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Trade: NEO/USDT/120/MIDPOINT/ZLMA/5451

Strategy
NEO/USDT/120/MIDPOINT/ZLMA/5451
Pair
NEO_USDT
Interval
2h
Score
331498
Daily Profit
0.204466
Profit Factor
1.445971
Profitability
45.575221
Streak
0.000000
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-09-28 11:28
Expiration Time
2025-12-12 09:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 425816.0251 332007.3316 93808.6935 269228.1961 194439.1747 74789.0214
Total P&L (%) 425.816 332.0073 93.8087 269.2282 194.4392 74.789
Avg Daily Profit (%) 0.2045 0.1594 0.045 0.0627 0.0519 0.0268
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138324 -115817 -113015 -651401 -486207 -325783
Profit Factor 1.446 1.7082 1.193 1.0839 1.1223 1.0462
Total Trades 226 113 113 226 113 113
Winning Trades 103 49 54 103 49 54
Losing Trades 123 64 59 123 64 59
Profitability (%) 45.5752 43.3628 47.7876 45.5752 43.3628 47.7876
Ratio Avg Win / Avg Loss 1.7267 2.2311 1.3035 1.2944 1.4659 1.1431
Largest Winning Trade 154028 154028 55360 305456 305456 203459
Largest Losing Trade -36041 -27229 -36041 -165220 -152374 -165220
Avg Bars in Trades 108 96 120 108 96 120
Avg Bars in Winners 143 125 159 143 125 159
Avg Bars in Losers 79 74 84 79 74 84
Bars Traded 24478 10904 13574 24478 10904 13574
Profit Streak 0 0 15.0197 0 0 15.0197
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331498 276357 -141479 -237882 -212434 -327264
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580436000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759048103817,
    "expiration_time": 1765524067200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 118,
            "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": [
        [
            425816.0250656549,
            332007.3316101551,
            93808.6934554989,
            269228.196104324,
            194439.1747425501,
            74789.021361774
        ],
        [
            425.816025,
            332.007332,
            93.808693,
            269.228196,
            194.439175,
            74.789021
        ],
        [
            0.204466,
            0.159421,
            0.045044,
            0.062742,
            0.051868,
            0.026817
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138324,
            -115817,
            -113015,
            -651401,
            -486207,
            -325783
        ],
        [
            1.445971,
            1.708199,
            1.193021,
            1.083939,
            1.122342,
            1.046219
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            103,
            49,
            54,
            103,
            49,
            54
        ],
        [
            123,
            64,
            59,
            123,
            64,
            59
        ],
        [
            45.575221,
            43.362832,
            47.787611,
            45.575221,
            43.362832,
            47.787611
        ],
        [
            1.726742,
            2.231117,
            1.303486,
            1.294412,
            1.465916,
            1.143092
        ],
        [
            154028,
            154028,
            55360,
            305456,
            305456,
            203459
        ],
        [
            -36041,
            -27229,
            -36041,
            -165220,
            -152374,
            -165220
        ],
        [
            108,
            96,
            120,
            108,
            96,
            120
        ],
        [
            143,
            125,
            159,
            143,
            125,
            159
        ],
        [
            79,
            74,
            84,
            79,
            74,
            84
        ],
        [
            24478,
            10904,
            13574,
            24478,
            10904,
            13574
        ],
        [
            0,
            0,
            15.01972,
            0,
            0,
            15.01972
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331498,
            276357,
            -141479,
            -237882,
            -212434,
            -327264
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580436000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759048103817,
    "expiration_time": 1765524067200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 118,
            "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)