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Trade: SNX/USDT/360/LINREG/KCU/2685

Strategy
SNX/USDT/360/LINREG/KCU/2685
Pair
SNX_USDT
Interval
6h
Score
464732
Daily Profit
0.182701
Profit Factor
1.757140
Profitability
74.712644
Streak
6.096478
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-06 23:18
Expiration Time
2025-12-03 07:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349962.8252 246005.7458 103957.0794 110308.1392 -533389.75 643697.8891
Total P&L (%) 349.9628 246.0057 103.9571 110.3081 -533.3898 643.6979
Avg Daily Profit (%) 0.1827 0.1284 0.0543 0.0388 0 0.1048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149852 -141119 -37371 -1524630 -1868079 -176915
Profit Factor 1.7571 1.631 2.4374 1.0299 0.842 3.0919
Total Trades 87 43 44 87 43 44
Winning Trades 65 35 30 65 35 30
Losing Trades 22 8 14 22 8 14
Profitability (%) 74.7126 81.3953 68.1818 74.7126 81.3953 68.1818
Ratio Avg Win / Avg Loss 0.5947 0.3728 1.1375 0.3486 0.1925 1.4429
Largest Winning Trade 87836 87836 15601 477700 477700 115974
Largest Losing Trade -73578 -73578 -11476 -871046 -871046 -61022
Avg Bars in Trades 86 167 7 86 167 7
Avg Bars in Winners 44 79 4 44 79 4
Avg Bars in Losers 210 555 13 210 555 13
Bars Traded 7540 7218 322 7540 7218 322
Profit Streak 6.0965 87.5965 6.0965 6.0965 87.5965 6.0965
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464732 -15775 -113521 -325425 -575296 -44465
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7662,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781935742,
    "expiration_time": 1764738576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            349962.8251886229,
            246005.7457811797,
            103957.0794074433,
            110308.1391616502,
            -533389.7499619697,
            643697.8891236197
        ],
        [
            349.962825,
            246.005746,
            103.957079,
            110.308139,
            -533.38975,
            643.697889
        ],
        [
            0.182701,
            0.128429,
            0.054272,
            0.038817,
            0,
            0.104804
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149852,
            -141119,
            -37371,
            -1524630,
            -1868079,
            -176915
        ],
        [
            1.75714,
            1.630956,
            2.437401,
            1.029942,
            0.842023,
            3.091869
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            22,
            8,
            14,
            22,
            8,
            14
        ],
        [
            74.712644,
            81.395349,
            68.181818,
            74.712644,
            81.395349,
            68.181818
        ],
        [
            0.594724,
            0.37279,
            1.137454,
            0.348596,
            0.192462,
            1.442872
        ],
        [
            87836,
            87836,
            15601,
            477700,
            477700,
            115974
        ],
        [
            -73578,
            -73578,
            -11476,
            -871046,
            -871046,
            -61022
        ],
        [
            86,
            167,
            7,
            86,
            167,
            7
        ],
        [
            44,
            79,
            4,
            44,
            79,
            4
        ],
        [
            210,
            555,
            13,
            210,
            555,
            13
        ],
        [
            7540,
            7218,
            322,
            7540,
            7218,
            322
        ],
        [
            6.096478,
            87.596478,
            6.096478,
            6.096478,
            87.596478,
            6.096478
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464732,
            -15775,
            -113521,
            -325425,
            -575296,
            -44465
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7662,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596067200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781935742,
    "expiration_time": 1764738576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)