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Trade: SNX/USDT/360/SUPERTREND/SSF/6397

Strategy
SNX/USDT/360/SUPERTREND/SSF/6397
Pair
SNX_USDT
Interval
6h
Score
371490
Daily Profit
0.205532
Profit Factor
1.356557
Profitability
64.171123
Streak
15.254105
Best Strategy
Training Data Length
1909.000000
Evaluation Time
2025-09-30 15:05
Expiration Time
2025-11-26 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392360.8606 292608.5804 99752.2802 -139041.1111 -281898.9615 142857.8504
Total P&L (%) 392.3609 292.6086 99.7523 -139.0411 -281.899 142.8579
Avg Daily Profit (%) 0.2055 0.1533 0.0523 0 0 0.0465
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178380 -84281 -188174 -828621 -360021 -494729
Profit Factor 1.3566 1.6204 1.1586 0.9057 0.5607 1.1714
Total Trades 187 94 93 187 94 93
Winning Trades 120 59 61 71 38 33
Losing Trades 67 35 32 116 56 60
Profitability (%) 64.1711 62.766 65.5914 37.9679 40.4255 35.4839
Ratio Avg Win / Avg Loss 0.7574 0.9612 0.6078 1.4798 0.8263 2.1298
Largest Winning Trade 94120 94120 40590 595301 55698 595301
Largest Losing Trade -126613 -38807 -126613 -136972 -68036 -136972
Avg Bars in Trades 40 41 38 40 41 38
Avg Bars in Winners 33 36 31 49 52 45
Avg Bars in Losers 50 50 51 34 34 34
Bars Traded 7484 3920 3563 7484 3920 3563
Profit Streak 15.2541 15.2541 17.7541 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371490 340103 -168255 -582811 -584804 -167650
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7636,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594728000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759233954696,
    "expiration_time": 1764160128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 20,
            "offset": 246,
            "multiplier": 3.21995
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "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": [
        [
            392360.8605601593,
            292608.5803793357,
            99752.2801808236,
            -139041.1110790735,
            -281898.9615060971,
            142857.8504270235
        ],
        [
            392.360861,
            292.60858,
            99.75228,
            -139.041111,
            -281.898962,
            142.85785
        ],
        [
            0.205532,
            0.153278,
            0.052254,
            0,
            0,
            0.046491
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178380,
            -84281,
            -188174,
            -828621,
            -360021,
            -494729
        ],
        [
            1.356557,
            1.620386,
            1.158649,
            0.905745,
            0.56067,
            1.171395
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            120,
            59,
            61,
            71,
            38,
            33
        ],
        [
            67,
            35,
            32,
            116,
            56,
            60
        ],
        [
            64.171123,
            62.765957,
            65.591398,
            37.967914,
            40.425532,
            35.483871
        ],
        [
            0.757411,
            0.961246,
            0.607816,
            1.479808,
            0.826251,
            2.12981
        ],
        [
            94120,
            94120,
            40590,
            595301,
            55698,
            595301
        ],
        [
            -126613,
            -38807,
            -126613,
            -136972,
            -68036,
            -136972
        ],
        [
            40,
            41,
            38,
            40,
            41,
            38
        ],
        [
            33,
            36,
            31,
            49,
            52,
            45
        ],
        [
            50,
            50,
            51,
            34,
            34,
            34
        ],
        [
            7484,
            3920,
            3563,
            7484,
            3920,
            3563
        ],
        [
            15.254105,
            15.254105,
            17.754105,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371490,
            340103,
            -168255,
            -582811,
            -584804,
            -167650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7636,
    "evaluation_days": 1909,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594728000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759233954696,
    "expiration_time": 1764160128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 20,
            "offset": 246,
            "multiplier": 3.21995
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "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)