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Trade: SNX/USDT/360/SUPERTREND/SSF/1881

Strategy
SNX/USDT/360/SUPERTREND/SSF/1881
Pair
SNX_USDT
Interval
6h
Score
346938
Daily Profit
0.193202
Profit Factor
1.349343
Profitability
63.529412
Streak
5.275187
Best Strategy
Training Data Length
1903.250000
Evaluation Time
2025-09-27 09:36
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 367711.9394 243493.9844 124217.955 -262388.5211 -286254.6549 23866.1337
Total P&L (%) 367.7119 243.494 124.218 -262.3885 -286.2547 23.8661
Avg Daily Profit (%) 0.1932 0.1279 0.0653 0 0 0.0112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176985 -65299 -181800 -853275 -480927 -625985
Profit Factor 1.3493 1.5743 1.1976 0.9058 0.763 1.0151
Total Trades 170 85 85 170 85 85
Winning Trades 108 56 52 62 30 32
Losing Trades 62 29 33 108 55 53
Profitability (%) 63.5294 65.8824 61.1765 36.4706 35.2941 37.6471
Ratio Avg Win / Avg Loss 0.7746 0.8152 0.76 1.5778 1.3989 1.6813
Largest Winning Trade 66776 66776 36406 510964 121830 510964
Largest Losing Trade -140951 -42635 -140951 -159141 -94591 -159141
Avg Bars in Trades 43 40 46 43 40 46
Avg Bars in Winners 35 31 40 53 53 52
Avg Bars in Losers 57 56 57 37 32 43
Bars Traded 7408 3416 3991 7408 3416 3991
Profit Streak 5.2752 0 14.5252 0 35.2752 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346938 -20121 -108604 -582371 -584614 -390023
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": 1758954976202,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 194,
            "offset": 0,
            "multiplier": 2.8513
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 169,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            367711.939448657,
            243493.9843992941,
            124217.9550493628,
            -262388.5211406472,
            -286254.6548533609,
            23866.1337127135
        ],
        [
            367.711939,
            243.493984,
            124.217955,
            -262.388521,
            -286.254655,
            23.866134
        ],
        [
            0.193202,
            0.127936,
            0.065266,
            0,
            0,
            0.011246
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176985,
            -65299,
            -181800,
            -853275,
            -480927,
            -625985
        ],
        [
            1.349343,
            1.574261,
            1.197621,
            0.905783,
            0.763012,
            1.015133
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            108,
            56,
            52,
            62,
            30,
            32
        ],
        [
            62,
            29,
            33,
            108,
            55,
            53
        ],
        [
            63.529412,
            65.882353,
            61.176471,
            36.470588,
            35.294118,
            37.647059
        ],
        [
            0.774623,
            0.815242,
            0.760029,
            1.577815,
            1.398856,
            1.681315
        ],
        [
            66776,
            66776,
            36406,
            510964,
            121830,
            510964
        ],
        [
            -140951,
            -42635,
            -140951,
            -159141,
            -94591,
            -159141
        ],
        [
            43,
            40,
            46,
            43,
            40,
            46
        ],
        [
            35,
            31,
            40,
            53,
            53,
            52
        ],
        [
            57,
            56,
            57,
            37,
            32,
            43
        ],
        [
            7408,
            3416,
            3991,
            7408,
            3416,
            3991
        ],
        [
            5.275187,
            0,
            14.525187,
            0,
            35.275188,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346938,
            -20121,
            -108604,
            -582371,
            -584614,
            -390023
        ]
    ]
}
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": 1758954976202,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 194,
            "offset": 0,
            "multiplier": 2.8513
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 169,
            "offset": 0,
            "poles": 3
        }
    }
}

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)