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Trade: SNX/USDT/480/VWAP/KCU/3582

Strategy
SNX/USDT/480/VWAP/KCU/3582
Pair
SNX_USDT
Interval
8h
Score
417948
Daily Profit
0.170776
Profit Factor
1.517474
Profitability
76.870748
Streak
4.108155
Best Strategy
Training Data Length
1918.670000
Evaluation Time
2025-10-09 21:35
Expiration Time
2025-12-06 07:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327663.5619 228290.3584 99373.2035 84650.1501 -500558.0072 585208.1573
Total P&L (%) 327.6636 228.2904 99.3732 84.6502 -500.558 585.2082
Avg Daily Profit (%) 0.1708 0.119 0.0518 0.032 0 0.1004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144025 -120520 -53896 -1283057 -1414625 -372416
Profit Factor 1.5175 1.4823 1.6217 1.0194 0.8625 1.8089
Total Trades 147 73 74 147 73 74
Winning Trades 113 58 55 113 58 55
Losing Trades 34 15 19 34 15 19
Profitability (%) 76.8707 79.4521 74.3243 76.8707 79.4521 74.3243
Ratio Avg Win / Avg Loss 0.4566 0.3833 0.5602 0.3067 0.2231 0.6249
Largest Winning Trade 43658 43658 20607 205304 205304 142483
Largest Losing Trade -71165 -71165 -39312 -903194 -903194 -335312
Avg Bars in Trades 38 71 6 38 71 6
Avg Bars in Winners 11 20 3 11 20 3
Avg Bars in Losers 127 268 15 127 268 15
Bars Traded 5674 5198 476 5674 5198 476
Profit Streak 4.1082 56.7748 4.1082 4.1082 56.7748 4.1082
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417948 -101511 -184325 -346546 -647659 -118795
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5756,
    "evaluation_days": 1918.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596355200000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760034944561,
    "expiration_time": 1764998784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 73,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            327663.5618744909,
            228290.358378558,
            99373.2034959328,
            84650.1501296426,
            -500558.0072139879,
            585208.1573436308
        ],
        [
            327.663562,
            228.290358,
            99.373203,
            84.65015,
            -500.558007,
            585.208157
        ],
        [
            0.170776,
            0.118984,
            0.051793,
            0.03197,
            0,
            0.100357
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144025,
            -120520,
            -53896,
            -1283057,
            -1414625,
            -372416
        ],
        [
            1.517474,
            1.482272,
            1.62173,
            1.019395,
            0.862525,
            1.808921
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            113,
            58,
            55,
            113,
            58,
            55
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            76.870748,
            79.452055,
            74.324324,
            76.870748,
            79.452055,
            74.324324
        ],
        [
            0.456585,
            0.383346,
            0.560234,
            0.306721,
            0.223067,
            0.6249
        ],
        [
            43658,
            43658,
            20607,
            205304,
            205304,
            142483
        ],
        [
            -71165,
            -71165,
            -39312,
            -903194,
            -903194,
            -335312
        ],
        [
            38,
            71,
            6,
            38,
            71,
            6
        ],
        [
            11,
            20,
            3,
            11,
            20,
            3
        ],
        [
            127,
            268,
            15,
            127,
            268,
            15
        ],
        [
            5674,
            5198,
            476,
            5674,
            5198,
            476
        ],
        [
            4.108155,
            56.774821,
            4.108155,
            4.108155,
            56.774821,
            4.108155
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417948,
            -101511,
            -184325,
            -346546,
            -647659,
            -118795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5756,
    "evaluation_days": 1918.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596355200000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760034944561,
    "expiration_time": 1764998784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 73,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)