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Trade: SNX/USDT/480/WMA/SMA/7850

Strategy
SNX/USDT/480/WMA/SMA/7850
Pair
SNX_USDT
Interval
8h
Score
485862
Daily Profit
0.344348
Profit Factor
1.518944
Profitability
59.751037
Streak
0.000000
Best Strategy
Training Data Length
1921.670000
Evaluation Time
2025-10-13 02:36
Expiration Time
2025-12-09 09:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 661723.2715 448532.0494 213191.2221 1437899.9396 1725524.4663 -287624.5267
Total P&L (%) 661.7233 448.532 213.1912 1437.8999 1725.5245 -287.6245
Avg Daily Profit (%) 0.3443 0.2334 0.1109 0.1423 0.1513 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169174 -109398 -105588 -11593984 -6722073 -5737278
Profit Factor 1.5189 1.7761 1.3058 1.0343 1.0856 0.9868
Total Trades 241 120 121 241 120 121
Winning Trades 144 74 70 144 74 70
Losing Trades 97 46 51 97 46 51
Profitability (%) 59.751 61.6667 57.8512 59.751 61.6667 57.8512
Ratio Avg Win / Avg Loss 1.0232 1.104 0.9514 0.6967 0.6749 0.719
Largest Winning Trade 62302 62302 36692 1734988 1483495 1734988
Largest Losing Trade -53583 -41242 -53583 -3184749 -3184749 -2435688
Avg Bars in Trades 23 22 24 23 22 24
Avg Bars in Winners 19 18 20 19 18 20
Avg Bars in Losers 29 29 30 29 29 30
Bars Traded 5670 2706 2964 5670 2706 2964
Profit Streak 0 69.9837 0 0 69.9837 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485862 471478 -45369 -184310 -117448 -579715
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5765,
    "evaluation_days": 1921.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596009600000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760312190903,
    "expiration_time": 1765265760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 40,
            "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": [
        [
            661723.2714974647,
            448532.0493616952,
            213191.2221357693,
            1437899.9396162578,
            1725524.4663225883,
            -287624.5267063298
        ],
        [
            661.723271,
            448.532049,
            213.191222,
            1437.89994,
            1725.524466,
            -287.624527
        ],
        [
            0.344348,
            0.233407,
            0.110941,
            0.142321,
            0.151256,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169174,
            -109398,
            -105588,
            -11593984,
            -6722073,
            -5737278
        ],
        [
            1.518944,
            1.77607,
            1.30579,
            1.034281,
            1.085628,
            0.986802
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            144,
            74,
            70,
            144,
            74,
            70
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            59.751037,
            61.666667,
            57.85124,
            59.751037,
            61.666667,
            57.85124
        ],
        [
            1.023178,
            1.104044,
            0.951361,
            0.696703,
            0.67485,
            0.718956
        ],
        [
            62302,
            62302,
            36692,
            1734988,
            1483495,
            1734988
        ],
        [
            -53583,
            -41242,
            -53583,
            -3184749,
            -3184749,
            -2435688
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            29,
            29,
            30,
            29,
            29,
            30
        ],
        [
            5670,
            2706,
            2964,
            5670,
            2706,
            2964
        ],
        [
            0,
            69.983691,
            0,
            0,
            69.983691,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485862,
            471478,
            -45369,
            -184310,
            -117448,
            -579715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5765,
    "evaluation_days": 1921.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1596009600000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760312190903,
    "expiration_time": 1765265760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 40,
            "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)