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Trade: SNX/USDT/120/MIDPOINT/SWMA/5520

Strategy
SNX/USDT/120/MIDPOINT/SWMA/5520
Pair
SNX_USDT
Interval
2h
Score
472132
Daily Profit
0.252100
Profit Factor
1.956664
Profitability
65.714286
Streak
14.714397
Best Strategy
Training Data Length
1914.330000
Evaluation Time
2025-10-06 10:08
Expiration Time
2025-12-14 05:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 696312.4216 482601.9293 213710.4923 1226495.595 3428560.6816 -2202065.0866
Total P&L (%) 696.3124 482.6019 213.7105 1226.4956 3428.5607 -2202.0651
Avg Daily Profit (%) 0.3637 0.2521 0.1116 0.1351 0.1863 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117495 -56108 -121398 -8721985 -4313997 -7578059
Profit Factor 1.5339 1.9567 1.2672 1.0253 1.1733 0.9234
Total Trades 280 140 140 280 140 140
Winning Trades 180 92 88 180 92 88
Losing Trades 100 48 52 100 48 52
Profitability (%) 64.2857 65.7143 62.8571 64.2857 65.7143 62.8571
Ratio Avg Win / Avg Loss 0.8522 1.0209 0.7488 0.5696 0.6122 0.5456
Largest Winning Trade 83471 83471 48566 2004059 2004059 1273005
Largest Losing Trade -78473 -30960 -78473 -6591560 -2975160 -6591560
Avg Bars in Trades 81 62 100 81 62 100
Avg Bars in Winners 69 50 89 69 50 89
Avg Bars in Losers 102 85 118 102 85 118
Bars Traded 22744 8728 14016 22744 8728 14016
Profit Streak 0 14.7144 0 0 14.7144 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453614 472132 -44256 -203280 -21178 -579294
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22972,
    "evaluation_days": 1914.33,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595728800000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759734523880,
    "expiration_time": 1765684742400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "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": [
        [
            696312.4216405543,
            482601.9293254862,
            213710.4923150674,
            1226495.5950417547,
            3428560.6816315968,
            -2202065.0865898426
        ],
        [
            696.312422,
            482.601929,
            213.710492,
            1226.495595,
            3428.560682,
            -2202.065087
        ],
        [
            0.363737,
            0.2521,
            0.111637,
            0.135132,
            0.186321,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117495,
            -56108,
            -121398,
            -8721985,
            -4313997,
            -7578059
        ],
        [
            1.533928,
            1.956664,
            1.267249,
            1.025282,
            1.17332,
            0.923354
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            180,
            92,
            88,
            180,
            92,
            88
        ],
        [
            100,
            48,
            52,
            100,
            48,
            52
        ],
        [
            64.285714,
            65.714286,
            62.857143,
            64.285714,
            65.714286,
            62.857143
        ],
        [
            0.852182,
            1.020868,
            0.748829,
            0.569601,
            0.612167,
            0.545618
        ],
        [
            83471,
            83471,
            48566,
            2004059,
            2004059,
            1273005
        ],
        [
            -78473,
            -30960,
            -78473,
            -6591560,
            -2975160,
            -6591560
        ],
        [
            81,
            62,
            100,
            81,
            62,
            100
        ],
        [
            69,
            50,
            89,
            69,
            50,
            89
        ],
        [
            102,
            85,
            118,
            102,
            85,
            118
        ],
        [
            22744,
            8728,
            14016,
            22744,
            8728,
            14016
        ],
        [
            0,
            14.714397,
            0,
            0,
            14.714397,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453614,
            472132,
            -44256,
            -203280,
            -21178,
            -579294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22972,
    "evaluation_days": 1914.33,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595728800000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759734523880,
    "expiration_time": 1765684742400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "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)