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Trade: SNX/USDT/720/VWAP/HLC3/4574

Strategy
SNX/USDT/720/VWAP/HLC3/4574
Pair
SNX_USDT
Interval
12h
Score
466954
Daily Profit
0.286519
Profit Factor
2.015857
Profitability
48.913043
Streak
29.051652
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 545389.8201 351960.7848 193429.0353 567408.6344 851370.3294 -283961.695
Total P&L (%) 545.3898 351.9608 193.429 567.4086 851.3703 -283.9617
Avg Daily Profit (%) 0.2865 0.1849 0.1016 0.0998 0.1184 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224041 -60990 -167482 -6477998 -1601517 -4989488
Profit Factor 2.0159 2.2451 1.7609 1.0582 1.206 0.9495
Total Trades 92 46 46 92 46 46
Winning Trades 45 23 22 45 23 22
Losing Trades 47 23 24 47 23 24
Profitability (%) 48.913 50 47.8261 48.913 50 47.8261
Ratio Avg Win / Avg Loss 2.1055 2.2451 1.921 1.1052 1.206 1.0358
Largest Winning Trade 88242 88242 44687 1695930 1030114 1695930
Largest Losing Trade -79776 -60990 -79776 -2465581 -1019323 -2465581
Avg Bars in Trades 40 39 41 40 39 41
Avg Bars in Winners 47 37 57 47 37 57
Avg Bars in Losers 33 41 26 33 41 26
Bars Traded 3727 1812 1915 3727 1812 1915
Profit Streak 29.0517 0 127.5517 29.0517 0 127.5517
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466954 426198 -54181 -215544 -34917 -579316
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": 1594296000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935662765,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            545389.8201162289,
            351960.7848364578,
            193429.035279771,
            567408.6343686461,
            851370.3293607619,
            -283961.6949921151
        ],
        [
            545.38982,
            351.960785,
            193.429035,
            567.408634,
            851.370329,
            -283.961695
        ],
        [
            0.286519,
            0.184902,
            0.101618,
            0.099773,
            0.118417,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224041,
            -60990,
            -167482,
            -6477998,
            -1601517,
            -4989488
        ],
        [
            2.015857,
            2.245114,
            1.760924,
            1.058163,
            1.206025,
            0.949501
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            48.913043,
            50,
            47.826087,
            48.913043,
            50,
            47.826087
        ],
        [
            2.105451,
            2.245114,
            1.921008,
            1.105193,
            1.206025,
            1.035819
        ],
        [
            88242,
            88242,
            44687,
            1695930,
            1030114,
            1695930
        ],
        [
            -79776,
            -60990,
            -79776,
            -2465581,
            -1019323,
            -2465581
        ],
        [
            40,
            39,
            41,
            40,
            39,
            41
        ],
        [
            47,
            37,
            57,
            47,
            37,
            57
        ],
        [
            33,
            41,
            26,
            33,
            41,
            26
        ],
        [
            3727,
            1812,
            1915,
            3727,
            1812,
            1915
        ],
        [
            29.051652,
            0,
            127.551652,
            29.051652,
            0,
            127.551652
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466954,
            426198,
            -54181,
            -215544,
            -34917,
            -579316
        ]
    ]
}
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": 1594296000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935662765,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)