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Trade: SNX/USDT/720/PWMA/DCM/7428

Strategy
SNX/USDT/720/PWMA/DCM/7428
Pair
SNX_USDT
Interval
12h
Score
381437
Daily Profit
0.179395
Profit Factor
1.484240
Profitability
47.826087
Streak
39.044555
Best Strategy
Training Data Length
1911.000000
Evaluation Time
2025-10-02 04:04
Expiration Time
2025-11-28 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342823.6373 267656.1392 75167.4981 -111393.2568 -42540.2473 -68853.0095
Total P&L (%) 342.8236 267.6561 75.1675 -111.3933 -42.5402 -68.853
Avg Daily Profit (%) 0.1794 0.1401 0.0393 0 -0.029 -0.061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129171 -98265 -83837 -106472 -31999 -16742
Profit Factor 1.4842 1.7705 1.2085 0.5111 0.5947 0.4397
Total Trades 92 46 46 92 46 46
Winning Trades 44 20 24 46 25 21
Losing Trades 48 26 22 46 21 25
Profitability (%) 47.8261 43.4783 52.1739 50 54.3478 45.6522
Ratio Avg Win / Avg Loss 1.6192 2.3016 1.1078 0.5111 0.4996 0.5235
Largest Winning Trade 247783 247783 54819 11721 11721 10651
Largest Losing Trade -103662 -42061 -103662 -60060 -42061 -60060
Avg Bars in Trades 39 44 34 39 44 34
Avg Bars in Winners 51 59 44 27 31 22
Avg Bars in Losers 28 32 23 51 58 44
Bars Traded 3612 2031 1581 3612 2031 1581
Profit Streak 39.0446 39.0446 39.5446 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381437 -4617 -139493 -580532 -580140 -582395
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3822,
    "evaluation_days": 1911,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367049517,
    "expiration_time": 1764316512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "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": [
        [
            342823.6372885793,
            267656.1391503169,
            75167.4981382623,
            -111393.2568451529,
            -42540.2473273055,
            -68853.0095178474
        ],
        [
            342.823637,
            267.656139,
            75.167498,
            -111.393257,
            -42.540247,
            -68.85301
        ],
        [
            0.179395,
            0.140061,
            0.039334,
            0,
            -0.02899,
            -0.06102
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129171,
            -98265,
            -83837,
            -106472,
            -31999,
            -16742
        ],
        [
            1.48424,
            1.770481,
            1.208466,
            0.511123,
            0.594733,
            0.439704
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            44,
            20,
            24,
            46,
            25,
            21
        ],
        [
            48,
            26,
            22,
            46,
            21,
            25
        ],
        [
            47.826087,
            43.478261,
            52.173913,
            50,
            54.347826,
            45.652174
        ],
        [
            1.61917,
            2.301625,
            1.10776,
            0.511123,
            0.499575,
            0.523457
        ],
        [
            247783,
            247783,
            54819,
            11721,
            11721,
            10651
        ],
        [
            -103662,
            -42061,
            -103662,
            -60060,
            -42061,
            -60060
        ],
        [
            39,
            44,
            34,
            39,
            44,
            34
        ],
        [
            51,
            59,
            44,
            27,
            31,
            22
        ],
        [
            28,
            32,
            23,
            51,
            58,
            44
        ],
        [
            3612,
            2031,
            1581,
            3612,
            2031,
            1581
        ],
        [
            39.044555,
            39.044555,
            39.544555,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381437,
            -4617,
            -139493,
            -580532,
            -580140,
            -582395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3822,
    "evaluation_days": 1911,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367049517,
    "expiration_time": 1764316512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "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)