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Trade: SNX/USDT/720/HWMA/DCU/9561

Strategy
SNX/USDT/720/HWMA/DCU/9561
Pair
SNX_USDT
Interval
12h
Score
369053
Daily Profit
0.218492
Profit Factor
1.423038
Profitability
64.905660
Streak
3.427076
Best Strategy
Training Data Length
1908.500000
Evaluation Time
2025-09-30 01:14
Expiration Time
2025-11-25 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416992.3267 304623.6894 112368.6372 181680.5268 -674837.3312 856517.858
Total P&L (%) 416.9923 304.6237 112.3686 181.6805 -674.8373 856.5179
Avg Daily Profit (%) 0.2185 0.1596 0.0589 0.0543 0 0.1184
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142631 -134705 -31669 -1545547 -1797535 -200842
Profit Factor 1.423 1.3869 1.5665 1.0247 0.8915 1.761
Total Trades 265 132 133 265 132 133
Winning Trades 172 85 87 172 85 87
Losing Trades 93 47 46 93 47 46
Profitability (%) 64.9057 64.3939 65.4135 64.9057 64.3939 65.4135
Ratio Avg Win / Avg Loss 0.7694 0.7669 0.8283 0.5541 0.493 0.9311
Largest Winning Trade 68733 68733 16200 278076 278076 162682
Largest Losing Trade -61072 -61072 -18645 -890904 -890904 -154392
Avg Bars in Trades 14 27 1 14 27 1
Avg Bars in Winners 6 12 1 6 12 1
Avg Bars in Losers 27 53 2 27 53 2
Bars Traded 3769 3568 201 3769 3568 201
Profit Streak 3.4271 16.9271 3.4271 3.4271 16.9271 3.4271
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369053 332339 -112930 -312121 -577770 -32648
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3817,
    "evaluation_days": 1908.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594728000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184099407,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.77748,
            "nb": 0.28821,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 11,
            "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": [
        [
            416992.3266632705,
            304623.6894316679,
            112368.6372316024,
            181680.5268407407,
            -674837.3311931869,
            856517.8580339276
        ],
        [
            416.992327,
            304.623689,
            112.368637,
            181.680527,
            -674.837331,
            856.517858
        ],
        [
            0.218492,
            0.159614,
            0.058878,
            0.054277,
            0,
            0.11839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142631,
            -134705,
            -31669,
            -1545547,
            -1797535,
            -200842
        ],
        [
            1.423038,
            1.386896,
            1.566499,
            1.024733,
            0.89151,
            1.761042
        ],
        [
            265,
            132,
            133,
            265,
            132,
            133
        ],
        [
            172,
            85,
            87,
            172,
            85,
            87
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            64.90566,
            64.393939,
            65.413534,
            64.90566,
            64.393939,
            65.413534
        ],
        [
            0.769433,
            0.766872,
            0.828264,
            0.554071,
            0.492953,
            0.931125
        ],
        [
            68733,
            68733,
            16200,
            278076,
            278076,
            162682
        ],
        [
            -61072,
            -61072,
            -18645,
            -890904,
            -890904,
            -154392
        ],
        [
            14,
            27,
            1,
            14,
            27,
            1
        ],
        [
            6,
            12,
            1,
            6,
            12,
            1
        ],
        [
            27,
            53,
            2,
            27,
            53,
            2
        ],
        [
            3769,
            3568,
            201,
            3769,
            3568,
            201
        ],
        [
            3.427076,
            16.927076,
            3.427076,
            3.427076,
            16.927076,
            3.427076
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369053,
            332339,
            -112930,
            -312121,
            -577770,
            -32648
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3817,
    "evaluation_days": 1908.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1594728000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184099407,
    "expiration_time": 1764094032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.77748,
            "nb": 0.28821,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 11,
            "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)