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Trade: SNX/USDT/720/DCM/SMA/4878

Strategy
SNX/USDT/720/DCM/SMA/4878
Pair
SNX_USDT
Interval
12h
Score
480641
Daily Profit
0.220883
Profit Factor
2.924306
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1911.000000
Evaluation Time
2025-10-02 04:04
Expiration Time
2025-11-28 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 602950.5376 422107.8912 180842.6464 454412.1969 -1129181.3093 1583593.5062
Total P&L (%) 602.9505 422.1079 180.8426 454.4122 -1129.1813 1583.5935
Avg Daily Profit (%) 0.3155 0.2209 0.0946 0.0897 0 0.1479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174478 -87639 -107873 -2601531 -1896524 -1462088
Profit Factor 2.2558 2.9243 1.6935 1.0731 0.6433 1.5193
Total Trades 64 32 32 64 32 32
Winning Trades 34 16 18 34 16 18
Losing Trades 30 16 14 30 16 14
Profitability (%) 53.125 50 56.25 53.125 50 56.25
Ratio Avg Win / Avg Loss 1.9904 2.9243 1.3171 0.9469 0.6433 1.1817
Largest Winning Trade 442061 442061 58349 862442 585532 862442
Largest Losing Trade -42026 -32152 -42026 -940595 -940595 -735199
Avg Bars in Trades 57 39 75 57 39 75
Avg Bars in Winners 75 55 92 75 55 92
Avg Bars in Losers 37 23 52 37 23 52
Bars Traded 3673 1259 2414 3673 1259 2414
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129775 480641 -63754 -358121 -580810 250514
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3822,
    "evaluation_days": 1911,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367053295,
    "expiration_time": 1764316512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 22,
            "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": [
        [
            602950.5375616136,
            422107.8911700742,
            180842.6463915395,
            454412.1968692723,
            -1129181.3093397194,
            1583593.5062089912
        ],
        [
            602.950538,
            422.107891,
            180.842646,
            454.412197,
            -1129.181309,
            1583.593506
        ],
        [
            0.315516,
            0.220883,
            0.094632,
            0.089665,
            0,
            0.14786
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174478,
            -87639,
            -107873,
            -2601531,
            -1896524,
            -1462088
        ],
        [
            2.255777,
            2.924306,
            1.693453,
            1.073109,
            0.643332,
            1.519273
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            53.125,
            50,
            56.25,
            53.125,
            50,
            56.25
        ],
        [
            1.990391,
            2.924306,
            1.31713,
            0.946861,
            0.643332,
            1.181656
        ],
        [
            442061,
            442061,
            58349,
            862442,
            585532,
            862442
        ],
        [
            -42026,
            -32152,
            -42026,
            -940595,
            -940595,
            -735199
        ],
        [
            57,
            39,
            75,
            57,
            39,
            75
        ],
        [
            75,
            55,
            92,
            75,
            55,
            92
        ],
        [
            37,
            23,
            52,
            37,
            23,
            52
        ],
        [
            3673,
            1259,
            2414,
            3673,
            1259,
            2414
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129775,
            480641,
            -63754,
            -358121,
            -580810,
            250514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3822,
    "evaluation_days": 1911,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367053295,
    "expiration_time": 1764316512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 22,
            "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)