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Trade: SNX/USDT/720/BBM/HILO/7332

Strategy
SNX/USDT/720/BBM/HILO/7332
Pair
SNX_USDT
Interval
12h
Score
359982
Daily Profit
0.208303
Profit Factor
1.654288
Profitability
47.252747
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-06 22:04
Expiration Time
2025-12-03 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399003.4556 306877.2367 92126.2188 47345.8779 -326080.9281 373426.806
Total P&L (%) 399.0035 306.8772 92.1262 47.3459 -326.0809 373.4268
Avg Daily Profit (%) 0.2083 0.1602 0.0481 0.0202 0 0.0812
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137593 -85800 -110279 -894920 -890273 -657932
Profit Factor 1.6543 2.0717 1.2848 1.0128 0.8289 1.2082
Total Trades 91 45 46 91 45 46
Winning Trades 43 19 24 43 19 24
Losing Trades 48 26 22 48 26 22
Profitability (%) 47.2527 42.2222 52.1739 47.2527 42.2222 52.1739
Ratio Avg Win / Avg Loss 1.8466 2.8349 1.1777 1.1306 1.1344 1.1076
Largest Winning Trade 326895 326895 61287 382029 363062 382029
Largest Losing Trade -65189 -32065 -65189 -334205 -334205 -327606
Avg Bars in Trades 40 29 50 40 29 50
Avg Bars in Winners 54 49 58 54 49 58
Avg Bars in Losers 27 15 42 27 15 42
Bars Traded 3685 1346 2339 3685 1346 2339
Profit Streak 0 64.2949 0 0 64.2949 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 359982 342404 -128333 -374666 -580819 -84655
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759777478371,
    "expiration_time": 1764716976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 4.96777
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            399003.4555791848,
            306877.2367418176,
            92126.2188373674,
            47345.8778559506,
            -326080.9281079313,
            373426.8059638815
        ],
        [
            399.003456,
            306.877237,
            92.126219,
            47.345878,
            -326.080928,
            373.426806
        ],
        [
            0.208303,
            0.160207,
            0.048095,
            0.020238,
            0,
            0.081204
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137593,
            -85800,
            -110279,
            -894920,
            -890273,
            -657932
        ],
        [
            1.654288,
            2.071659,
            1.284805,
            1.012798,
            0.828949,
            1.208243
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            47.252747,
            42.222222,
            52.173913,
            47.252747,
            42.222222,
            52.173913
        ],
        [
            1.846647,
            2.834902,
            1.177738,
            1.130565,
            1.134352,
            1.107556
        ],
        [
            326895,
            326895,
            61287,
            382029,
            363062,
            382029
        ],
        [
            -65189,
            -32065,
            -65189,
            -334205,
            -334205,
            -327606
        ],
        [
            40,
            29,
            50,
            40,
            29,
            50
        ],
        [
            54,
            49,
            58,
            54,
            49,
            58
        ],
        [
            27,
            15,
            42,
            27,
            15,
            42
        ],
        [
            3685,
            1346,
            2339,
            3685,
            1346,
            2339
        ],
        [
            0,
            64.294888,
            0,
            0,
            64.294889,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359982,
            342404,
            -128333,
            -374666,
            -580819,
            -84655
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759777478371,
    "expiration_time": 1764716976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 4.96777
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)