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Trade: SNX/USDT/480/FWMA/FWMA/4500

Strategy
SNX/USDT/480/FWMA/FWMA/4500
Pair
SNX_USDT
Interval
8h
Score
467154
Daily Profit
0.170385
Profit Factor
1.700490
Profitability
73.267327
Streak
79.657281
Best Strategy
Training Data Length
1916.330000
Evaluation Time
2025-10-07 18:46
Expiration Time
2025-12-03 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 326514.5129 187837.6039 138676.9089 -5638968.0617 34701.4548 -5673669.5165
Total P&L (%) 326.5145 187.8376 138.6769 -5638.9681 34.7015 -5673.6695
Avg Daily Profit (%) 0.1704 0.098 0.0724 0 0.0155 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196544 -53451 -196544 -5830309 -1511275 -5729790
Profit Factor 1.7005 1.9503 1.5166 0.5668 1.0062 0.2336
Total Trades 101 51 50 101 51 50
Winning Trades 74 36 38 31 18 13
Losing Trades 27 15 12 70 33 37
Profitability (%) 73.2673 70.5882 76 30.6931 35.2941 26
Ratio Avg Win / Avg Loss 0.6204 0.8126 0.4789 1.2798 1.8447 0.665
Largest Winning Trade 42280 42280 35607 2298903 2298903 920140
Largest Losing Trade -196544 -47036 -196544 -935659 -820968 -935659
Avg Bars in Trades 52 63 41 52 63 41
Avg Bars in Winners 26 28 25 100 132 57
Avg Bars in Losers 123 149 90 31 26 35
Bars Traded 5327 3260 2067 5327 3260 2067
Profit Streak 79.6573 79.6573 330.3239 0 0 0
Trades During Streak 8 4 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467154 -237159 -271836 -586350 -573160 -786518
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5749,
    "evaluation_days": 1916.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1602345600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759851989122,
    "expiration_time": 1764791136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 44,
            "offset": 237
        }
    }
}
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": [
        [
            326514.512874444,
            187837.6039270565,
            138676.9089473874,
            -5638968.061705174,
            34701.4548079644,
            -5673669.516513138
        ],
        [
            326.514513,
            187.837604,
            138.676909,
            -5638.968062,
            34.701455,
            -5673.669517
        ],
        [
            0.170385,
            0.098019,
            0.072366,
            0,
            0.015546,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196544,
            -53451,
            -196544,
            -5830309,
            -1511275,
            -5729790
        ],
        [
            1.70049,
            1.950324,
            1.516552,
            0.566762,
            1.006183,
            0.233635
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            74,
            36,
            38,
            31,
            18,
            13
        ],
        [
            27,
            15,
            12,
            70,
            33,
            37
        ],
        [
            73.267327,
            70.588235,
            76,
            30.693069,
            35.294118,
            26
        ],
        [
            0.620449,
            0.812635,
            0.478911,
            1.279786,
            1.844669,
            0.664962
        ],
        [
            42280,
            42280,
            35607,
            2298903,
            2298903,
            920140
        ],
        [
            -196544,
            -47036,
            -196544,
            -935659,
            -820968,
            -935659
        ],
        [
            52,
            63,
            41,
            52,
            63,
            41
        ],
        [
            26,
            28,
            25,
            100,
            132,
            57
        ],
        [
            123,
            149,
            90,
            31,
            26,
            35
        ],
        [
            5327,
            3260,
            2067,
            5327,
            3260,
            2067
        ],
        [
            79.657281,
            79.657281,
            330.323948,
            0,
            0,
            0
        ],
        [
            8,
            4,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467154,
            -237159,
            -271836,
            -586350,
            -573160,
            -786518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5749,
    "evaluation_days": 1916.33,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1602345600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759851989122,
    "expiration_time": 1764791136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 44,
            "offset": 237
        }
    }
}

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)