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Trade: SNX/USDT/60/SMA/ALMA/2250

Strategy
SNX/USDT/60/SMA/ALMA/2250
Pair
SNX_USDT
Interval
1h
Score
348704
Daily Profit
0.159266
Profit Factor
1.206189
Profitability
63.559322
Streak
10.863812
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 02:43
Expiration Time
2025-12-26 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 165902.8098 114158.6244 51744.1853 12537.2659 23914.296 -11377.0301
Total P&L (%) 165.9028 114.1586 51.7442 12.5373 23.9143 -11.377
Avg Daily Profit (%) 0.1593 0.1096 0.0497 0.0113 0.0206 -0.0116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85801 -100486 -90645 -63726 -56449 -62094
Profit Factor 1.2062 1.2975 1.1229 1.027 1.1086 0.9534
Total Trades 236 118 118 236 118 118
Winning Trades 150 70 80 150 70 80
Losing Trades 86 48 38 86 48 38
Profitability (%) 63.5593 59.322 67.7966 63.5593 59.322 67.7966
Ratio Avg Win / Avg Loss 0.6915 0.8897 0.5334 0.5888 0.7602 0.4528
Largest Winning Trade 34789 34789 29965 25946 17742 25946
Largest Losing Trade -58245 -29575 -58245 -46779 -22917 -46779
Avg Bars in Trades 105 106 104 105 106 104
Avg Bars in Winners 72 69 74 72 69 74
Avg Bars in Losers 162 159 165 162 159 165
Bars Traded 24846 12551 12295 24846 12551 12295
Profit Streak 10.8638 36.3638 10.8638 10.8638 36.3638 10.8638
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348704 -45778 -211585 -452441 -269872 -577616
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670223600000,
    "first_datapoint_time": 1670630400000,
    "last_datapoint_time": 1760223600000,
    "evaluation_time": 1760226233381,
    "expiration_time": 1766703600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "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": [
        [
            165902.8097653086,
            114158.6244284142,
            51744.1853368943,
            12537.2658893791,
            23914.2959725043,
            -11377.0300831251
        ],
        [
            165.90281,
            114.158624,
            51.744185,
            12.537266,
            23.914296,
            -11.37703
        ],
        [
            0.159266,
            0.109592,
            0.049674,
            0.01134,
            0.020586,
            -0.011594
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85801,
            -100486,
            -90645,
            -63726,
            -56449,
            -62094
        ],
        [
            1.206189,
            1.29749,
            1.122944,
            1.027009,
            1.108596,
            0.953367
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            150,
            70,
            80,
            150,
            70,
            80
        ],
        [
            86,
            48,
            38,
            86,
            48,
            38
        ],
        [
            63.559322,
            59.322034,
            67.79661,
            63.559322,
            59.322034,
            67.79661
        ],
        [
            0.691548,
            0.889707,
            0.533398,
            0.588819,
            0.76018,
            0.452849
        ],
        [
            34789,
            34789,
            29965,
            25946,
            17742,
            25946
        ],
        [
            -58245,
            -29575,
            -58245,
            -46779,
            -22917,
            -46779
        ],
        [
            105,
            106,
            104,
            105,
            106,
            104
        ],
        [
            72,
            69,
            74,
            72,
            69,
            74
        ],
        [
            162,
            159,
            165,
            162,
            159,
            165
        ],
        [
            24846,
            12551,
            12295,
            24846,
            12551,
            12295
        ],
        [
            10.863812,
            36.363812,
            10.863812,
            10.863812,
            36.363812,
            10.863812
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348704,
            -45778,
            -211585,
            -452441,
            -269872,
            -577616
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670223600000,
    "first_datapoint_time": 1670630400000,
    "last_datapoint_time": 1760223600000,
    "evaluation_time": 1760226233381,
    "expiration_time": 1766703600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "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)