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Trade: SNX/USDT/720/HWMA/KCL/4790

Strategy
SNX/USDT/720/HWMA/KCL/4790
Pair
SNX_USDT
Interval
12h
Score
655676
Daily Profit
0.192383
Profit Factor
3.558736
Profitability
89.247312
Streak
174.768289
Best Strategy
Training Data Length
1921.500000
Evaluation Time
2025-10-12 21:26
Expiration Time
2025-12-09 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369663.234 85984.8084 283678.4256 2114772.5148 365888.1691 1748884.3457
Total P&L (%) 369.6632 85.9848 283.6784 2114.7725 365.8882 1748.8843
Avg Daily Profit (%) 0.1924 0.0447 0.1476 0.1613 0.0801 0.1519
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72756 -20635 -76223 -817338 -308315 -851492
Profit Factor 3.5587 2.3529 4.5059 2.3639 1.5606 2.9478
Total Trades 93 47 46 93 47 46
Winning Trades 83 39 44 83 39 44
Losing Trades 10 8 2 10 8 2
Profitability (%) 89.2473 82.9787 95.6522 89.2473 82.9787 95.6522
Ratio Avg Win / Avg Loss 0.4288 0.4826 0.2048 0.2848 0.3201 0.134
Largest Winning Trade 24983 13390 24983 255312 101854 255312
Largest Losing Trade -57222 -14547 -57222 -598269 -308315 -598269
Avg Bars in Trades 31 7 56 31 7 56
Avg Bars in Winners 21 3 37 21 3 37
Avg Bars in Losers 114 27 464 114 27 464
Bars Traded 2926 350 2576 2926 350 2576
Profit Streak 174.7683 174.7683 547.2683 174.7683 174.7683 547.2683
Trades During Streak 4 2 25 4 2 25
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 655676 -125930 568980 580647 -80471 633224
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3843,
    "evaluation_days": 1921.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760293580163,
    "expiration_time": 1765250928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89953,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            369663.2340254285,
            85984.8083969319,
            283678.4256284969,
            2114772.514811143,
            365888.1690719487,
            1748884.3457391942
        ],
        [
            369.663234,
            85.984808,
            283.678426,
            2114.772515,
            365.888169,
            1748.884346
        ],
        [
            0.192383,
            0.044749,
            0.147634,
            0.161344,
            0.080114,
            0.151933
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72756,
            -20635,
            -76223,
            -817338,
            -308315,
            -851492
        ],
        [
            3.558736,
            2.352891,
            4.505894,
            2.363935,
            1.560647,
            2.947801
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            10,
            8,
            2,
            10,
            8,
            2
        ],
        [
            89.247312,
            82.978723,
            95.652174,
            89.247312,
            82.978723,
            95.652174
        ],
        [
            0.428763,
            0.482644,
            0.204813,
            0.284811,
            0.320133,
            0.133991
        ],
        [
            24983,
            13390,
            24983,
            255312,
            101854,
            255312
        ],
        [
            -57222,
            -14547,
            -57222,
            -598269,
            -308315,
            -598269
        ],
        [
            31,
            7,
            56,
            31,
            7,
            56
        ],
        [
            21,
            3,
            37,
            21,
            3,
            37
        ],
        [
            114,
            27,
            464,
            114,
            27,
            464
        ],
        [
            2926,
            350,
            2576,
            2926,
            350,
            2576
        ],
        [
            174.768289,
            174.768289,
            547.268289,
            174.768289,
            174.768289,
            547.268289
        ],
        [
            4,
            2,
            25,
            4,
            2,
            25
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            655676,
            -125930,
            568980,
            580647,
            -80471,
            633224
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3843,
    "evaluation_days": 1921.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760293580163,
    "expiration_time": 1765250928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89953,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)