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Trade: NEO/USDT/120/BBL/DCL/5785

Strategy
NEO/USDT/120/BBL/DCL/5785
Pair
NEO_USDT
Interval
2h
Score
383044
Daily Profit
0.168971
Profit Factor
1.351594
Profitability
46.687697
Streak
89.475088
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 22:24
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351881.4197 274471.2361 77410.1836 162777.6585 -187758.6463 350536.3048
Total P&L (%) 351.8814 274.4712 77.4102 162.7777 -187.7586 350.5363
Avg Daily Profit (%) 0.169 0.1318 0.0372 0.0464 0 0.0723
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155806 -133669 -63756 -688836 -593313 -151553
Profit Factor 1.3516 1.3749 1.2881 1.0609 0.9086 1.5665
Total Trades 317 158 159 317 158 159
Winning Trades 148 71 77 148 71 77
Losing Trades 169 87 82 169 87 82
Profitability (%) 46.6877 44.9367 48.4277 46.6877 44.9367 48.4277
Ratio Avg Win / Avg Loss 1.5434 1.6847 1.3718 1.2114 1.1133 1.6682
Largest Winning Trade 77978 77978 22088 311567 311567 71857
Largest Losing Trade -37535 -35300 -37535 -130737 -130737 -89942
Avg Bars in Trades 76 140 13 76 140 13
Avg Bars in Winners 95 183 14 95 183 14
Avg Bars in Losers 59 104 11 59 104 11
Bars Traded 24290 22174 2116 24290 22174 2116
Profit Streak 89.4751 96.3084 89.4751 89.4751 96.3084 89.4751
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383044 -15679 -142328 -282685 -579368 -92668
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579420800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758914647624,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 97,
            "offset": 0,
            "std": 3.13032
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 78,
            "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": [
        [
            351881.4196942836,
            274471.2360724871,
            77410.1836217963,
            162777.658499375,
            -187758.6462971521,
            350536.3047965277
        ],
        [
            351.88142,
            274.471236,
            77.410184,
            162.777658,
            -187.758646,
            350.536305
        ],
        [
            0.168971,
            0.131799,
            0.037172,
            0.046404,
            0,
            0.072308
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155806,
            -133669,
            -63756,
            -688836,
            -593313,
            -151553
        ],
        [
            1.351594,
            1.374883,
            1.288129,
            1.060911,
            0.908571,
            1.566488
        ],
        [
            317,
            158,
            159,
            317,
            158,
            159
        ],
        [
            148,
            71,
            77,
            148,
            71,
            77
        ],
        [
            169,
            87,
            82,
            169,
            87,
            82
        ],
        [
            46.687697,
            44.936709,
            48.427673,
            46.687697,
            44.936709,
            48.427673
        ],
        [
            1.543374,
            1.684716,
            1.371774,
            1.211446,
            1.113319,
            1.668208
        ],
        [
            77978,
            77978,
            22088,
            311567,
            311567,
            71857
        ],
        [
            -37535,
            -35300,
            -37535,
            -130737,
            -130737,
            -89942
        ],
        [
            76,
            140,
            13,
            76,
            140,
            13
        ],
        [
            95,
            183,
            14,
            95,
            183,
            14
        ],
        [
            59,
            104,
            11,
            59,
            104,
            11
        ],
        [
            24290,
            22174,
            2116,
            24290,
            22174,
            2116
        ],
        [
            89.475088,
            96.308421,
            89.475088,
            89.475088,
            96.308422,
            89.475088
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383044,
            -15679,
            -142328,
            -282685,
            -579368,
            -92668
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579420800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758914647624,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 97,
            "offset": 0,
            "std": 3.13032
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 78,
            "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)