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Trade: SNX/USDT/480/MIDPRICE/HWMA/4255

Strategy
SNX/USDT/480/MIDPRICE/HWMA/4255
Pair
SNX_USDT
Interval
8h
Score
431176
Daily Profit
0.246605
Profit Factor
1.273213
Profitability
54.014599
Streak
11.352864
Best Strategy
Training Data Length
1905.000000
Evaluation Time
2025-09-26 11:28
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 469781.771 330938.7299 138843.0411 227115.1605 39180.6272 187934.5334
Total P&L (%) 469.7818 330.9387 138.843 227.1152 39.1806 187.9345
Avg Daily Profit (%) 0.2466 0.1737 0.0729 0.0622 0.0174 0.0555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191011 -120475 -177199 -486170 -467440 -269833
Profit Factor 1.2732 1.3951 1.1574 1.0817 1.028 1.1363
Total Trades 411 206 205 411 206 205
Winning Trades 222 106 116 222 106 116
Losing Trades 189 100 89 189 100 89
Profitability (%) 54.0146 51.4563 56.5854 54.0146 51.4563 56.5854
Ratio Avg Win / Avg Loss 1.084 1.3161 0.888 0.9209 0.9698 0.8719
Largest Winning Trade 82062 82062 37775 131513 106191 131513
Largest Losing Trade -43029 -38009 -43029 -131487 -131487 -91912
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 5648 2836 2812 5648 2836 2812
Profit Streak 11.3529 11.3529 16.0195 11.3529 11.3529 16.0195
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431176 348679 -142409 -238118 -361779 -188751

Evaluation Data

{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5715,
    "evaluation_days": 1905,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1595808000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758875287495,
    "expiration_time": 1763782560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 6,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.77205
        }
    }
}
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": [
        [
            469781.7709669931,
            330938.7298892369,
            138843.0410777557,
            227115.1605179202,
            39180.6271619061,
            187934.5333560142
        ],
        [
            469.781771,
            330.93873,
            138.843041,
            227.115161,
            39.180627,
            187.934533
        ],
        [
            0.246605,
            0.173721,
            0.072883,
            0.062232,
            0.017356,
            0.055531
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191011,
            -120475,
            -177199,
            -486170,
            -467440,
            -269833
        ],
        [
            1.273213,
            1.395103,
            1.157442,
            1.081698,
            1.027955,
            1.136346
        ],
        [
            411,
            206,
            205,
            411,
            206,
            205
        ],
        [
            222,
            106,
            116,
            222,
            106,
            116
        ],
        [
            189,
            100,
            89,
            189,
            100,
            89
        ],
        [
            54.014599,
            51.456311,
            56.585366,
            54.014599,
            51.456311,
            56.585366
        ],
        [
            1.083952,
            1.316135,
            0.888037,
            0.920905,
            0.969769,
            0.871852
        ],
        [
            82062,
            82062,
            37775,
            131513,
            106191,
            131513
        ],
        [
            -43029,
            -38009,
            -43029,
            -131487,
            -131487,
            -91912
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            5648,
            2836,
            2812,
            5648,
            2836,
            2812
        ],
        [
            11.352864,
            11.352864,
            16.019531,
            11.352865,
            11.352865,
            16.019531
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431176,
            348679,
            -142409,
            -238118,
            -361779,
            -188751
        ]
    ]
}
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": 1595808000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758875287495,
    "expiration_time": 1763782560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 6,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.77205
        }
    }
}

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)