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Trade: NEO/USDT/120/MIDPOINT/HMA/4729

Strategy
NEO/USDT/120/MIDPOINT/HMA/4729
Pair
NEO_USDT
Interval
2h
Score
416068
Daily Profit
0.243116
Profit Factor
1.374622
Profitability
54.336735
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 21:08
Expiration Time
2025-12-13 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506491.0609 367017.4412 139473.6197 739565.5298 88933.4069 650632.1229
Total P&L (%) 506.4911 367.0174 139.4736 739.5655 88.9334 650.6321
Avg Daily Profit (%) 0.2431 0.1762 0.0669 0.1022 0.0305 0.0968
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196556 -181189 -77694 -2947901 -2896786 -1143037
Profit Factor 1.3746 1.4975 1.227 1.0548 1.0112 1.1166
Total Trades 392 196 196 392 196 196
Winning Trades 213 101 112 213 101 112
Losing Trades 179 95 84 179 95 84
Profitability (%) 54.3367 51.5306 57.1429 54.3367 51.5306 57.1429
Ratio Avg Win / Avg Loss 1.1552 1.4086 0.9203 0.8864 0.9512 0.8375
Largest Winning Trade 93729 93729 53159 598746 598746 583531
Largest Losing Trade -37995 -31087 -37995 -704301 -704301 -406722
Avg Bars in Trades 62 60 64 62 60 64
Avg Bars in Winners 64 58 70 64 58 70
Avg Bars in Losers 59 61 57 59 61 57
Bars Traded 24486 11783 12703 24486 11783 12703
Profit Streak 0 0 37.1723 0 0 37.1723
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416068 337591 -103186 -215453 -361251 -154853
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579104000000,
    "first_datapoint_time": 1580385600000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759169285297,
    "expiration_time": 1765648800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 168,
            "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": [
        [
            506491.060927303,
            367017.4411820687,
            139473.6197452342,
            739565.529768307,
            88933.4069016254,
            650632.1228666806
        ],
        [
            506.491061,
            367.017441,
            139.47362,
            739.56553,
            88.933407,
            650.632123
        ],
        [
            0.243116,
            0.176169,
            0.066947,
            0.102183,
            0.030543,
            0.096803
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196556,
            -181189,
            -77694,
            -2947901,
            -2896786,
            -1143037
        ],
        [
            1.374622,
            1.497549,
            1.227025,
            1.054795,
            1.011232,
            1.116612
        ],
        [
            392,
            196,
            196,
            392,
            196,
            196
        ],
        [
            213,
            101,
            112,
            213,
            101,
            112
        ],
        [
            179,
            95,
            84,
            179,
            95,
            84
        ],
        [
            54.336735,
            51.530612,
            57.142857,
            54.336735,
            51.530612,
            57.142857
        ],
        [
            1.155199,
            1.408586,
            0.920268,
            0.886424,
            0.951159,
            0.837459
        ],
        [
            93729,
            93729,
            53159,
            598746,
            598746,
            583531
        ],
        [
            -37995,
            -31087,
            -37995,
            -704301,
            -704301,
            -406722
        ],
        [
            62,
            60,
            64,
            62,
            60,
            64
        ],
        [
            64,
            58,
            70,
            64,
            58,
            70
        ],
        [
            59,
            61,
            57,
            59,
            61,
            57
        ],
        [
            24486,
            11783,
            12703,
            24486,
            11783,
            12703
        ],
        [
            0,
            0,
            37.172283,
            0,
            0,
            37.172283
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416068,
            337591,
            -103186,
            -215453,
            -361251,
            -154853
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579104000000,
    "first_datapoint_time": 1580385600000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759169285297,
    "expiration_time": 1765648800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 168,
            "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)