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Trade: SNX/USDT/60/KCL/BBM/6538

Strategy
SNX/USDT/60/KCL/BBM/6538
Pair
SNX_USDT
Interval
1h
Score
315657
Daily Profit
0.150780
Profit Factor
1.409503
Profitability
59.595960
Streak
62.918545
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 22:02
Expiration Time
2025-12-26 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 157063.0017 121553.0892 35509.9125 34300.6352 -59115.1068 93415.7419
Total P&L (%) 157.063 121.5531 35.5099 34.3006 -59.1151 93.4157
Avg Daily Profit (%) 0.1508 0.1167 0.0341 0.0283 -0.0858 0.0633
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140018 -140935 -19744 -472548 -487482 -28902
Profit Factor 1.4095 1.3919 1.4837 1.0324 0.9344 1.5987
Total Trades 99 49 50 99 49 50
Winning Trades 59 27 32 59 27 32
Losing Trades 40 22 18 40 22 18
Profitability (%) 59.596 55.102 64 59.596 55.102 64
Ratio Avg Win / Avg Loss 0.9556 1.1342 0.8346 0.7 0.7614 0.8993
Largest Winning Trade 65083 65083 16408 117599 117599 39622
Largest Losing Trade -64461 -64461 -19744 -163230 -163230 -25401
Avg Bars in Trades 241 461 27 241 461 27
Avg Bars in Winners 153 310 20 153 310 20
Avg Bars in Losers 372 645 39 372 645 39
Bars Traded 23957 22598 1359 23957 22598 1359
Profit Streak 62.9185 68.6269 62.9185 62.9185 68.6269 62.9185
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315657 -34845 -327839 -341811 -579051 -285503
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670292000000,
    "first_datapoint_time": 1670666400000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760295762330,
    "expiration_time": 1766772000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 168,
            "offset": 0,
            "std": 2.33923
        }
    }
}
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": [
        [
            157063.0017213909,
            121553.0892323211,
            35509.9124890697,
            34300.6351592908,
            -59115.1067615672,
            93415.7419208582
        ],
        [
            157.063002,
            121.553089,
            35.509912,
            34.300635,
            -59.115107,
            93.415742
        ],
        [
            0.15078,
            0.116691,
            0.034089,
            0.028315,
            -0.085826,
            0.063348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140018,
            -140935,
            -19744,
            -472548,
            -487482,
            -28902
        ],
        [
            1.409503,
            1.391934,
            1.48373,
            1.032439,
            0.934416,
            1.598692
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            59.59596,
            55.102041,
            64,
            59.59596,
            55.102041,
            64
        ],
        [
            0.955595,
            1.134168,
            0.834598,
            0.699958,
            0.761376,
            0.899265
        ],
        [
            65083,
            65083,
            16408,
            117599,
            117599,
            39622
        ],
        [
            -64461,
            -64461,
            -19744,
            -163230,
            -163230,
            -25401
        ],
        [
            241,
            461,
            27,
            241,
            461,
            27
        ],
        [
            153,
            310,
            20,
            153,
            310,
            20
        ],
        [
            372,
            645,
            39,
            372,
            645,
            39
        ],
        [
            23957,
            22598,
            1359,
            23957,
            22598,
            1359
        ],
        [
            62.918545,
            68.626879,
            62.918545,
            62.918545,
            68.626879,
            62.918545
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315657,
            -34845,
            -327839,
            -341811,
            -579051,
            -285503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670292000000,
    "first_datapoint_time": 1670666400000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760295762330,
    "expiration_time": 1766772000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 168,
            "offset": 0,
            "std": 2.33923
        }
    }
}

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)