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Trade: SNX/USDT/360/VWAP/LINREG/6582

Strategy
SNX/USDT/360/VWAP/LINREG/6582
Pair
SNX_USDT
Interval
6h
Score
447268
Daily Profit
0.177190
Profit Factor
1.273099
Profitability
73.817035
Streak
47.534196
Best Strategy
Training Data Length
1903.250000
Evaluation Time
2025-09-25 15:49
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 337237.2205 205680.1761 131557.0444 -79795.5686 14709.5463 -94505.1149
Total P&L (%) 337.2372 205.6802 131.557 -79.7956 14.7095 -94.5051
Avg Daily Profit (%) 0.1772 0.1081 0.0691 -0.084 0.0072 -0.1523
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161041 -70287 -180392 -176435 -41557 -189098
Profit Factor 1.2731 1.3938 1.1846 0.8561 1.0779 0.7415
Total Trades 317 159 158 317 159 158
Winning Trades 234 113 121 234 113 121
Losing Trades 83 46 37 83 46 37
Profitability (%) 73.817 71.0692 76.5823 73.817 71.0692 76.5823
Ratio Avg Win / Avg Loss 0.4516 0.5674 0.3622 0.3036 0.4388 0.2267
Largest Winning Trade 29468 29468 28842 27686 24068 27686
Largest Losing Trade -86310 -40049 -86310 -96836 -23063 -96836
Avg Bars in Trades 23 21 25 23 21 25
Avg Bars in Winners 13 12 15 13 12 15
Avg Bars in Losers 50 46 56 50 46 56
Bars Traded 7448 3497 3951 7448 3497 3951
Profit Streak 47.5342 47.5342 64.0342 47.5342 47.5342 64.0342
Trades During Streak 12 6 6 12 6 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447268 -44864 -114192 -574032 -334060 -575229

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": 1597341600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758804554583,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 142,
            "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": [
        [
            337237.2204522149,
            205680.1760830961,
            131557.0443691191,
            -79795.5686487619,
            14709.5462960163,
            -94505.1149447782
        ],
        [
            337.23722,
            205.680176,
            131.557044,
            -79.795569,
            14.709546,
            -94.505115
        ],
        [
            0.17719,
            0.108068,
            0.069122,
            -0.083993,
            0.007211,
            -0.152326
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161041,
            -70287,
            -180392,
            -176435,
            -41557,
            -189098
        ],
        [
            1.273099,
            1.393783,
            1.184633,
            0.856064,
            1.07793,
            0.741526
        ],
        [
            317,
            159,
            158,
            317,
            159,
            158
        ],
        [
            234,
            113,
            121,
            234,
            113,
            121
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            73.817035,
            71.069182,
            76.582278,
            73.817035,
            71.069182,
            76.582278
        ],
        [
            0.451569,
            0.567381,
            0.362243,
            0.303646,
            0.438803,
            0.226748
        ],
        [
            29468,
            29468,
            28842,
            27686,
            24068,
            27686
        ],
        [
            -86310,
            -40049,
            -86310,
            -96836,
            -23063,
            -96836
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            13,
            12,
            15,
            13,
            12,
            15
        ],
        [
            50,
            46,
            56,
            50,
            46,
            56
        ],
        [
            7448,
            3497,
            3951,
            7448,
            3497,
            3951
        ],
        [
            47.534196,
            47.534196,
            64.034196,
            47.534197,
            47.534197,
            64.034197
        ],
        [
            12,
            6,
            6,
            12,
            6,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447268,
            -44864,
            -114192,
            -574032,
            -334060,
            -575229
        ]
    ]
}
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": 1597341600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758804554583,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 142,
            "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)