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Trade: SNX/USDT/720/VWMA/ALMA/8741

Strategy
SNX/USDT/720/VWMA/ALMA/8741
Pair
SNX_USDT
Interval
12h
Score
401684
Daily Profit
0.240370
Profit Factor
1.383602
Profitability
54.587156
Streak
15.309000
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-10-04 10:24
Expiration Time
2025-11-30 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459827.5132 309368.1106 150459.4025 187090.8868 742532.5696 -555441.6827
Total P&L (%) 459.8275 309.3681 150.4594 187.0909 742.5326 -555.4417
Avg Daily Profit (%) 0.2404 0.1617 0.0787 0.0551 0.1115 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137349 -71939 -132737 -1101916 -348899 -1191338
Profit Factor 1.3836 1.659 1.2063 1.0427 1.503 0.8085
Total Trades 218 109 109 218 109 109
Winning Trades 119 62 57 119 62 57
Losing Trades 99 47 52 99 47 52
Profitability (%) 54.5872 56.8807 52.2936 54.5872 56.8807 52.2936
Ratio Avg Win / Avg Loss 1.1511 1.2577 1.1005 0.8675 1.1393 0.7376
Largest Winning Trade 44514 44514 43982 339005 339005 153816
Largest Losing Trade -66823 -34254 -66823 -569017 -128890 -569017
Avg Bars in Trades 17 13 20 17 13 20
Avg Bars in Winners 13 11 16 13 11 16
Avg Bars in Losers 21 17 25 21 17 25
Bars Traded 3758 1520 2238 3758 1520 2238
Profit Streak 15.309 26.809 0 15.309 26.809 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401684 387789 -88116 -291863 -40991 -580467
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759562697568,
    "expiration_time": 1764494496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 24,
            "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": [
        [
            459827.5131506915,
            309368.1106301883,
            150459.4025205034,
            187090.8868435848,
            742532.5695731093,
            -555441.6827295246
        ],
        [
            459.827513,
            309.368111,
            150.459403,
            187.090887,
            742.53257,
            -555.441683
        ],
        [
            0.24037,
            0.161719,
            0.078651,
            0.055145,
            0.11147,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137349,
            -71939,
            -132737,
            -1101916,
            -348899,
            -1191338
        ],
        [
            1.383602,
            1.659048,
            1.206309,
            1.042739,
            1.502962,
            0.808548
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            119,
            62,
            57,
            119,
            62,
            57
        ],
        [
            99,
            47,
            52,
            99,
            47,
            52
        ],
        [
            54.587156,
            56.880734,
            52.293578,
            54.587156,
            56.880734,
            52.293578
        ],
        [
            1.151064,
            1.257666,
            1.100492,
            0.867489,
            1.139342,
            0.737623
        ],
        [
            44514,
            44514,
            43982,
            339005,
            339005,
            153816
        ],
        [
            -66823,
            -34254,
            -66823,
            -569017,
            -128890,
            -569017
        ],
        [
            17,
            13,
            20,
            17,
            13,
            20
        ],
        [
            13,
            11,
            16,
            13,
            11,
            16
        ],
        [
            21,
            17,
            25,
            21,
            17,
            25
        ],
        [
            3758,
            1520,
            2238,
            3758,
            1520,
            2238
        ],
        [
            15.309,
            26.809,
            0,
            15.309,
            26.809,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401684,
            387789,
            -88116,
            -291863,
            -40991,
            -580467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759562697568,
    "expiration_time": 1764494496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 24,
            "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)