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Trade: SNX/USDT/720/MIDPRICE/HILO/7114

Strategy
SNX/USDT/720/MIDPRICE/HILO/7114
Pair
SNX_USDT
Interval
12h
Score
322713
Daily Profit
0.158021
Profit Factor
1.315874
Profitability
52.601156
Streak
0.000000
Best Strategy
Training Data Length
1920.500000
Evaluation Time
2025-10-11 22:01
Expiration Time
2025-12-08 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303478.9341 205982.2059 97496.7282 50585.4007 5738.0566 44847.3441
Total P&L (%) 303.4789 205.9822 97.4967 50.5854 5.7381 44.8473
Avg Daily Profit (%) 0.158 0.1073 0.0508 0.0213 0.0029 0.0193
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156104 -84376 -110781 -386576 -358978 -248817
Profit Factor 1.3159 1.4701 1.1866 1.0216 1.0052 1.0363
Total Trades 173 86 87 173 86 87
Winning Trades 91 46 45 91 46 45
Losing Trades 82 40 42 82 40 42
Profitability (%) 52.6012 53.4884 51.7241 52.6012 53.4884 51.7241
Ratio Avg Win / Avg Loss 1.1857 1.2783 1.1075 0.9206 0.8741 0.9672
Largest Winning Trade 89041 89041 59355 130381 130381 104877
Largest Losing Trade -52934 -31973 -52934 -169366 -98671 -169366
Avg Bars in Trades 21 12 30 21 12 30
Avg Bars in Winners 20 9 30 20 9 30
Avg Bars in Losers 23 16 30 23 16 30
Bars Traded 3760 1089 2671 3760 1089 2671
Profit Streak 0 37.293 0 0 37.293 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322713 -46837 -140514 -362559 -569352 -351192
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596758400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209314735,
    "expiration_time": 1765161936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "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": [
        [
            303478.9341204589,
            205982.2058917051,
            97496.7282287534,
            50585.400680041,
            5738.056621133,
            44847.344058908
        ],
        [
            303.478934,
            205.982206,
            97.496728,
            50.585401,
            5.738057,
            44.847344
        ],
        [
            0.158021,
            0.107254,
            0.050766,
            0.021318,
            0.002905,
            0.019294
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156104,
            -84376,
            -110781,
            -386576,
            -358978,
            -248817
        ],
        [
            1.315874,
            1.470075,
            1.186572,
            1.021627,
            1.005193,
            1.036338
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            52.601156,
            53.488372,
            51.724138,
            52.601156,
            53.488372,
            51.724138
        ],
        [
            1.185733,
            1.278326,
            1.107467,
            0.920587,
            0.874081,
            0.967248
        ],
        [
            89041,
            89041,
            59355,
            130381,
            130381,
            104877
        ],
        [
            -52934,
            -31973,
            -52934,
            -169366,
            -98671,
            -169366
        ],
        [
            21,
            12,
            30,
            21,
            12,
            30
        ],
        [
            20,
            9,
            30,
            20,
            9,
            30
        ],
        [
            23,
            16,
            30,
            23,
            16,
            30
        ],
        [
            3760,
            1089,
            2671,
            3760,
            1089,
            2671
        ],
        [
            0,
            37.292995,
            0,
            0,
            37.292995,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322713,
            -46837,
            -140514,
            -362559,
            -569352,
            -351192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596758400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209314735,
    "expiration_time": 1765161936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "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)