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Trade: SNX/USDT/720/HLC3/JMA/7045

Strategy
SNX/USDT/720/HLC3/JMA/7045
Pair
SNX_USDT
Interval
12h
Score
478773
Daily Profit
0.200654
Profit Factor
1.359718
Profitability
77.573529
Streak
7.310128
Best Strategy
Training Data Length
1921.500000
Evaluation Time
2025-10-12 22:26
Expiration Time
2025-12-09 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385555.9867 229567.468 155988.5187 70738.305 216394.9474 -145656.6424
Total P&L (%) 385.556 229.5675 155.9885 70.7383 216.3949 -145.6566
Avg Daily Profit (%) 0.2007 0.1195 0.0812 0.0278 0.06 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127309 -107015 -129564 -500132 -150717 -431308
Profit Factor 1.3597 1.4491 1.2782 1.033 1.2384 0.8824
Total Trades 272 136 136 272 136 136
Winning Trades 211 100 111 211 100 111
Losing Trades 61 36 25 61 36 25
Profitability (%) 77.5735 73.5294 81.6176 77.5735 73.5294 81.6176
Ratio Avg Win / Avg Loss 0.3931 0.5217 0.2879 0.2986 0.4458 0.1987
Largest Winning Trade 29965 27352 29965 46666 46666 39365
Largest Losing Trade -66953 -46625 -66953 -395361 -91905 -395361
Avg Bars in Trades 13 14 13 13 14 13
Avg Bars in Winners 8 6 9 8 6 9
Avg Bars in Losers 32 35 29 32 35 29
Bars Traded 3753 1954 1799 3753 1954 1799
Profit Streak 7.3101 65.8101 7.3101 7.3101 65.8101 7.3101
Trades During Streak 4 7 2 4 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478773 -29458 -80726 -334723 -110094 -575223
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3843,
    "evaluation_days": 1921.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597924800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760297195094,
    "expiration_time": 1765250928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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": [
        [
            385555.9867319936,
            229567.4679950508,
            155988.5187369428,
            70738.3049720107,
            216394.9473952711,
            -145656.6424232601
        ],
        [
            385.555987,
            229.567468,
            155.988519,
            70.738305,
            216.394947,
            -145.656642
        ],
        [
            0.200654,
            0.119473,
            0.081181,
            0.027845,
            0.059962,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127309,
            -107015,
            -129564,
            -500132,
            -150717,
            -431308
        ],
        [
            1.359718,
            1.449144,
            1.278201,
            1.032963,
            1.238393,
            0.882372
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            211,
            100,
            111,
            211,
            100,
            111
        ],
        [
            61,
            36,
            25,
            61,
            36,
            25
        ],
        [
            77.573529,
            73.529412,
            81.617647,
            77.573529,
            73.529412,
            81.617647
        ],
        [
            0.393094,
            0.521692,
            0.287883,
            0.298629,
            0.445821,
            0.198732
        ],
        [
            29965,
            27352,
            29965,
            46666,
            46666,
            39365
        ],
        [
            -66953,
            -46625,
            -66953,
            -395361,
            -91905,
            -395361
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            8,
            6,
            9,
            8,
            6,
            9
        ],
        [
            32,
            35,
            29,
            32,
            35,
            29
        ],
        [
            3753,
            1954,
            1799,
            3753,
            1954,
            1799
        ],
        [
            7.310128,
            65.810128,
            7.310128,
            7.310128,
            65.810128,
            7.310128
        ],
        [
            4,
            7,
            2,
            4,
            7,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478773,
            -29458,
            -80726,
            -334723,
            -110094,
            -575223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3843,
    "evaluation_days": 1921.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1597924800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760297195094,
    "expiration_time": 1765250928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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)