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Trade: SNX/USDT/720/WMA/JMA/5190

Strategy
SNX/USDT/720/WMA/JMA/5190
Pair
SNX_USDT
Interval
12h
Score
375378
Daily Profit
0.149056
Profit Factor
1.844700
Profitability
58.536585
Streak
87.931088
Best Strategy
Training Data Length
1910.500000
Evaluation Time
2025-10-02 01:20
Expiration Time
2025-11-27 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437642.7236 284770.7568 152871.9668 230192.084 464804.2259 -234612.1419
Total P&L (%) 437.6427 284.7708 152.872 230.1921 464.8042 -234.6121
Avg Daily Profit (%) 0.2291 0.1491 0.08 0.0625 0.0907 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88746 -71699 -85794 -633034 -321730 -479155
Profit Factor 1.6271 1.8447 1.4237 1.0884 1.424 0.8444
Total Trades 83 41 42 83 41 42
Winning Trades 53 24 29 53 24 29
Losing Trades 30 17 13 30 17 13
Profitability (%) 63.8554 58.5366 69.0476 63.8554 58.5366 69.0476
Ratio Avg Win / Avg Loss 0.921 1.3067 0.6382 0.6161 1.0086 0.3785
Largest Winning Trade 109612 109612 42778 227072 227072 114841
Largest Losing Trade -56089 -46097 -56089 -402244 -228978 -402244
Avg Bars in Trades 44 50 38 44 50 38
Avg Bars in Winners 31 27 34 31 27 34
Avg Bars in Losers 67 83 47 67 83 47
Bars Traded 3688 2084 1605 3688 2084 1605
Profit Streak 0 87.9311 0 0 87.9311 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 322871 375378 -84431 -233569 -68979 -578265
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759357246035,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 122,
            "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": [
        [
            437642.7236242411,
            284770.7568157931,
            152871.9668084481,
            230192.0839987839,
            464804.22592209,
            -234612.1419233058
        ],
        [
            437.642724,
            284.770757,
            152.871967,
            230.192084,
            464.804226,
            -234.612142
        ],
        [
            0.229072,
            0.149056,
            0.080017,
            0.062543,
            0.090662,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88746,
            -71699,
            -85794,
            -633034,
            -321730,
            -479155
        ],
        [
            1.627093,
            1.8447,
            1.423745,
            1.088403,
            1.423975,
            0.844379
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            63.855422,
            58.536585,
            69.047619,
            63.855422,
            58.536585,
            69.047619
        ],
        [
            0.920996,
            1.306663,
            0.63823,
            0.616077,
            1.008649,
            0.378515
        ],
        [
            109612,
            109612,
            42778,
            227072,
            227072,
            114841
        ],
        [
            -56089,
            -46097,
            -56089,
            -402244,
            -228978,
            -402244
        ],
        [
            44,
            50,
            38,
            44,
            50,
            38
        ],
        [
            31,
            27,
            34,
            31,
            27,
            34
        ],
        [
            67,
            83,
            47,
            67,
            83,
            47
        ],
        [
            3688,
            2084,
            1605,
            3688,
            2084,
            1605
        ],
        [
            0,
            87.931088,
            0,
            0,
            87.931088,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322871,
            375378,
            -84431,
            -233569,
            -68979,
            -578265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759357246035,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 122,
            "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)