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Trade: SNX/USDT/720/DCM/VWMA/9902

Strategy
SNX/USDT/720/DCM/VWMA/9902
Pair
SNX_USDT
Interval
12h
Score
482731
Daily Profit
0.170568
Profit Factor
2.294769
Profitability
58.823529
Streak
36.863211
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-10-02 23:43
Expiration Time
2025-11-28 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427905.0136 326040.8545 101864.1591 -367315.2764 44804.4087 -412119.6851
Total P&L (%) 427.905 326.0409 101.8642 -367.3153 44.8044 -412.1197
Avg Daily Profit (%) 0.2239 0.1706 0.0533 0 0.0194 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122340 -48396 -122340 -751045 -228132 -609361
Profit Factor 1.7135 2.2948 1.2928 0.7917 1.0593 0.5909
Total Trades 67 34 33 67 34 33
Winning Trades 42 20 22 27 16 11
Losing Trades 25 14 11 40 18 22
Profitability (%) 62.6866 58.8235 66.6667 40.2985 47.0588 33.3333
Ratio Avg Win / Avg Loss 1.02 1.6063 0.6464 1.1728 1.1917 1.1818
Largest Winning Trade 134348 134348 59585 271040 134686 271040
Largest Losing Trade -122340 -30342 -122340 -375771 -132691 -375771
Avg Bars in Trades 53 43 62 53 43 62
Avg Bars in Winners 53 47 58 43 38 49
Avg Bars in Losers 52 38 70 59 48 69
Bars Traded 3569 1492 2077 3569 1492 2077
Profit Streak 36.8632 36.8632 37.3632 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108404 482731 -120699 -704161 -325249 -585617
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437781397,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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": [
        [
            427905.0136224942,
            326040.8545007384,
            101864.1591217557,
            -367315.276354608,
            44804.4087267234,
            -412119.6850813314
        ],
        [
            427.905014,
            326.040855,
            101.864159,
            -367.315276,
            44.804409,
            -412.119685
        ],
        [
            0.223858,
            0.170568,
            0.05329,
            0,
            0.01937,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122340,
            -48396,
            -122340,
            -751045,
            -228132,
            -609361
        ],
        [
            1.713524,
            2.294769,
            1.292803,
            0.791671,
            1.059285,
            0.590912
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            42,
            20,
            22,
            27,
            16,
            11
        ],
        [
            25,
            14,
            11,
            40,
            18,
            22
        ],
        [
            62.686567,
            58.823529,
            66.666667,
            40.298507,
            47.058824,
            33.333333
        ],
        [
            1.019955,
            1.606338,
            0.646402,
            1.172846,
            1.191696,
            1.181823
        ],
        [
            134348,
            134348,
            59585,
            271040,
            134686,
            271040
        ],
        [
            -122340,
            -30342,
            -122340,
            -375771,
            -132691,
            -375771
        ],
        [
            53,
            43,
            62,
            53,
            43,
            62
        ],
        [
            53,
            47,
            58,
            43,
            38,
            49
        ],
        [
            52,
            38,
            70,
            59,
            48,
            69
        ],
        [
            3569,
            1492,
            2077,
            3569,
            1492,
            2077
        ],
        [
            36.86321,
            36.863211,
            37.363211,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108404,
            482731,
            -120699,
            -704161,
            -325249,
            -585617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437781397,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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)