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Trade: SNX/USDT/360/VWAP/LINREG/6929

Strategy
SNX/USDT/360/VWAP/LINREG/6929
Pair
SNX_USDT
Interval
6h
Score
454197
Daily Profit
0.169328
Profit Factor
1.271646
Profitability
75.816993
Streak
74.182573
Best Strategy
Training Data Length
1914.750000
Evaluation Time
2025-10-06 07:22
Expiration Time
2025-12-02 12:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324221.0289 216625.6477 107595.3812 -572290.9456 13117.1872 -585408.1327
Total P&L (%) 324.221 216.6256 107.5954 -572.2909 13.1172 -585.4081
Avg Daily Profit (%) 0.1693 0.1131 0.0562 0 0.0064 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175347 -99328 -177003 -3022643 -1366224 -2195666
Profit Factor 1.2716 1.3871 1.1697 0.949 1.0024 0.8972
Total Trades 306 153 153 306 153 153
Winning Trades 232 114 118 91 50 41
Losing Trades 74 39 35 215 103 112
Profitability (%) 75.817 74.5098 77.1242 29.7386 32.6797 26.7974
Ratio Avg Win / Avg Loss 0.4056 0.4745 0.347 2.2421 2.0649 2.451
Largest Winning Trade 36305 23308 36305 1181206 830729 1181206
Largest Losing Trade -175347 -50440 -175347 -430111 -289707 -430111
Avg Bars in Trades 24 23 25 24 23 25
Avg Bars in Winners 12 11 13 47 44 50
Avg Bars in Losers 60 57 63 14 13 15
Bars Traded 7423 3584 3838 7423 3584 3838
Profit Streak 74.1826 104.1826 74.1826 0 0 0
Trades During Streak 19 10 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454197 -37683 -147717 -585052 -476035 -599369
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7659,
    "evaluation_days": 1914.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724574326,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 183,
            "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": [
        [
            324221.0288842854,
            216625.6476981234,
            107595.3811861619,
            -572290.9455686875,
            13117.1871675829,
            -585408.1327362692
        ],
        [
            324.221029,
            216.625648,
            107.595381,
            -572.290946,
            13.117187,
            -585.408133
        ],
        [
            0.169328,
            0.113135,
            0.056193,
            0,
            0.006437,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175347,
            -99328,
            -177003,
            -3022643,
            -1366224,
            -2195666
        ],
        [
            1.271646,
            1.387116,
            1.169721,
            0.948969,
            1.002377,
            0.897232
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            232,
            114,
            118,
            91,
            50,
            41
        ],
        [
            74,
            39,
            35,
            215,
            103,
            112
        ],
        [
            75.816993,
            74.509804,
            77.124183,
            29.738562,
            32.679739,
            26.797386
        ],
        [
            0.405611,
            0.47454,
            0.346951,
            2.24207,
            2.064897,
            2.450975
        ],
        [
            36305,
            23308,
            36305,
            1181206,
            830729,
            1181206
        ],
        [
            -175347,
            -50440,
            -175347,
            -430111,
            -289707,
            -430111
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            12,
            11,
            13,
            47,
            44,
            50
        ],
        [
            60,
            57,
            63,
            14,
            13,
            15
        ],
        [
            7423,
            3584,
            3838,
            7423,
            3584,
            3838
        ],
        [
            74.182573,
            104.182573,
            74.182573,
            0,
            0,
            0
        ],
        [
            19,
            10,
            9,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454197,
            -37683,
            -147717,
            -585052,
            -476035,
            -599369
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7659,
    "evaluation_days": 1914.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724574326,
    "expiration_time": 1764671832000,
    "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": 183,
            "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)