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Trade: SNX/USDT/720/OHLC4/SUPERTREND/4625

Strategy
SNX/USDT/720/OHLC4/SUPERTREND/4625
Pair
SNX_USDT
Interval
12h
Score
404323
Daily Profit
0.190453
Profit Factor
1.446170
Profitability
62.893082
Streak
45.808995
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-10-04 10:24
Expiration Time
2025-11-30 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364337.4557 192048.0083 172289.4474 211027.8461 203759.4598 7268.3864
Total P&L (%) 364.3375 192.048 172.2894 211.0278 203.7595 7.2684
Avg Daily Profit (%) 0.1905 0.1004 0.0901 0.0593 0.0581 0.0037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139578 -128316 -132016 -734233 -605237 -446076
Profit Factor 1.4462 1.4074 1.499 1.0935 1.1578 1.0075
Total Trades 159 80 79 159 80 79
Winning Trades 100 49 51 100 49 51
Losing Trades 59 31 28 59 31 28
Profitability (%) 62.8931 61.25 64.557 62.8931 61.25 64.557
Ratio Avg Win / Avg Loss 0.8532 0.8904 0.823 0.6452 0.7325 0.5532
Largest Winning Trade 31454 31454 26594 117012 117012 73585
Largest Losing Trade -55349 -55349 -47754 -274724 -274724 -182387
Avg Bars in Trades 23 28 18 23 28 18
Avg Bars in Winners 13 12 14 13 12 14
Avg Bars in Losers 39 52 25 39 52 25
Bars Traded 3695 2268 1428 3695 2268 1428
Profit Streak 45.809 57.309 45.809 45.809 57.309 45.809
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404323 -75862 -96186 -228685 -179985 -590707
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598270400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759562697213,
    "expiration_time": 1764494496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 92,
            "offset": 0,
            "multiplier": 1.9599
        }
    }
}
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": [
        [
            364337.4556770762,
            192048.008296126,
            172289.4473809505,
            211027.8461298138,
            203759.4597562817,
            7268.3863735322
        ],
        [
            364.337456,
            192.048008,
            172.289447,
            211.027846,
            203.75946,
            7.268386
        ],
        [
            0.190453,
            0.100391,
            0.090062,
            0.059333,
            0.058097,
            0.003668
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139578,
            -128316,
            -132016,
            -734233,
            -605237,
            -446076
        ],
        [
            1.44617,
            1.407447,
            1.499037,
            1.093475,
            1.157761,
            1.007524
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            100,
            49,
            51,
            100,
            49,
            51
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            62.893082,
            61.25,
            64.556962,
            62.893082,
            61.25,
            64.556962
        ],
        [
            0.85324,
            0.890425,
            0.823,
            0.64515,
            0.732461,
            0.553151
        ],
        [
            31454,
            31454,
            26594,
            117012,
            117012,
            73585
        ],
        [
            -55349,
            -55349,
            -47754,
            -274724,
            -274724,
            -182387
        ],
        [
            23,
            28,
            18,
            23,
            28,
            18
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            39,
            52,
            25,
            39,
            52,
            25
        ],
        [
            3695,
            2268,
            1428,
            3695,
            2268,
            1428
        ],
        [
            45.808995,
            57.308995,
            45.808995,
            45.808995,
            57.308996,
            45.808996
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404323,
            -75862,
            -96186,
            -228685,
            -179985,
            -590707
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598270400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759562697213,
    "expiration_time": 1764494496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 92,
            "offset": 0,
            "multiplier": 1.9599
        }
    }
}

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)