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Trade: SNX/USDT/360/HWMA/OHLC4/9676

Strategy
SNX/USDT/360/HWMA/OHLC4/9676
Pair
SNX_USDT
Interval
6h
Score
457922
Daily Profit
0.275936
Profit Factor
1.248408
Profitability
53.272727
Streak
6.596483
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 528555.306 410947.3435 117607.9625 332484.5171 317370.0175 15114.4996
Total P&L (%) 528.5553 410.9473 117.608 332.4845 317.37 15.1145
Avg Daily Profit (%) 0.2759 0.2145 0.0614 0.0765 0.0746 0.0073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228852 -79830 -240510 -344228 -272467 -166921
Profit Factor 1.2484 1.3806 1.1122 1.1255 1.2319 1.0118
Total Trades 550 275 275 550 275 275
Winning Trades 293 140 153 293 140 153
Losing Trades 257 135 122 257 135 122
Profitability (%) 53.2727 50.9091 55.6364 53.2727 50.9091 55.6364
Ratio Avg Win / Avg Loss 1.095 1.3313 0.8869 0.9872 1.1879 0.8068
Largest Winning Trade 74234 74234 35036 157046 157046 80186
Largest Losing Trade -38423 -30466 -38423 -73616 -73616 -62106
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 7645 3820 3825 7645 3820 3825
Profit Streak 6.5965 31.0965 0 6.5965 31.0965 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457922 399654 -207802 -170674 -90866 -400465
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": 1594296000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781936108,
    "expiration_time": 1764738576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.73799
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            528555.3059915467,
            410947.3435048239,
            117607.9624867239,
            332484.5171179739,
            317370.0174799614,
            15114.4996380125
        ],
        [
            528.555306,
            410.947344,
            117.607962,
            332.484517,
            317.370017,
            15.1145
        ],
        [
            0.275936,
            0.214538,
            0.061398,
            0.076478,
            0.074619,
            0.007349
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228852,
            -79830,
            -240510,
            -344228,
            -272467,
            -166921
        ],
        [
            1.248408,
            1.380591,
            1.11222,
            1.125537,
            1.231871,
            1.01181
        ],
        [
            550,
            275,
            275,
            550,
            275,
            275
        ],
        [
            293,
            140,
            153,
            293,
            140,
            153
        ],
        [
            257,
            135,
            122,
            257,
            135,
            122
        ],
        [
            53.272727,
            50.909091,
            55.636364,
            53.272727,
            50.909091,
            55.636364
        ],
        [
            1.09502,
            1.331284,
            0.886868,
            0.987245,
            1.187876,
            0.806803
        ],
        [
            74234,
            74234,
            35036,
            157046,
            157046,
            80186
        ],
        [
            -38423,
            -30466,
            -38423,
            -73616,
            -73616,
            -62106
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            7645,
            3820,
            3825,
            7645,
            3820,
            3825
        ],
        [
            6.596483,
            31.096483,
            0,
            6.596483,
            31.096483,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457922,
            399654,
            -207802,
            -170674,
            -90866,
            -400465
        ]
    ]
}
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": 1594296000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781936108,
    "expiration_time": 1764738576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.73799
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)