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Trade: SNX/USDT/720/OHLC4/VWMA/4944

Strategy
SNX/USDT/720/OHLC4/VWMA/4944
Pair
SNX_USDT
Interval
12h
Score
440401
Daily Profit
0.148533
Profit Factor
1.487683
Profitability
89.516129
Streak
80.255253
Best Strategy
Training Data Length
1915.000000
Evaluation Time
2025-10-06 09:07
Expiration Time
2025-12-02 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284441.218 185929.0498 98512.1682 -8665772.5928 -1814970.3212 -6850802.2716
Total P&L (%) 284.4412 185.9291 98.5122 -8665.7726 -1814.9703 -6850.8023
Avg Daily Profit (%) 0.1485 0.0971 0.0514 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -265385 -63696 -265385 -8735466 -2843024 -6889668
Profit Factor 1.4877 1.7509 1.2935 0.532 0.7996 0.276
Total Trades 124 62 62 124 62 62
Winning Trades 111 54 57 18 11 7
Losing Trades 13 8 5 106 51 55
Profitability (%) 89.5161 87.0968 91.9355 14.5161 17.7419 11.2903
Ratio Avg Win / Avg Loss 0.1742 0.2594 0.1135 3.133 3.7071 2.1684
Largest Winning Trade 35363 29553 35363 2972325 2972325 1532347
Largest Losing Trade -265385 -58322 -265385 -959715 -959715 -818042
Avg Bars in Trades 28 37 19 28 37 19
Avg Bars in Winners 11 11 11 112 157 41
Avg Bars in Losers 171 214 102 14 12 16
Bars Traded 3542 2348 1194 3542 2348 1194
Profit Streak 80.2553 80.2553 290.2553 0 0 0
Trades During Streak 16 8 14 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440401 -210810 -273130 -653415 -794262 -822419
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3830,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759730853855,
    "expiration_time": 1764672480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 200,
            "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": [
        [
            284441.2180122661,
            185929.049811141,
            98512.1682011252,
            -8665772.59279169,
            -1814970.3212244087,
            -6850802.271567281
        ],
        [
            284.441218,
            185.92905,
            98.512168,
            -8665.772593,
            -1814.970321,
            -6850.802272
        ],
        [
            0.148533,
            0.097091,
            0.051442,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -265385,
            -63696,
            -265385,
            -8735466,
            -2843024,
            -6889668
        ],
        [
            1.487683,
            1.750887,
            1.293508,
            0.532022,
            0.799568,
            0.275982
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            111,
            54,
            57,
            18,
            11,
            7
        ],
        [
            13,
            8,
            5,
            106,
            51,
            55
        ],
        [
            89.516129,
            87.096774,
            91.935484,
            14.516129,
            17.741935,
            11.290323
        ],
        [
            0.174233,
            0.259391,
            0.113466,
            3.133016,
            3.707086,
            2.168426
        ],
        [
            35363,
            29553,
            35363,
            2972325,
            2972325,
            1532347
        ],
        [
            -265385,
            -58322,
            -265385,
            -959715,
            -959715,
            -818042
        ],
        [
            28,
            37,
            19,
            28,
            37,
            19
        ],
        [
            11,
            11,
            11,
            112,
            157,
            41
        ],
        [
            171,
            214,
            102,
            14,
            12,
            16
        ],
        [
            3542,
            2348,
            1194,
            3542,
            2348,
            1194
        ],
        [
            80.255253,
            80.255253,
            290.255253,
            0,
            0,
            0
        ],
        [
            16,
            8,
            14,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440401,
            -210810,
            -273130,
            -653415,
            -794262,
            -822419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3830,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759730853855,
    "expiration_time": 1764672480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 200,
            "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)