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Trade: SNX/USDT/720/VWAP/LINREG/9056

Strategy
SNX/USDT/720/VWAP/LINREG/9056
Pair
SNX_USDT
Interval
12h
Score
434034
Daily Profit
0.165178
Profit Factor
1.274166
Profitability
74.400000
Streak
74.682761
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-06 19:23
Expiration Time
2025-12-03 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316397.921 217614.2801 98783.6409 -371992.8702 -5744.8483 -366248.0219
Total P&L (%) 316.3979 217.6143 98.7836 -371.9929 -5.7448 -366.248
Avg Daily Profit (%) 0.1652 0.1136 0.0516 0 -0.0031 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171828 -93061 -165666 -1300922 -451761 -1047292
Profit Factor 1.2742 1.4138 1.1573 0.9097 0.9969 0.8369
Total Trades 250 125 125 250 125 125
Winning Trades 186 91 95 73 38 35
Losing Trades 64 34 30 177 87 90
Profitability (%) 74.4 72.8 76 29.2 30.4 28
Ratio Avg Win / Avg Loss 0.4384 0.5282 0.3654 2.2057 2.2825 2.152
Largest Winning Trade 59137 59137 39308 442501 305869 442501
Largest Losing Trade -165666 -47695 -165666 -341176 -133669 -341176
Avg Bars in Trades 14 14 15 14 14 15
Avg Bars in Winners 8 7 9 27 28 26
Avg Bars in Losers 33 33 33 9 8 10
Bars Traded 3712 1796 1916 3712 1796 1916
Profit Streak 74.6828 104.6828 74.6828 0 0 0
Trades During Streak 15 8 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434034 -37381 -167985 -587718 -585567 -594537
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598011200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759767790561,
    "expiration_time": 1764716976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 87,
            "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": [
        [
            316397.920975955,
            217614.28006712,
            98783.6409088352,
            -371992.8701688054,
            -5744.8482978107,
            -366248.0218709948
        ],
        [
            316.397921,
            217.61428,
            98.783641,
            -371.99287,
            -5.744848,
            -366.248022
        ],
        [
            0.165178,
            0.113607,
            0.051571,
            0,
            -0.003089,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171828,
            -93061,
            -165666,
            -1300922,
            -451761,
            -1047292
        ],
        [
            1.274166,
            1.413822,
            1.157255,
            0.909681,
            0.996934,
            0.836872
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            186,
            91,
            95,
            73,
            38,
            35
        ],
        [
            64,
            34,
            30,
            177,
            87,
            90
        ],
        [
            74.4,
            72.8,
            76,
            29.2,
            30.4,
            28
        ],
        [
            0.438423,
            0.528241,
            0.365449,
            2.205665,
            2.282453,
            2.151957
        ],
        [
            59137,
            59137,
            39308,
            442501,
            305869,
            442501
        ],
        [
            -165666,
            -47695,
            -165666,
            -341176,
            -133669,
            -341176
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            8,
            7,
            9,
            27,
            28,
            26
        ],
        [
            33,
            33,
            33,
            9,
            8,
            10
        ],
        [
            3712,
            1796,
            1916,
            3712,
            1796,
            1916
        ],
        [
            74.682761,
            104.682761,
            74.682761,
            0,
            0,
            0
        ],
        [
            15,
            8,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434034,
            -37381,
            -167985,
            -587718,
            -585567,
            -594537
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598011200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759767790561,
    "expiration_time": 1764716976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 87,
            "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)