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Trade: SNX/USDT/720/PSAR/PWMA/9353

Strategy
SNX/USDT/720/PSAR/PWMA/9353
Pair
SNX_USDT
Interval
12h
Score
342453
Daily Profit
0.192607
Profit Factor
1.228166
Profitability
48.242812
Streak
13.422271
Best Strategy
Training Data Length
1913.500000
Evaluation Time
2025-10-05 01:08
Expiration Time
2025-11-30 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368553.076 306433.2873 62119.7886 -64906.3986 916298.6156 -981205.0142
Total P&L (%) 368.5531 306.4333 62.1198 -64.9064 916.2986 -981.205
Avg Daily Profit (%) 0.1926 0.1601 0.0325 -0.0547 0.1213 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190371 -106592 -137005 -1284814 -497995 -1234525
Profit Factor 1.2282 1.4457 1.067 0.9836 1.8214 0.6535
Total Trades 313 157 156 313 157 156
Winning Trades 151 73 78 151 73 78
Losing Trades 162 84 78 162 84 78
Profitability (%) 48.2428 46.4968 50 48.2428 46.4968 50
Ratio Avg Win / Avg Loss 1.3176 1.6635 1.067 1.0552 2.0959 0.6535
Largest Winning Trade 57928 57928 39568 242314 242314 185243
Largest Losing Trade -87411 -30324 -87411 -733655 -235692 -733655
Avg Bars in Trades 12 11 12 12 11 12
Avg Bars in Winners 12 11 12 12 11 12
Avg Bars in Losers 11 11 12 11 11 12
Bars Traded 3770 1818 1952 3770 1818 1952
Profit Streak 13.4223 13.4223 16.4223 13.4223 13.4223 16.4223
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342453 329450 -295802 -576801 -27478 -579663
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3827,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595548800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759615684272,
    "expiration_time": 1764538992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 30,
            "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": [
        [
            368553.0759513307,
            306433.2873304355,
            62119.7886208948,
            -64906.3986116649,
            916298.6156341826,
            -981205.0142458483
        ],
        [
            368.553076,
            306.433287,
            62.119789,
            -64.906399,
            916.298616,
            -981.205014
        ],
        [
            0.192607,
            0.160143,
            0.032464,
            -0.054709,
            0.121252,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190371,
            -106592,
            -137005,
            -1284814,
            -497995,
            -1234525
        ],
        [
            1.228166,
            1.445669,
            1.066961,
            0.983557,
            1.821442,
            0.653514
        ],
        [
            313,
            157,
            156,
            313,
            157,
            156
        ],
        [
            151,
            73,
            78,
            151,
            73,
            78
        ],
        [
            162,
            84,
            78,
            162,
            84,
            78
        ],
        [
            48.242812,
            46.496815,
            50,
            48.242812,
            46.496815,
            50
        ],
        [
            1.317635,
            1.66351,
            1.066961,
            1.055207,
            2.095906,
            0.653514
        ],
        [
            57928,
            57928,
            39568,
            242314,
            242314,
            185243
        ],
        [
            -87411,
            -30324,
            -87411,
            -733655,
            -235692,
            -733655
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            3770,
            1818,
            1952,
            3770,
            1818,
            1952
        ],
        [
            13.422271,
            13.422271,
            16.422271,
            13.422272,
            13.422272,
            16.422272
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342453,
            329450,
            -295802,
            -576801,
            -27478,
            -579663
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3827,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595548800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759615684272,
    "expiration_time": 1764538992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 30,
            "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)