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Trade: SNX/USDT/480/KCL/DCL/8317

Strategy
SNX/USDT/480/KCL/DCL/8317
Pair
SNX_USDT
Interval
8h
Score
606581
Daily Profit
0.162445
Profit Factor
4.437612
Profitability
64.705882
Streak
0.000000
Best Strategy
Training Data Length
1905.330000
Evaluation Time
2025-09-26 15:15
Expiration Time
2025-11-22 13:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 525877.4706 309511.3832 216366.0875 666657.0879 2559033.9864 -1892376.8985
Total P&L (%) 525.8775 309.5114 216.3661 666.6571 2559.034 -1892.3769
Avg Daily Profit (%) 0.276 0.1624 0.1136 0.107 0.1723 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141909 -21298 -123077 -8482854 -969837 -7768090
Profit Factor 2.6717 4.4376 1.9636 1.0613 2.102 0.7788
Total Trades 67 34 33 67 34 33
Winning Trades 44 22 22 44 22 22
Losing Trades 23 12 11 23 12 11
Profitability (%) 65.6716 64.7059 66.6667 65.6716 64.7059 66.6667
Ratio Avg Win / Avg Loss 1.3966 2.4205 0.9818 0.5548 1.1465 0.3894
Largest Winning Trade 73447 54746 73447 3410106 1430275 3410106
Largest Losing Trade -92300 -18356 -92300 -5225395 -724200 -5225395
Avg Bars in Trades 78 9 149 78 9 149
Avg Bars in Winners 100 9 191 100 9 191
Avg Bars in Losers 35 8 65 35 8 65
Bars Traded 5245 321 4924 5245 321 4924
Profit Streak 0 0 292.1773 0 0 292.1773
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -106295 606581 -37339 -323523 462744 -577674

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5716,
    "evaluation_days": 1905.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596700800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758888917952,
    "expiration_time": 1763812224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 85,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 34,
            "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": [
        [
            525877.4706150227,
            309511.3831508031,
            216366.0874642193,
            666657.0879412622,
            2559033.9863958457,
            -1892376.8984545826
        ],
        [
            525.877471,
            309.511383,
            216.366087,
            666.657088,
            2559.033986,
            -1892.376898
        ],
        [
            0.276003,
            0.162445,
            0.113558,
            0.106961,
            0.172326,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141909,
            -21298,
            -123077,
            -8482854,
            -969837,
            -7768090
        ],
        [
            2.671715,
            4.437612,
            1.963611,
            1.061285,
            2.101984,
            0.778817
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            65.671642,
            64.705882,
            66.666667,
            65.671642,
            64.705882,
            66.666667
        ],
        [
            1.396578,
            2.420516,
            0.981805,
            0.554763,
            1.146537,
            0.389409
        ],
        [
            73447,
            54746,
            73447,
            3410106,
            1430275,
            3410106
        ],
        [
            -92300,
            -18356,
            -92300,
            -5225395,
            -724200,
            -5225395
        ],
        [
            78,
            9,
            149,
            78,
            9,
            149
        ],
        [
            100,
            9,
            191,
            100,
            9,
            191
        ],
        [
            35,
            8,
            65,
            35,
            8,
            65
        ],
        [
            5245,
            321,
            4924,
            5245,
            321,
            4924
        ],
        [
            0,
            0,
            292.177291,
            0,
            0,
            292.177291
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106295,
            606581,
            -37339,
            -323523,
            462744,
            -577674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5716,
    "evaluation_days": 1905.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596700800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758888917952,
    "expiration_time": 1763812224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 85,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 34,
            "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)