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Trade: SNX/USDT/720/PWMA/PSAR/5200

Strategy
SNX/USDT/720/PWMA/PSAR/5200
Pair
SNX_USDT
Interval
12h
Score
356399
Daily Profit
0.229784
Profit Factor
1.629921
Profitability
46.491228
Streak
0.000000
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-06 00:15
Expiration Time
2025-12-02 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439922.0863 342541.9414 97380.1449 100562.0604 -150954.6346 251516.6951
Total P&L (%) 439.9221 342.5419 97.3801 100.5621 -150.9546 251.5167
Avg Daily Profit (%) 0.2298 0.1789 0.0509 0.0364 0 0.0657
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108664 -67838 -75304 -996330 -650133 -494377
Profit Factor 1.6299 1.9813 1.2788 1.0214 0.9396 1.1139
Total Trades 114 57 57 114 57 57
Winning Trades 53 24 29 53 24 29
Losing Trades 61 33 28 61 33 28
Profitability (%) 46.4912 42.1053 50.8772 46.4912 42.1053 50.8772
Ratio Avg Win / Avg Loss 1.8759 2.7243 1.2347 1.1755 1.2919 1.0755
Largest Winning Trade 308901 308901 52683 348021 348021 308941
Largest Losing Trade -58503 -35974 -58503 -418283 -418283 -300106
Avg Bars in Trades 31 26 35 31 26 35
Avg Bars in Winners 42 34 48 42 34 48
Avg Bars in Losers 21 20 22 21 20 22
Bars Traded 3559 1519 2040 3559 1519 2040
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356399 -171642 -304973 -342413 -761959 -380391
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759698949438,
    "expiration_time": 1764627984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            439922.086337226,
            342541.9414311805,
            97380.1449060454,
            100562.0604474934,
            -150954.6346309725,
            251516.6950784661
        ],
        [
            439.922086,
            342.541941,
            97.380145,
            100.56206,
            -150.954635,
            251.516695
        ],
        [
            0.229784,
            0.17892,
            0.050865,
            0.036358,
            0,
            0.065683
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108664,
            -67838,
            -75304,
            -996330,
            -650133,
            -494377
        ],
        [
            1.629921,
            1.981276,
            1.278788,
            1.021368,
            0.939578,
            1.113915
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            46.491228,
            42.105263,
            50.877193,
            46.491228,
            42.105263,
            50.877193
        ],
        [
            1.875947,
            2.724255,
            1.234692,
            1.175536,
            1.291919,
            1.075504
        ],
        [
            308901,
            308901,
            52683,
            348021,
            348021,
            308941
        ],
        [
            -58503,
            -35974,
            -58503,
            -418283,
            -418283,
            -300106
        ],
        [
            31,
            26,
            35,
            31,
            26,
            35
        ],
        [
            42,
            34,
            48,
            42,
            34,
            48
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            3559,
            1519,
            2040,
            3559,
            1519,
            2040
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356399,
            -171642,
            -304973,
            -342413,
            -761959,
            -380391
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759698949438,
    "expiration_time": 1764627984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)