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Trade: NEO/USDT/120/KCL/DCM/5902

Strategy
NEO/USDT/120/KCL/DCM/5902
Pair
NEO_USDT
Interval
2h
Score
476905
Daily Profit
0.217833
Profit Factor
2.129430
Profitability
51.456311
Streak
85.707393
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 05:58
Expiration Time
2025-12-16 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453818.9548 358420.8912 95398.0636 408747.5698 -209552.6574 618300.2272
Total P&L (%) 453.819 358.4209 95.3981 408.7476 -209.5527 618.3002
Avg Daily Profit (%) 0.2178 0.172 0.0458 0.0781 0 0.0947
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90206 -109459 -29165 -906112 -1254678 -203552
Profit Factor 2.1294 2.1607 2.0257 1.1227 0.9237 2.0594
Total Trades 103 51 52 103 51 52
Winning Trades 53 25 28 53 25 28
Losing Trades 50 26 24 50 26 24
Profitability (%) 51.4563 49.0196 53.8462 51.4563 49.0196 53.8462
Ratio Avg Win / Avg Loss 2.0089 2.2471 1.7363 1.0592 0.9607 1.7652
Largest Winning Trade 305199 305199 31237 809292 809292 176625
Largest Losing Trade -41056 -41056 -12736 -480631 -480631 -82775
Avg Bars in Trades 235 444 30 235 444 30
Avg Bars in Winners 253 500 33 253 500 33
Avg Bars in Losers 215 389 27 215 389 27
Bars Traded 24242 22644 1598 24242 22644 1598
Profit Streak 85.7074 91.6241 85.7074 85.7074 91.6241 85.7074
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476905 -168385 -306900 -172766 -760655 -241223
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1581084000000,
    "last_datapoint_time": 1759370400000,
    "evaluation_time": 1759373918751,
    "expiration_time": 1765850400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 248,
            "offset": 101,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 187,
            "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": [
        [
            453818.954769488,
            358420.8911986107,
            95398.0635708777,
            408747.5697971393,
            -209552.6573850546,
            618300.2271821932
        ],
        [
            453.818955,
            358.420891,
            95.398064,
            408.74757,
            -209.552657,
            618.300227
        ],
        [
            0.217833,
            0.172042,
            0.045791,
            0.078116,
            0,
            0.094687
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90206,
            -109459,
            -29165,
            -906112,
            -1254678,
            -203552
        ],
        [
            2.12943,
            2.16067,
            2.025707,
            1.122717,
            0.923721,
            2.059408
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            51.456311,
            49.019608,
            53.846154,
            51.456311,
            49.019608,
            53.846154
        ],
        [
            2.008896,
            2.247097,
            1.73632,
            1.059167,
            0.960669,
            1.765207
        ],
        [
            305199,
            305199,
            31237,
            809292,
            809292,
            176625
        ],
        [
            -41056,
            -41056,
            -12736,
            -480631,
            -480631,
            -82775
        ],
        [
            235,
            444,
            30,
            235,
            444,
            30
        ],
        [
            253,
            500,
            33,
            253,
            500,
            33
        ],
        [
            215,
            389,
            27,
            215,
            389,
            27
        ],
        [
            24242,
            22644,
            1598,
            24242,
            22644,
            1598
        ],
        [
            85.707393,
            91.62406,
            85.707393,
            85.707393,
            91.62406,
            85.707393
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476905,
            -168385,
            -306900,
            -172766,
            -760655,
            -241223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1581084000000,
    "last_datapoint_time": 1759370400000,
    "evaluation_time": 1759373918751,
    "expiration_time": 1765850400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 248,
            "offset": 101,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 187,
            "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)