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Trade: SNX/USDT/720/SUPERTREND/SUPERTREND/6791

Strategy
SNX/USDT/720/SUPERTREND/SUPERTREND/6791
Pair
SNX_USDT
Interval
12h
Score
363222
Daily Profit
0.199047
Profit Factor
1.615454
Profitability
52.272727
Streak
0.000000
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-10-03 15:34
Expiration Time
2025-11-29 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380578.4213 261738.4314 118839.9899 309438.2614 328639.2083 -19200.947
Total P&L (%) 380.5784 261.7384 118.84 309.4383 328.6392 -19.2009
Avg Daily Profit (%) 0.199 0.1369 0.0622 0.0738 0.0762 -0.0112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186639 -89118 -141454 -298775 -141722 -222713
Profit Factor 1.6155 1.9886 1.3361 1.3524 1.9272 0.9633
Total Trades 88 44 44 88 44 44
Winning Trades 46 23 23 46 23 23
Losing Trades 42 21 21 42 21 21
Profitability (%) 52.2727 52.2727 52.2727 52.2727 52.2727 52.2727
Ratio Avg Win / Avg Loss 1.475 1.8156 1.2199 1.2348 1.7596 0.8796
Largest Winning Trade 143031 143031 70432 146100 146100 72641
Largest Losing Trade -45373 -25243 -45373 -130890 -53728 -130890
Avg Bars in Trades 40 43 38 40 43 38
Avg Bars in Winners 44 42 46 44 42 46
Avg Bars in Losers 36 44 28 36 44 28
Bars Traded 3568 1895 1673 3568 1895 1673
Profit Streak 0 84.524 0 0 84.524 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 363222 -5191 -109275 -93536 -86297 -580424
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3824,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759494877156,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 108,
            "offset": 0,
            "multiplier": 2.9845
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 190,
            "offset": 0,
            "multiplier": 2.81363
        }
    }
}
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": [
        [
            380578.4212834308,
            261738.4313690513,
            118839.9899143795,
            309438.2613975285,
            328639.2083496383,
            -19200.9469521098
        ],
        [
            380.578421,
            261.738431,
            118.83999,
            309.438261,
            328.639208,
            -19.200947
        ],
        [
            0.199047,
            0.136892,
            0.062155,
            0.073752,
            0.076151,
            -0.01115
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186639,
            -89118,
            -141454,
            -298775,
            -141722,
            -222713
        ],
        [
            1.615454,
            1.988552,
            1.336085,
            1.352428,
            1.927198,
            0.963327
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            52.272727,
            52.272727,
            52.272727,
            52.272727,
            52.272727,
            52.272727
        ],
        [
            1.474979,
            1.815634,
            1.219904,
            1.234826,
            1.759616,
            0.87956
        ],
        [
            143031,
            143031,
            70432,
            146100,
            146100,
            72641
        ],
        [
            -45373,
            -25243,
            -45373,
            -130890,
            -53728,
            -130890
        ],
        [
            40,
            43,
            38,
            40,
            43,
            38
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            36,
            44,
            28,
            36,
            44,
            28
        ],
        [
            3568,
            1895,
            1673,
            3568,
            1895,
            1673
        ],
        [
            0,
            84.524041,
            0,
            0,
            84.524041,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363222,
            -5191,
            -109275,
            -93536,
            -86297,
            -580424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3824,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759494877156,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 108,
            "offset": 0,
            "multiplier": 2.9845
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 190,
            "offset": 0,
            "multiplier": 2.81363
        }
    }
}

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)