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Trade: SNX/USDT/720/PWMA/SMA/6447

Strategy
SNX/USDT/720/PWMA/SMA/6447
Pair
SNX_USDT
Interval
12h
Score
419725
Daily Profit
0.154694
Profit Factor
1.812883
Profitability
50.000000
Streak
110.981611
Best Strategy
Training Data Length
1910.500000
Evaluation Time
2025-10-02 02:33
Expiration Time
2025-11-27 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 313749.5507 295542.1296 18207.4211 -70917.1548 -58013.6451 -12903.5097
Total P&L (%) 313.7496 295.5421 18.2074 -70.9172 -58.0136 -12.9035
Avg Daily Profit (%) 0.1642 0.1547 0.0095 -0.0646 -0.0454 -0.0072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196083 -104675 -115919 -235834 -178821 -130259
Profit Factor 1.4118 1.8129 1.0457 0.9084 0.8583 0.9646
Total Trades 80 40 40 80 40 40
Winning Trades 42 20 22 42 20 22
Losing Trades 38 20 18 38 20 18
Profitability (%) 52.5 50 55 52.5 50 55
Ratio Avg Win / Avg Loss 1.2774 1.8129 0.8556 0.8218 0.8583 0.7892
Largest Winning Trade 244485 244485 67653 128889 128889 44874
Largest Losing Trade -73798 -35611 -73798 -87953 -62413 -87953
Avg Bars in Trades 45 51 38 45 51 38
Avg Bars in Winners 51 54 48 51 54 48
Avg Bars in Losers 37 47 26 37 47 26
Bars Traded 3601 2046 1555 3601 2046 1555
Profit Streak 0 110.9816 0 0 110.9816 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15370 419725 -359414 -604231 -579791 -580101
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759361611235,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 150,
            "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": [
        [
            313749.550730009,
            295542.1295982213,
            18207.4211317877,
            -70917.1547858376,
            -58013.6450521002,
            -12903.5097337374
        ],
        [
            313.749551,
            295.54213,
            18.207421,
            -70.917155,
            -58.013645,
            -12.90351
        ],
        [
            0.164224,
            0.154694,
            0.00953,
            -0.064623,
            -0.045414,
            -0.007231
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196083,
            -104675,
            -115919,
            -235834,
            -178821,
            -130259
        ],
        [
            1.411825,
            1.812883,
            1.045715,
            0.908359,
            0.858289,
            0.964598
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            52.5,
            50,
            55,
            52.5,
            50,
            55
        ],
        [
            1.277366,
            1.812883,
            0.855585,
            0.821849,
            0.858289,
            0.789216
        ],
        [
            244485,
            244485,
            67653,
            128889,
            128889,
            44874
        ],
        [
            -73798,
            -35611,
            -73798,
            -87953,
            -62413,
            -87953
        ],
        [
            45,
            51,
            38,
            45,
            51,
            38
        ],
        [
            51,
            54,
            48,
            51,
            54,
            48
        ],
        [
            37,
            47,
            26,
            37,
            47,
            26
        ],
        [
            3601,
            2046,
            1555,
            3601,
            2046,
            1555
        ],
        [
            0,
            110.981611,
            0,
            0,
            110.981612,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15370,
            419725,
            -359414,
            -604231,
            -579791,
            -580101
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759361611235,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 150,
            "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)