← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SNX/USDT/720/MIDPRICE/HILO/5368

Strategy
SNX/USDT/720/MIDPRICE/HILO/5368
Pair
SNX_USDT
Interval
12h
Score
342318
Daily Profit
0.171090
Profit Factor
1.482245
Profitability
54.954955
Streak
0.000000
Best Strategy
Training Data Length
1921.500000
Evaluation Time
2025-10-12 22:26
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 328749.3751 215283.5959 113465.7792 122953.5575 -75390.9744 198344.5319
Total P&L (%) 328.7494 215.2836 113.4658 122.9536 -75.391 198.3445
Avg Daily Profit (%) 0.1711 0.112 0.0591 0.0417 -0.0729 0.0569
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153152 -85560 -94887 -642448 -627236 -327333
Profit Factor 1.4822 1.719 1.2968 1.0404 0.95 1.1288
Total Trades 111 55 56 111 55 56
Winning Trades 61 31 30 61 31 30
Losing Trades 50 24 26 50 24 26
Profitability (%) 54.955 56.3636 53.5714 54.955 56.3636 53.5714
Ratio Avg Win / Avg Loss 1.215 1.3308 1.1239 0.8527 0.7355 0.9783
Largest Winning Trade 70448 70448 57853 214713 212450 214713
Largest Losing Trade -52934 -37604 -52934 -273686 -273686 -250759
Avg Bars in Trades 33 19 47 33 19 47
Avg Bars in Winners 36 20 53 36 20 53
Avg Bars in Losers 29 17 39 29 17 39
Bars Traded 3705 1069 2637 3705 1069 2637
Profit Streak 0 71.3102 0 0 71.3102 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342318 -218799 -293599 -314026 -758303 -377044
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": 1598659200000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760297198924,
    "expiration_time": 1765250928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            328749.3750936019,
            215283.5959068039,
            113465.7791867981,
            122953.5575126583,
            -75390.9743791528,
            198344.5318918111
        ],
        [
            328.749375,
            215.283596,
            113.465779,
            122.953558,
            -75.390974,
            198.344532
        ],
        [
            0.17109,
            0.112039,
            0.059051,
            0.041736,
            -0.07294,
            0.056903
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153152,
            -85560,
            -94887,
            -642448,
            -627236,
            -327333
        ],
        [
            1.482245,
            1.718991,
            1.296812,
            1.040353,
            0.949972,
            1.128798
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            54.954955,
            56.363636,
            53.571429,
            54.954955,
            56.363636,
            53.571429
        ],
        [
            1.214955,
            1.330832,
            1.123903,
            0.852748,
            0.735462,
            0.978292
        ],
        [
            70448,
            70448,
            57853,
            214713,
            212450,
            214713
        ],
        [
            -52934,
            -37604,
            -52934,
            -273686,
            -273686,
            -250759
        ],
        [
            33,
            19,
            47,
            33,
            19,
            47
        ],
        [
            36,
            20,
            53,
            36,
            20,
            53
        ],
        [
            29,
            17,
            39,
            29,
            17,
            39
        ],
        [
            3705,
            1069,
            2637,
            3705,
            1069,
            2637
        ],
        [
            0,
            71.310173,
            0,
            0,
            71.310173,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342318,
            -218799,
            -293599,
            -314026,
            -758303,
            -377044
        ]
    ]
}
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": 1598659200000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760297198924,
    "expiration_time": 1765250928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)