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Trade: SNX/USDT/720/HWMA/FWMA/4131

Strategy
SNX/USDT/720/HWMA/FWMA/4131
Pair
SNX_USDT
Interval
12h
Score
355343
Daily Profit
0.192056
Profit Factor
1.264934
Profitability
55.281690
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-10-08 21:42
Expiration Time
2025-12-05 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368268.2451 274535.9012 93732.344 13529.8341 463414.6335 -449884.7994
Total P&L (%) 368.2682 274.5359 93.7323 13.5298 463.4146 -449.8848
Avg Daily Profit (%) 0.1921 0.1432 0.0489 0.0066 0.0902 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145374 -117098 -110910 -1963988 -1220910 -1238220
Profit Factor 1.2649 1.4324 1.1241 1.0015 1.1074 0.9098
Total Trades 284 142 142 284 142 142
Winning Trades 157 77 80 157 77 80
Losing Trades 127 65 62 127 65 62
Profitability (%) 55.2817 54.2254 56.338 55.2817 54.2254 56.338
Ratio Avg Win / Avg Loss 1.0232 1.2092 0.8712 0.8101 0.9348 0.7051
Largest Winning Trade 61836 61836 36503 448365 448365 379121
Largest Losing Trade -69827 -31593 -69827 -567022 -567022 -516220
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 15 14 15 15 14 15
Bars Traded 3765 1878 1887 3765 1878 1887
Profit Streak 0 44.7796 0 0 44.7796 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 355343 22336 -212360 -458089 -174942 -579856
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3835,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759948956896,
    "expiration_time": 1764894960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.28681,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 54,
            "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": [
        [
            368268.2451404372,
            274535.9011576772,
            93732.3439827602,
            13529.8341498686,
            463414.6335346723,
            -449884.7993848039
        ],
        [
            368.268245,
            274.535901,
            93.732344,
            13.529834,
            463.414634,
            -449.884799
        ],
        [
            0.192056,
            0.143174,
            0.048883,
            0.006618,
            0.090202,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145374,
            -117098,
            -110910,
            -1963988,
            -1220910,
            -1238220
        ],
        [
            1.264934,
            1.432402,
            1.124128,
            1.001454,
            1.107412,
            0.90982
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            157,
            77,
            80,
            157,
            77,
            80
        ],
        [
            127,
            65,
            62,
            127,
            65,
            62
        ],
        [
            55.28169,
            54.225352,
            56.338028,
            55.28169,
            54.225352,
            56.338028
        ],
        [
            1.023227,
            1.20917,
            0.871199,
            0.810094,
            0.934829,
            0.705111
        ],
        [
            61836,
            61836,
            36503,
            448365,
            448365,
            379121
        ],
        [
            -69827,
            -31593,
            -69827,
            -567022,
            -567022,
            -516220
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            3765,
            1878,
            1887,
            3765,
            1878,
            1887
        ],
        [
            0,
            44.779594,
            0,
            0,
            44.779594,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355343,
            22336,
            -212360,
            -458089,
            -174942,
            -579856
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3835,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759948956896,
    "expiration_time": 1764894960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.28681,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 54,
            "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)