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Trade: SNX/USDT/720/MIDPRICE/SSF/1380

Strategy
SNX/USDT/720/MIDPRICE/SSF/1380
Pair
SNX_USDT
Interval
12h
Score
405802
Daily Profit
0.194952
Profit Factor
1.338033
Profitability
55.208333
Streak
44.931097
Best Strategy
Training Data Length
1910.500000
Evaluation Time
2025-10-02 01:20
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 372454.8979 260825.9617 111628.9363 30493.3404 210219.5574 -179726.2169
Total P&L (%) 372.4549 260.826 111.6289 30.4933 210.2196 -179.7262
Avg Daily Profit (%) 0.195 0.1365 0.0584 0.0139 0.0593 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136451 -91407 -120049 -737284 -155768 -705454
Profit Factor 1.338 1.6235 1.1633 1.0119 1.2497 0.8955
Total Trades 192 96 96 192 96 96
Winning Trades 106 52 54 106 52 54
Losing Trades 86 44 42 86 44 42
Profitability (%) 55.2083 54.1667 56.25 55.2083 54.1667 56.25
Ratio Avg Win / Avg Loss 1.0856 1.3737 0.9048 0.821 1.0575 0.6965
Largest Winning Trade 56120 48884 56120 208838 78832 208838
Largest Losing Trade -69727 -36325 -69727 -364531 -116450 -364531
Avg Bars in Trades 19 12 26 19 12 26
Avg Bars in Winners 18 10 25 18 10 25
Avg Bars in Losers 21 14 28 21 14 28
Bars Traded 3753 1185 2568 3753 1185 2568
Profit Streak 44.9311 59.9311 44.9311 44.9311 59.9311 44.9311
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405802 -7317 -156094 -383017 -112499 -579432
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": 1596110400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759357246813,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            372454.8979466906,
            260825.9616781533,
            111628.9362685374,
            30493.3404125561,
            210219.5573553225,
            -179726.2169427667
        ],
        [
            372.454898,
            260.825962,
            111.628936,
            30.49334,
            210.219557,
            -179.726217
        ],
        [
            0.194952,
            0.136522,
            0.058429,
            0.013932,
            0.059275,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136451,
            -91407,
            -120049,
            -737284,
            -155768,
            -705454
        ],
        [
            1.338033,
            1.623475,
            1.163323,
            1.011905,
            1.249729,
            0.895482
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            106,
            52,
            54,
            106,
            52,
            54
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            55.208333,
            54.166667,
            56.25,
            55.208333,
            54.166667,
            56.25
        ],
        [
            1.085574,
            1.37371,
            0.904806,
            0.82098,
            1.057463,
            0.696486
        ],
        [
            56120,
            48884,
            56120,
            208838,
            78832,
            208838
        ],
        [
            -69727,
            -36325,
            -69727,
            -364531,
            -116450,
            -364531
        ],
        [
            19,
            12,
            26,
            19,
            12,
            26
        ],
        [
            18,
            10,
            25,
            18,
            10,
            25
        ],
        [
            21,
            14,
            28,
            21,
            14,
            28
        ],
        [
            3753,
            1185,
            2568,
            3753,
            1185,
            2568
        ],
        [
            44.931097,
            59.931097,
            44.931097,
            44.931097,
            59.931097,
            44.931097
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405802,
            -7317,
            -156094,
            -383017,
            -112499,
            -579432
        ]
    ]
}
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": 1596110400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759357246813,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 0,
            "poles": 2
        }
    }
}

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)