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Trade: SNX/USDT/360/DCM/JMA/1320

Strategy
SNX/USDT/360/DCM/JMA/1320
Pair
SNX_USDT
Interval
6h
Score
480208
Daily Profit
0.329824
Profit Factor
1.713872
Profitability
58.378378
Streak
0.000000
Best Strategy
Training Data Length
1914.750000
Evaluation Time
2025-10-06 07:22
Expiration Time
2025-12-02 12:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 631531.2962 387942.8555 243588.4408 3377301.1923 1536864.1584 1840437.0339
Total P&L (%) 631.5313 387.9429 243.5884 3377.3012 1536.8642 1840.437
Avg Daily Profit (%) 0.3298 0.2026 0.1272 0.1855 0.1461 0.155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90113 -57303 -68695 -5747759 -3179435 -4321814
Profit Factor 1.7139 1.9587 1.5075 1.1592 1.1583 1.1598
Total Trades 185 92 93 185 92 93
Winning Trades 108 54 54 108 54 54
Losing Trades 77 38 39 77 38 39
Profitability (%) 58.3784 58.6957 58.0645 58.3784 58.6957 58.0645
Ratio Avg Win / Avg Loss 1.2219 1.3784 1.0887 0.8264 0.8151 0.8377
Largest Winning Trade 76752 76752 58037 2247990 931052 2247990
Largest Losing Trade -43039 -43039 -42809 -2119079 -1820425 -2119079
Avg Bars in Trades 39 29 50 39 29 50
Avg Bars in Winners 40 23 57 40 23 57
Avg Bars in Losers 39 37 41 39 37 41
Bars Traded 7386 2682 4704 7386 2682 4704
Profit Streak 0 60.4326 0 0 60.4326 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 480208 443728 -21092 -37155 -43550 -37967
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7659,
    "evaluation_days": 1914.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724575119,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "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": [
        [
            631531.2962232137,
            387942.8554611251,
            243588.4407620879,
            3377301.1922636414,
            1536864.1583885485,
            1840437.033875092
        ],
        [
            631.531296,
            387.942855,
            243.588441,
            3377.301192,
            1536.864158,
            1840.437034
        ],
        [
            0.329824,
            0.202608,
            0.127217,
            0.185514,
            0.146098,
            0.154997
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90113,
            -57303,
            -68695,
            -5747759,
            -3179435,
            -4321814
        ],
        [
            1.713872,
            1.958745,
            1.507455,
            1.159154,
            1.15833,
            1.159849
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            58.378378,
            58.695652,
            58.064516,
            58.378378,
            58.695652,
            58.064516
        ],
        [
            1.221927,
            1.378376,
            1.088717,
            0.826434,
            0.815121,
            0.837669
        ],
        [
            76752,
            76752,
            58037,
            2247990,
            931052,
            2247990
        ],
        [
            -43039,
            -43039,
            -42809,
            -2119079,
            -1820425,
            -2119079
        ],
        [
            39,
            29,
            50,
            39,
            29,
            50
        ],
        [
            40,
            23,
            57,
            40,
            23,
            57
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            7386,
            2682,
            4704,
            7386,
            2682,
            4704
        ],
        [
            0,
            60.432582,
            0,
            0,
            60.432582,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480208,
            443728,
            -21092,
            -37155,
            -43550,
            -37967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7659,
    "evaluation_days": 1914.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724575119,
    "expiration_time": 1764671832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "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)