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Trade: SNX/USDT/240/VWAP/KCU/8155

Strategy
SNX/USDT/240/VWAP/KCU/8155
Pair
SNX_USDT
Interval
4h
Score
466173
Daily Profit
0.242442
Profit Factor
1.532935
Profitability
78.597786
Streak
0.000000
Best Strategy
Training Data Length
1915.170000
Evaluation Time
2025-10-06 17:35
Expiration Time
2025-12-03 00:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464318.1373 315430.4648 148887.6725 430491.7786 -700957.4631 1131449.2417
Total P&L (%) 464.3181 315.4305 148.8877 430.4918 -700.9575 1131.4492
Avg Daily Profit (%) 0.2424 0.1647 0.0777 0.0872 0 0.1312
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172256 -138345 -52337 -3754713 -3147008 -1076859
Profit Factor 1.5329 1.5068 1.5982 1.0397 0.9168 1.4662
Total Trades 271 135 136 271 135 136
Winning Trades 213 106 107 213 106 107
Losing Trades 58 29 29 58 29 29
Profitability (%) 78.5978 78.5185 78.6765 78.5978 78.5185 78.6765
Ratio Avg Win / Avg Loss 0.4174 0.4122 0.4332 0.2831 0.2508 0.3974
Largest Winning Trade 27259 27259 11000 294189 294189 168068
Largest Losing Trade -73622 -73622 -43723 -1657817 -1657817 -976228
Avg Bars in Trades 41 74 9 41 74 9
Avg Bars in Winners 15 26 5 15 26 5
Avg Bars in Losers 138 250 25 138 250 25
Bars Traded 11341 10042 1299 11341 10042 1299
Profit Streak 0 57.6081 0 0 57.6081 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466173 442704 -84833 -250023 -575481 -13964
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11491,
    "evaluation_days": 1915.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595577600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761338921,
    "expiration_time": 1764716112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            464318.1372887763,
            315430.4647827906,
            148887.6725059858,
            430491.7786186421,
            -700957.463095735,
            1131449.2417143777
        ],
        [
            464.318137,
            315.430465,
            148.887673,
            430.491779,
            -700.957463,
            1131.449242
        ],
        [
            0.242442,
            0.164701,
            0.077741,
            0.087165,
            0,
            0.131185
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172256,
            -138345,
            -52337,
            -3754713,
            -3147008,
            -1076859
        ],
        [
            1.532935,
            1.506842,
            1.598177,
            1.039665,
            0.91681,
            1.466159
        ],
        [
            271,
            135,
            136,
            271,
            135,
            136
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            78.597786,
            78.518519,
            78.676471,
            78.597786,
            78.518519,
            78.676471
        ],
        [
            0.417419,
            0.412249,
            0.433151,
            0.283101,
            0.250825,
            0.39737
        ],
        [
            27259,
            27259,
            11000,
            294189,
            294189,
            168068
        ],
        [
            -73622,
            -73622,
            -43723,
            -1657817,
            -1657817,
            -976228
        ],
        [
            41,
            74,
            9,
            41,
            74,
            9
        ],
        [
            15,
            26,
            5,
            15,
            26,
            5
        ],
        [
            138,
            250,
            25,
            138,
            250,
            25
        ],
        [
            11341,
            10042,
            1299,
            11341,
            10042,
            1299
        ],
        [
            0,
            57.608089,
            0,
            0,
            57.608089,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466173,
            442704,
            -84833,
            -250023,
            -575481,
            -13964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11491,
    "evaluation_days": 1915.17,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595577600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761338921,
    "expiration_time": 1764716112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)