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Trade: SNX/USDT/720/DEMA/ZLMA/4184

Strategy
SNX/USDT/720/DEMA/ZLMA/4184
Pair
SNX_USDT
Interval
12h
Score
392538
Daily Profit
0.164329
Profit Factor
1.421229
Profitability
58.000000
Streak
116.363202
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-10-02 23:43
Expiration Time
2025-11-28 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314114.3402 226252.5044 87861.8358 2458.7711 -16525.2194 18983.9906
Total P&L (%) 314.1143 226.2525 87.8618 2.4588 -16.5252 18.984
Avg Daily Profit (%) 0.1643 0.1184 0.046 0.0013 -0.0094 0.0091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137809 -117357 -124059 -96736 -90884 -86883
Profit Factor 1.4212 1.5473 1.2644 1.0055 0.9372 1.1041
Total Trades 100 50 50 100 50 50
Winning Trades 58 26 32 58 26 32
Losing Trades 42 24 18 42 24 18
Profitability (%) 58 52 64 58 52 64
Ratio Avg Win / Avg Loss 1.0292 1.4283 0.7112 0.7281 0.8651 0.621
Largest Winning Trade 167800 167800 55873 43856 43856 41305
Largest Losing Trade -62671 -35374 -62671 -57646 -36557 -57646
Avg Bars in Trades 36 37 36 36 37 36
Avg Bars in Winners 39 36 42 39 36 42
Avg Bars in Losers 32 37 24 32 37 24
Bars Traded 3664 1863 1801 3664 1863 1801
Profit Streak 116.3632 116.3632 158.3632 116.3632 116.3632 158.3632
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392538 -211836 -310207 -570248 -759221 -472834
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437780693,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 78,
            "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": [
        [
            314114.3402188775,
            226252.5044453875,
            87861.83577349,
            2458.77113852,
            -16525.2194408015,
            18983.9905793215
        ],
        [
            314.11434,
            226.252504,
            87.861836,
            2.458771,
            -16.525219,
            18.983991
        ],
        [
            0.164329,
            0.118364,
            0.045965,
            0.001271,
            -0.009449,
            0.009094
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137809,
            -117357,
            -124059,
            -96736,
            -90884,
            -86883
        ],
        [
            1.421229,
            1.547322,
            1.264383,
            1.00552,
            0.937175,
            1.104086
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            58,
            52,
            64,
            58,
            52,
            64
        ],
        [
            1.029166,
            1.428297,
            0.711216,
            0.728135,
            0.865085,
            0.621049
        ],
        [
            167800,
            167800,
            55873,
            43856,
            43856,
            41305
        ],
        [
            -62671,
            -35374,
            -62671,
            -57646,
            -36557,
            -57646
        ],
        [
            36,
            37,
            36,
            36,
            37,
            36
        ],
        [
            39,
            36,
            42,
            39,
            36,
            42
        ],
        [
            32,
            37,
            24,
            32,
            37,
            24
        ],
        [
            3664,
            1863,
            1801,
            3664,
            1863,
            1801
        ],
        [
            116.363202,
            116.363202,
            158.363202,
            116.363202,
            116.363202,
            158.363202
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392538,
            -211836,
            -310207,
            -570248,
            -759221,
            -472834
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437780693,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 78,
            "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)