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Trade: SNX/USDT/720/HMA/HWMA/8635

Strategy
SNX/USDT/720/HMA/HWMA/8635
Pair
SNX_USDT
Interval
12h
Score
341423
Daily Profit
0.156121
Profit Factor
1.266509
Profitability
50.522648
Streak
17.092074
Best Strategy
Training Data Length
1916.000000
Evaluation Time
2025-10-07 05:12
Expiration Time
2025-12-03 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340217.9167 299128.0647 41089.8521 -139238.457 421.8539 -139660.311
Total P&L (%) 340.2179 299.1281 41.0899 -139.2385 0.4219 -139.6603
Avg Daily Profit (%) 0.1776 0.1561 0.0214 0 0.0002 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189712 -154033 -148518 -276504 -180284 -164380
Profit Factor 1.1524 1.2665 1.037 0.8884 1.0007 0.7768
Total Trades 575 287 288 575 287 288
Winning Trades 297 145 152 279 145 134
Losing Trades 278 142 136 296 142 154
Profitability (%) 51.6522 50.5226 52.7778 48.5217 50.5226 46.5278
Ratio Avg Win / Avg Loss 1.0787 1.2403 0.9278 0.9425 0.98 0.8927
Largest Winning Trade 59132 59132 28847 38884 38884 19859
Largest Losing Trade -113818 -35829 -113818 -78053 -25357 -78053
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3769 1884 1885 3769 1884 1885
Profit Streak 7.5921 17.0921 7.5921 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40851 341423 -345559 -578070 -578446 -580899
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3832,
    "evaluation_days": 1916,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596715200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759803155247,
    "expiration_time": 1764761472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.31507,
            "nb": 0.39846,
            "nc": 0.77749
        }
    }
}
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": [
        [
            340217.9167236006,
            299128.0646692648,
            41089.8520543358,
            -139238.4570411933,
            421.8539409131,
            -139660.3109821066
        ],
        [
            340.217917,
            299.128065,
            41.089852,
            -139.238457,
            0.421854,
            -139.660311
        ],
        [
            0.177567,
            0.156121,
            0.021446,
            0,
            0.00022,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189712,
            -154033,
            -148518,
            -276504,
            -180284,
            -164380
        ],
        [
            1.152373,
            1.266509,
            1.037004,
            0.888373,
            1.000679,
            0.776775
        ],
        [
            575,
            287,
            288,
            575,
            287,
            288
        ],
        [
            297,
            145,
            152,
            279,
            145,
            134
        ],
        [
            278,
            142,
            136,
            296,
            142,
            154
        ],
        [
            51.652174,
            50.522648,
            52.777778,
            48.521739,
            50.522648,
            46.527778
        ],
        [
            1.078652,
            1.240306,
            0.927846,
            0.942503,
            0.979975,
            0.892711
        ],
        [
            59132,
            59132,
            28847,
            38884,
            38884,
            19859
        ],
        [
            -113818,
            -35829,
            -113818,
            -78053,
            -25357,
            -78053
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3769,
            1884,
            1885,
            3769,
            1884,
            1885
        ],
        [
            7.592074,
            17.092074,
            7.592074,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40851,
            341423,
            -345559,
            -578070,
            -578446,
            -580899
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3832,
    "evaluation_days": 1916,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596715200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759803155247,
    "expiration_time": 1764761472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.31507,
            "nb": 0.39846,
            "nc": 0.77749
        }
    }
}

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)