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Trade: SNX/USDT/360/LINREG/SSF/1663

Strategy
SNX/USDT/360/LINREG/SSF/1663
Pair
SNX_USDT
Interval
6h
Score
342969
Daily Profit
0.167356
Profit Factor
1.220381
Profitability
62.939297
Streak
10.051402
Best Strategy
Training Data Length
1917.750000
Evaluation Time
2025-10-09 04:14
Expiration Time
2025-12-05 14:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320947.6087 257958.4513 62989.1574 -64034.3875 205798.3625 -269832.75
Total P&L (%) 320.9476 257.9585 62.9892 -64.0344 205.7984 -269.8328
Avg Daily Profit (%) 0.1674 0.1345 0.0328 -0.0533 0.0583 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166269 -107691 -156177 -317502 -184425 -370935
Profit Factor 1.2204 1.3693 1.0831 0.969 1.2298 0.7689
Total Trades 313 157 156 313 157 156
Winning Trades 197 98 99 197 98 99
Losing Trades 116 59 57 116 59 57
Profitability (%) 62.9393 62.4204 63.4615 62.9393 62.4204 63.4615
Ratio Avg Win / Avg Loss 0.7186 0.8244 0.6236 0.5706 0.7404 0.4427
Largest Winning Trade 36557 36557 36528 67725 67725 41686
Largest Losing Trade -85226 -42498 -85226 -287413 -89830 -287413
Avg Bars in Trades 24 25 23 24 25 23
Avg Bars in Winners 18 20 17 18 20 17
Avg Bars in Losers 33 33 32 33 33 32
Bars Traded 7544 3938 3606 7544 3938 3606
Profit Streak 10.0514 22.3014 0 10.0514 22.3014 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342969 -11419 -277966 -576523 -113883 -578493
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7671,
    "evaluation_days": 1917.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595440800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972441149,
    "expiration_time": 1764938808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            320947.6087152396,
            257958.4513399744,
            62989.1573752649,
            -64034.3874833398,
            205798.3625438836,
            -269832.7500272234
        ],
        [
            320.947609,
            257.958451,
            62.989157,
            -64.034387,
            205.798363,
            -269.83275
        ],
        [
            0.167356,
            0.134511,
            0.032845,
            -0.053309,
            0.058302,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166269,
            -107691,
            -156177,
            -317502,
            -184425,
            -370935
        ],
        [
            1.220381,
            1.36933,
            1.083112,
            0.968962,
            1.229811,
            0.7689
        ],
        [
            313,
            157,
            156,
            313,
            157,
            156
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            116,
            59,
            57,
            116,
            59,
            57
        ],
        [
            62.939297,
            62.420382,
            63.461538,
            62.939297,
            62.420382,
            63.461538
        ],
        [
            0.7186,
            0.824393,
            0.62361,
            0.570556,
            0.740396,
            0.4427
        ],
        [
            36557,
            36557,
            36528,
            67725,
            67725,
            41686
        ],
        [
            -85226,
            -42498,
            -85226,
            -287413,
            -89830,
            -287413
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            18,
            20,
            17,
            18,
            20,
            17
        ],
        [
            33,
            33,
            32,
            33,
            33,
            32
        ],
        [
            7544,
            3938,
            3606,
            7544,
            3938,
            3606
        ],
        [
            10.051402,
            22.301402,
            0,
            10.051402,
            22.301402,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342969,
            -11419,
            -277966,
            -576523,
            -113883,
            -578493
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7671,
    "evaluation_days": 1917.75,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1595440800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972441149,
    "expiration_time": 1764938808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 3
        }
    }
}

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)