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Trade: SNX/USDT/720/HWMA/EMA/2993

Strategy
SNX/USDT/720/HWMA/EMA/2993
Pair
SNX_USDT
Interval
12h
Score
396823
Daily Profit
0.247788
Profit Factor
1.573353
Profitability
54.918033
Streak
0.000000
Best Strategy
Training Data Length
1910.500000
Evaluation Time
2025-10-02 00:43
Expiration Time
2025-11-27 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473398.7586 342320.459 131078.2996 194213.9748 -75756.9737 269970.9485
Total P&L (%) 473.3988 342.3205 131.0783 194.214 -75.757 269.9709
Avg Daily Profit (%) 0.2478 0.1792 0.0686 0.0565 -0.0741 0.0685
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208816 -109061 -117585 -1449234 -1063114 -619495
Profit Factor 1.5734 1.8445 1.3118 1.0507 0.9645 1.1592
Total Trades 122 61 61 122 61 61
Winning Trades 67 30 37 67 30 37
Losing Trades 55 31 24 55 31 24
Profitability (%) 54.918 49.1803 60.6557 54.918 49.1803 60.6557
Ratio Avg Win / Avg Loss 1.2916 1.906 0.8509 0.8625 0.9967 0.7519
Largest Winning Trade 227909 227909 49442 502917 502917 186717
Largest Losing Trade -46954 -34319 -46954 -419766 -419766 -315754
Avg Bars in Trades 29 33 26 29 33 26
Avg Bars in Winners 31 33 29 31 33 29
Avg Bars in Losers 27 32 21 27 32 21
Bars Traded 3619 2026 1593 3619 2026 1593
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396823 -151055 -262859 -282687 -742777 -308556
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759355013444,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 70,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 150,
            "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": [
        [
            473398.7585681009,
            342320.458994284,
            131078.299573817,
            194213.9748041867,
            -75756.9737079639,
            269970.9485121508
        ],
        [
            473.398759,
            342.320459,
            131.0783,
            194.213975,
            -75.756974,
            269.970949
        ],
        [
            0.247788,
            0.179178,
            0.068609,
            0.0565,
            -0.074144,
            0.068501
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208816,
            -109061,
            -117585,
            -1449234,
            -1063114,
            -619495
        ],
        [
            1.573353,
            1.84454,
            1.311843,
            1.050673,
            0.964549,
            1.159209
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            55,
            31,
            24,
            55,
            31,
            24
        ],
        [
            54.918033,
            49.180328,
            60.655738,
            54.918033,
            49.180328,
            60.655738
        ],
        [
            1.291558,
            1.906025,
            0.850925,
            0.862493,
            0.996701,
            0.751919
        ],
        [
            227909,
            227909,
            49442,
            502917,
            502917,
            186717
        ],
        [
            -46954,
            -34319,
            -46954,
            -419766,
            -419766,
            -315754
        ],
        [
            29,
            33,
            26,
            29,
            33,
            26
        ],
        [
            31,
            33,
            29,
            31,
            33,
            29
        ],
        [
            27,
            32,
            21,
            27,
            32,
            21
        ],
        [
            3619,
            2026,
            1593,
            3619,
            2026,
            1593
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396823,
            -151055,
            -262859,
            -282687,
            -742777,
            -308556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759355013444,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 70,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 150,
            "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)