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Trade: SNX/USDT/720/SWMA/PSAR/4866

Strategy
SNX/USDT/720/SWMA/PSAR/4866
Pair
SNX_USDT
Interval
12h
Score
397383
Daily Profit
0.216195
Profit Factor
1.527701
Profitability
50.359712
Streak
0.000000
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-09-27 04:14
Expiration Time
2025-11-20 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411527.0381 286633.62 124893.4181 143801.106 -242615.4408 386416.5468
Total P&L (%) 411.527 286.6336 124.8934 143.8011 -242.6154 386.4165
Avg Daily Profit (%) 0.2162 0.1506 0.0656 0.0468 0 0.0831
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101454 -88027 -91949 -746819 -772283 -424303
Profit Factor 1.5277 1.6284 1.3858 1.0437 0.8813 1.3093
Total Trades 139 70 69 139 70 69
Winning Trades 70 32 38 70 32 38
Losing Trades 69 38 31 69 38 31
Profitability (%) 50.3597 45.7143 55.0725 50.3597 45.7143 55.0725
Ratio Avg Win / Avg Loss 1.5059 1.9337 1.1306 1.0288 1.0465 1.0681
Largest Winning Trade 263069 263069 62063 252686 252686 192160
Largest Losing Trade -40931 -40931 -33877 -298172 -298172 -264857
Avg Bars in Trades 26 22 30 26 22 30
Avg Bars in Winners 32 28 35 32 28 35
Avg Bars in Losers 20 17 24 20 17 24
Bars Traded 3668 1558 2110 3668 1558 2110
Profit Streak 0 0 47.0517 0 0 47.0517
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397383 -85565 -204247 -302159 -674958 -181347
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935662938,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 188,
            "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": [
        [
            411527.0380937134,
            286633.619998174,
            124893.4180955394,
            143801.1059658414,
            -242615.4408221491,
            386416.5467879904
        ],
        [
            411.527038,
            286.63362,
            124.893418,
            143.801106,
            -242.615441,
            386.416547
        ],
        [
            0.216195,
            0.150582,
            0.065613,
            0.046829,
            0,
            0.083139
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101454,
            -88027,
            -91949,
            -746819,
            -772283,
            -424303
        ],
        [
            1.527701,
            1.628357,
            1.385848,
            1.043675,
            0.881261,
            1.309316
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            50.359712,
            45.714286,
            55.072464,
            50.359712,
            45.714286,
            55.072464
        ],
        [
            1.505876,
            1.933674,
            1.13056,
            1.028765,
            1.046498,
            1.068126
        ],
        [
            263069,
            263069,
            62063,
            252686,
            252686,
            192160
        ],
        [
            -40931,
            -40931,
            -33877,
            -298172,
            -298172,
            -264857
        ],
        [
            26,
            22,
            30,
            26,
            22,
            30
        ],
        [
            32,
            28,
            35,
            32,
            28,
            35
        ],
        [
            20,
            17,
            24,
            20,
            17,
            24
        ],
        [
            3668,
            1558,
            2110,
            3668,
            1558,
            2110
        ],
        [
            0,
            0,
            47.051654,
            0,
            0,
            47.051654
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397383,
            -85565,
            -204247,
            -302159,
            -674958,
            -181347
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935662938,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 188,
            "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)