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Trade: SNX/USDT/480/MIDPOINT/PWMA/7329

Strategy
SNX/USDT/480/MIDPOINT/PWMA/7329
Pair
SNX_USDT
Interval
8h
Score
383862
Daily Profit
0.161227
Profit Factor
1.416946
Profitability
68.595041
Streak
79.150639
Best Strategy
Training Data Length
1906.670000
Evaluation Time
2025-09-27 22:36
Expiration Time
2025-11-23 22:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307406.4555 230973.4273 76433.0282 -2075007.4302 -3554463.7557 1479456.3255
Total P&L (%) 307.4065 230.9734 76.433 -2075.0074 -3554.4638 1479.4563
Avg Daily Profit (%) 0.1612 0.1211 0.0401 0 0 0.1448
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227691 -68826 -236361 -10180555 -4492991 -5886316
Profit Factor 1.4169 1.7641 1.1757 0.895 0.6356 1.148
Total Trades 121 61 60 121 61 60
Winning Trades 83 40 43 40 24 16
Losing Trades 38 21 17 81 37 44
Profitability (%) 68.595 65.5738 71.6667 33.0579 39.3443 26.6667
Ratio Avg Win / Avg Loss 0.6487 0.9262 0.4648 1.8123 0.9799 3.1569
Largest Winning Trade 54079 54079 32033 6732285 1365967 6732285
Largest Losing Trade -227691 -57593 -227691 -1625604 -1625604 -1360093
Avg Bars in Trades 45 52 39 45 52 39
Avg Bars in Winners 27 29 25 76 88 58
Avg Bars in Losers 85 95 73 30 28 31
Bars Traded 5535 3190 2345 5535 3190 2345
Profit Streak 79.1506 79.1506 119.1506 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383862 -189011 -333296 -584267 -746880 -247863
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5720,
    "evaluation_days": 1906.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598313600000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759001815253,
    "expiration_time": 1763930880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 141,
            "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": [
        [
            307406.4555350759,
            230973.4272897516,
            76433.0282453242,
            -2075007.4301743398,
            -3554463.7556887376,
            1479456.3255143985
        ],
        [
            307.406456,
            230.973427,
            76.433028,
            -2075.00743,
            -3554.463756,
            1479.456326
        ],
        [
            0.161227,
            0.12114,
            0.040087,
            0,
            0,
            0.144842
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227691,
            -68826,
            -236361,
            -10180555,
            -4492991,
            -5886316
        ],
        [
            1.416946,
            1.764126,
            1.175704,
            0.894958,
            0.635609,
            1.147952
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            83,
            40,
            43,
            40,
            24,
            16
        ],
        [
            38,
            21,
            17,
            81,
            37,
            44
        ],
        [
            68.595041,
            65.57377,
            71.666667,
            33.057851,
            39.344262,
            26.666667
        ],
        [
            0.648722,
            0.926166,
            0.464813,
            1.81229,
            0.979897,
            3.156867
        ],
        [
            54079,
            54079,
            32033,
            6732285,
            1365967,
            6732285
        ],
        [
            -227691,
            -57593,
            -227691,
            -1625604,
            -1625604,
            -1360093
        ],
        [
            45,
            52,
            39,
            45,
            52,
            39
        ],
        [
            27,
            29,
            25,
            76,
            88,
            58
        ],
        [
            85,
            95,
            73,
            30,
            28,
            31
        ],
        [
            5535,
            3190,
            2345,
            5535,
            3190,
            2345
        ],
        [
            79.150639,
            79.150639,
            119.150639,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            383862,
            -189011,
            -333296,
            -584267,
            -746880,
            -247863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5720,
    "evaluation_days": 1906.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598313600000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759001815253,
    "expiration_time": 1763930880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 141,
            "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)