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Trade: SNX/USDT/480/MIDPRICE/ZLMA/3702

Strategy
SNX/USDT/480/MIDPRICE/ZLMA/3702
Pair
SNX_USDT
Interval
8h
Score
320135
Daily Profit
0.151829
Profit Factor
2.097348
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1920.000000
Evaluation Time
2025-10-11 05:48
Expiration Time
2025-12-07 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321517.4772 291511.3977 30006.0795 -43839.3254 39156.702 -82996.0274
Total P&L (%) 321.5175 291.5114 30.0061 -43.8393 39.1567 -82.996
Avg Daily Profit (%) 0.1675 0.1518 0.0156 -0.03 0.0172 -0.0922
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123405 -70520 -85760 -333035 -226745 -205367
Profit Factor 1.5132 2.0973 1.0832 0.9691 1.0618 0.8945
Total Trades 69 34 35 69 34 35
Winning Trades 32 15 17 32 15 17
Losing Trades 37 19 18 37 19 18
Profitability (%) 46.3768 44.1176 48.5714 46.3768 44.1176 48.5714
Ratio Avg Win / Avg Loss 1.7496 2.6566 1.1469 1.1206 1.345 0.9471
Largest Winning Trade 286336 286336 59594 247018 247018 141745
Largest Losing Trade -65807 -36846 -65807 -135832 -71886 -135832
Avg Bars in Trades 80 53 105 80 53 105
Avg Bars in Winners 102 65 134 102 65 134
Avg Bars in Losers 60 44 78 60 44 78
Bars Traded 5527 1828 3699 5527 1828 3699
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97845 320135 -304700 -686797 -326981 -581343
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5760,
    "evaluation_days": 1920,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760150908131,
    "expiration_time": 1765117440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 122,
            "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": [
        [
            321517.4771566374,
            291511.3976786028,
            30006.0794780345,
            -43839.3253712826,
            39156.7020141161,
            -82996.0273853987
        ],
        [
            321.517477,
            291.511398,
            30.006079,
            -43.839325,
            39.156702,
            -82.996027
        ],
        [
            0.167457,
            0.151829,
            0.015628,
            -0.030045,
            0.017211,
            -0.092235
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123405,
            -70520,
            -85760,
            -333035,
            -226745,
            -205367
        ],
        [
            1.513202,
            2.097348,
            1.083156,
            0.96913,
            1.061824,
            0.894512
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            46.376812,
            44.117647,
            48.571429,
            46.376812,
            44.117647,
            48.571429
        ],
        [
            1.74964,
            2.65664,
            1.146871,
            1.120557,
            1.344976,
            0.94713
        ],
        [
            286336,
            286336,
            59594,
            247018,
            247018,
            141745
        ],
        [
            -65807,
            -36846,
            -65807,
            -135832,
            -71886,
            -135832
        ],
        [
            80,
            53,
            105,
            80,
            53,
            105
        ],
        [
            102,
            65,
            134,
            102,
            65,
            134
        ],
        [
            60,
            44,
            78,
            60,
            44,
            78
        ],
        [
            5527,
            1828,
            3699,
            5527,
            1828,
            3699
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97845,
            320135,
            -304700,
            -686797,
            -326981,
            -581343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5760,
    "evaluation_days": 1920,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760150908131,
    "expiration_time": 1765117440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 122,
            "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)