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Trade: SNX/USDT/60/PWMA/VWMA/1303

Strategy
SNX/USDT/60/PWMA/VWMA/1303
Pair
SNX_USDT
Interval
1h
Score
349538
Daily Profit
0.160914
Profit Factor
1.292254
Profitability
54.310345
Streak
6.092969
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-14 03:13
Expiration Time
2025-12-28 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 158465.3052 167619.6307 -9154.3255 -5348.6247 30723.693 -36072.3177
Total P&L (%) 158.4653 167.6196 -9.1543 -5.3486 30.7237 -36.0723
Avg Daily Profit (%) 0.1521 0.1609 -0.0088 -0.0053 0.0257 -0.0429
Buy And Hold Return (%) 22.676 22.676 22.676 22.676 22.676 22.676
Max Trade Drawdown -129124 -127029 -89246 -101300 -70907 -54783
Profit Factor 1.1424 1.2923 0.983 0.9916 1.0907 0.879
Total Trades 464 232 232 464 232 232
Winning Trades 258 126 132 258 126 132
Losing Trades 206 106 100 206 106 100
Profitability (%) 55.6034 54.3103 56.8966 55.6034 54.3103 56.8966
Ratio Avg Win / Avg Loss 0.9121 1.0871 0.7447 0.7917 0.9175 0.6659
Largest Winning Trade 116761 116761 17329 50985 50985 7859
Largest Losing Trade -33926 -29532 -33926 -21905 -21905 -18575
Avg Bars in Trades 53 57 49 53 57 49
Avg Bars in Winners 45 46 45 45 46 45
Avg Bars in Losers 62 69 55 62 69 55
Bars Traded 24807 13286 11521 24807 13286 11521
Profit Streak 5.8013 6.093 5.8013 5.8013 6.093 5.8013
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53641 349538 -578524 -576036 -333958 -578524
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670400000000,
    "first_datapoint_time": 1670907600000,
    "last_datapoint_time": 1760400000000,
    "evaluation_time": 1760400832500,
    "expiration_time": 1766880000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "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": [
        [
            158465.3052191461,
            167619.6306699343,
            -9154.3254507883,
            -5348.6247403936,
            30723.6929522705,
            -36072.3176926641
        ],
        [
            158.465305,
            167.619631,
            -9.154325,
            -5.348625,
            30.723693,
            -36.072318
        ],
        [
            0.152126,
            0.160914,
            -0.008788,
            -0.005277,
            0.025723,
            -0.042943
        ],
        [
            22.675981,
            22.675981,
            22.675981,
            22.675981,
            22.675981,
            22.675981
        ],
        [
            -129124,
            -127029,
            -89246,
            -101300,
            -70907,
            -54783
        ],
        [
            1.14237,
            1.292254,
            0.983032,
            0.991604,
            1.090657,
            0.879012
        ],
        [
            464,
            232,
            232,
            464,
            232,
            232
        ],
        [
            258,
            126,
            132,
            258,
            126,
            132
        ],
        [
            206,
            106,
            100,
            206,
            106,
            100
        ],
        [
            55.603448,
            54.310345,
            56.896552,
            55.603448,
            54.310345,
            56.896552
        ],
        [
            0.912125,
            1.087134,
            0.744721,
            0.791746,
            0.917537,
            0.665918
        ],
        [
            116761,
            116761,
            17329,
            50985,
            50985,
            7859
        ],
        [
            -33926,
            -29532,
            -33926,
            -21905,
            -21905,
            -18575
        ],
        [
            53,
            57,
            49,
            53,
            57,
            49
        ],
        [
            45,
            46,
            45,
            45,
            46,
            45
        ],
        [
            62,
            69,
            55,
            62,
            69,
            55
        ],
        [
            24807,
            13286,
            11521,
            24807,
            13286,
            11521
        ],
        [
            5.801302,
            6.092969,
            5.801302,
            5.801302,
            6.092969,
            5.801302
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53641,
            349538,
            -578524,
            -576036,
            -333958,
            -578524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670400000000,
    "first_datapoint_time": 1670907600000,
    "last_datapoint_time": 1760400000000,
    "evaluation_time": 1760400832500,
    "expiration_time": 1766880000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "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)