor
1.365382
Profitability
50.555556
Streak
16.439434
Best Strategy
Training Data Length
1903.250000
Evaluation Time
2025-09-25 19:32
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 409969.6466 297503.658 112465.9886 65875.6567 -263447.2316 329322.8883
Total P&L (%) 409.9696 297.5037 112.466 65.8757 -263.4472 329.3229
Avg Daily Profit (%) 0.2154 0.1563 0.0591 0.0266 0 0.0766
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186149 -99361 -122065 -1690170 -1336474 -784755
Profit Factor 1.3654 1.5086 1.2094 1.0112 0.9207 1.1294
Total Trades 180 90 90 180 90 90
Winning Trades 91 42 49 91 42 49
Losing Trades 89 48 41 89 48 41
Profitability (%) 50.5556 46.6667 54.4444 50.5556 46.6667 54.4444
Ratio Avg Win / Avg Loss 1.3354 1.7241 1.0119 0.989 1.0522 0.945
Largest Winning Trade 103622 103622 45401 412150 365115 412150
Largest Losing Trade -58301 -37570 -58301 -569809 -569809 -507727
Avg Bars in Trades 41 37 46 41 37 46
Avg Bars in Winners 34 33 35 34 33 35
Avg Bars in Losers 49 41 59 49 41 59
Bars Traded 7515 3368 4148 7515 3368 4148
Profit Streak 16.4394 0 38.9394 16.4394 0 38.9394
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353718 291873 -113236 -365874 -580721 -169248

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": 1595397600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817967112,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "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": [
        [
            409969.6465649437,
            297503.6579711346,
            112465.9885938088,
            65875.6566603876,
            -263447.2316450475,
            329322.8883054354
        ],
        [
            409.969647,
            297.503658,
            112.465989,
            65.875657,
            -263.447232,
            329.322888
        ],
        [
            0.215405,
            0.156313,
            0.059092,
            0.026593,
            0,
            0.076585
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186149,
            -99361,
            -122065,
            -1690170,
            -1336474,
            -784755
        ],
        [
            1.365382,
            1.508627,
            1.20939,
            1.011231,
            0.920679,
            1.129443
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            89,
            48,
            41,
            89,
            48,
            41
        ],
        [
            50.555556,
            46.666667,
            54.444444,
            50.555556,
            46.666667,
            54.444444
        ],
        [
            1.335374,
            1.724145,
            1.011938,
            0.989006,
            1.052205,
            0.945045
        ],
        [
            103622,
            103622,
            45401,
            412150,
            365115,
            412150
        ],
        [
            -58301,
            -37570,
            -58301,
            -569809,
            -569809,
            -507727
        ],
        [
            41,
            37,
            46,
            41,
            37,
            46
        ],
        [
            34,
            33,
            35,
            34,
            33,
            35
        ],
        [
            49,
            41,
            59,
            49,
            41,
            59
        ],
        [
            7515,
            3368,
            4148,
            7515,
            3368,
            4148
        ],
        [
            16.439434,
            0,
            38.939434,
            16.439434,
            0,
            38.939434
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353718,
            291873,
            -113236,
            -365874,
            -580721,
            -169248
        ]
    ]
}
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": 1595397600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817967112,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "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)