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Trade: SNX/USDT/720/PSAR/SINWMA/8868

Strategy
SNX/USDT/720/PSAR/SINWMA/8868
Pair
SNX_USDT
Interval
12h
Score
362910
Daily Profit
0.241147
Profit Factor
1.316434
Profitability
47.457627
Streak
11.247338
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-10-02 20:56
Expiration Time
2025-11-28 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460951.8515 340374.82 120577.0316 197937.615 466838.1975 -268900.5826
Total P&L (%) 460.9519 340.3748 120.577 197.9376 466.8382 -268.9006
Avg Daily Profit (%) 0.2411 0.1781 0.0631 0.0571 0.0908 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172026 -99907 -133851 -1573891 -1116972 -942826
Profit Factor 1.3164 1.5306 1.1479 1.0216 1.1092 0.9449
Total Trades 295 148 147 295 148 147
Winning Trades 140 68 72 140 68 72
Losing Trades 155 80 75 155 80 75
Profitability (%) 47.4576 45.9459 48.9796 47.4576 45.9459 48.9796
Ratio Avg Win / Avg Loss 1.4575 1.8007 1.1957 1.1311 1.305 0.9843
Largest Winning Trade 81029 81029 41717 438908 438908 296191
Largest Losing Trade -71718 -30324 -71718 -387588 -317129 -387588
Avg Bars in Trades 12 12 13 12 12 13
Avg Bars in Winners 13 12 14 13 12 14
Avg Bars in Losers 12 12 11 12 12 11
Bars Traded 3770 1842 1928 3770 1842 1928
Profit Streak 11.2473 11.2473 14.2473 11.2473 11.2473 14.2473
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362910 331681 -166221 -311452 -172946 -580468
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595548800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427770059,
    "expiration_time": 1764361008000,
    "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": "sinwma",
        "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": [
        [
            460951.851545119,
            340374.8199848745,
            120577.031560244,
            197937.614950356,
            466838.1975477075,
            -268900.5825973519
        ],
        [
            460.951852,
            340.37482,
            120.577032,
            197.937615,
            466.838198,
            -268.900583
        ],
        [
            0.241147,
            0.178067,
            0.06308,
            0.057129,
            0.090803,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172026,
            -99907,
            -133851,
            -1573891,
            -1116972,
            -942826
        ],
        [
            1.316434,
            1.530612,
            1.147905,
            1.021623,
            1.109219,
            0.944895
        ],
        [
            295,
            148,
            147,
            295,
            148,
            147
        ],
        [
            140,
            68,
            72,
            140,
            68,
            72
        ],
        [
            155,
            80,
            75,
            155,
            80,
            75
        ],
        [
            47.457627,
            45.945946,
            48.979592,
            47.457627,
            45.945946,
            48.979592
        ],
        [
            1.45748,
            1.80072,
            1.195734,
            1.131083,
            1.304964,
            0.984265
        ],
        [
            81029,
            81029,
            41717,
            438908,
            438908,
            296191
        ],
        [
            -71718,
            -30324,
            -71718,
            -387588,
            -317129,
            -387588
        ],
        [
            12,
            12,
            13,
            12,
            12,
            13
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            3770,
            1842,
            1928,
            3770,
            1842,
            1928
        ],
        [
            11.247338,
            11.247339,
            14.247339,
            11.247339,
            11.247339,
            14.247339
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362910,
            331681,
            -166221,
            -311452,
            -172946,
            -580468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595548800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427770059,
    "expiration_time": 1764361008000,
    "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": "sinwma",
        "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)