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Trade: SNX/USDT/480/HWMA/VWAP/1387

Strategy
SNX/USDT/480/HWMA/VWAP/1387
Pair
SNX_USDT
Interval
8h
Score
324297
Daily Profit
0.155898
Profit Factor
1.214217
Profitability
51.321586
Streak
4.169947
Best Strategy
Training Data Length
1905.000000
Evaluation Time
2025-09-26 07:04
Expiration Time
2025-11-22 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321849.2553 296984.8439 24864.4114 -64548.1995 36103.264 -100651.4635
Total P&L (%) 321.8493 296.9848 24.8644 -64.5482 36.1033 -100.6515
Avg Daily Profit (%) 0.169 0.1559 0.0131 -0.0544 0.0162 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186726 -140850 -163510 -150658 -101620 -176853
Profit Factor 1.1131 1.2142 1.017 0.9615 1.0449 0.8845
Total Trades 908 454 454 908 454 454
Winning Trades 479 233 246 479 233 246
Losing Trades 429 221 208 429 221 208
Profitability (%) 52.7533 51.3216 54.185 52.7533 51.3216 54.185
Ratio Avg Win / Avg Loss 0.9969 1.1517 0.8599 0.8611 0.9911 0.7478
Largest Winning Trade 106426 106426 29229 34017 34017 22901
Largest Losing Trade -42339 -37222 -42339 -56498 -42730 -56498
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 6 7 6 6 7 6
Bars Traded 5706 2927 2779 5706 2927 2779
Profit Streak 4.1699 4.1699 13.1699 4.1699 4.1699 13.1699
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84264 324297 -378370 -574584 -344421 -576637

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5715,
    "evaluation_days": 1905,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758859483428,
    "expiration_time": 1763782560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.84028,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            321849.2552745987,
            296984.8438795078,
            24864.411395091,
            -64548.1994824558,
            36103.263980493,
            -100651.4634629486
        ],
        [
            321.849255,
            296.984844,
            24.864411,
            -64.548199,
            36.103264,
            -100.651463
        ],
        [
            0.16895,
            0.155898,
            0.013052,
            -0.054421,
            0.016182,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186726,
            -140850,
            -163510,
            -150658,
            -101620,
            -176853
        ],
        [
            1.113073,
            1.214217,
            1.01703,
            0.961477,
            1.044879,
            0.884457
        ],
        [
            908,
            454,
            454,
            908,
            454,
            454
        ],
        [
            479,
            233,
            246,
            479,
            233,
            246
        ],
        [
            429,
            221,
            208,
            429,
            221,
            208
        ],
        [
            52.753304,
            51.321586,
            54.185022,
            52.753304,
            51.321586,
            54.185022
        ],
        [
            0.996886,
            1.151682,
            0.859928,
            0.861114,
            0.991066,
            0.747834
        ],
        [
            106426,
            106426,
            29229,
            34017,
            34017,
            22901
        ],
        [
            -42339,
            -37222,
            -42339,
            -56498,
            -42730,
            -56498
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            5706,
            2927,
            2779,
            5706,
            2927,
            2779
        ],
        [
            4.169947,
            4.169947,
            13.169947,
            4.169947,
            4.169947,
            13.169947
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84264,
            324297,
            -378370,
            -574584,
            -344421,
            -576637
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5715,
    "evaluation_days": 1905,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758859483428,
    "expiration_time": 1763782560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.84028,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)