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Trade: NEO/USDT/120/MIDPRICE/HILO/3188

Strategy
NEO/USDT/120/MIDPRICE/HILO/3188
Pair
NEO_USDT
Interval
2h
Score
337340
Daily Profit
0.195673
Profit Factor
1.293376
Profitability
45.134576
Streak
0.000000
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-04 22:52
Expiration Time
2025-12-18 19:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407538.8237 338405.0373 69133.7864 123197.3347 172568.7802 -49371.4455
Total P&L (%) 407.5388 338.405 69.1338 123.1973 172.5688 -49.3714
Avg Daily Profit (%) 0.1957 0.1625 0.0332 0.0386 0.0482 -0.0327
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143578 -123547 -100211 -778615 -806120 -622286
Profit Factor 1.2934 1.476 1.1019 1.0216 1.0565 0.9814
Total Trades 483 241 242 483 241 242
Winning Trades 218 104 114 218 104 114
Losing Trades 265 137 128 265 137 128
Profitability (%) 45.1346 43.1535 47.1074 45.1346 43.1535 47.1074
Ratio Avg Win / Avg Loss 1.5722 1.9444 1.2373 1.2418 1.3917 1.1019
Largest Winning Trade 155273 155273 50501 345505 345505 236007
Largest Losing Trade -30825 -30825 -30737 -191953 -191953 -152620
Avg Bars in Trades 51 42 59 51 42 59
Avg Bars in Winners 65 53 75 65 53 75
Avg Bars in Losers 39 33 45 39 33 45
Bars Traded 24650 10183 14467 24650 10183 14467
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337340 274103 -257420 -337558 -288946 -579525
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579586400000,
    "first_datapoint_time": 1580695200000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759607561609,
    "expiration_time": 1766078985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            407538.8236641435,
            338405.0372798448,
            69133.7863842989,
            123197.3346736229,
            172568.780164571,
            -49371.4454909481
        ],
        [
            407.538824,
            338.405037,
            69.133786,
            123.197335,
            172.56878,
            -49.371445
        ],
        [
            0.195673,
            0.16248,
            0.033194,
            0.038557,
            0.048156,
            -0.032675
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143578,
            -123547,
            -100211,
            -778615,
            -806120,
            -622286
        ],
        [
            1.293376,
            1.476016,
            1.101933,
            1.021576,
            1.056487,
            0.981404
        ],
        [
            483,
            241,
            242,
            483,
            241,
            242
        ],
        [
            218,
            104,
            114,
            218,
            104,
            114
        ],
        [
            265,
            137,
            128,
            265,
            137,
            128
        ],
        [
            45.134576,
            43.153527,
            47.107438,
            45.134576,
            43.153527,
            47.107438
        ],
        [
            1.572223,
            1.944367,
            1.237259,
            1.241824,
            1.391719,
            1.101927
        ],
        [
            155273,
            155273,
            50501,
            345505,
            345505,
            236007
        ],
        [
            -30825,
            -30825,
            -30737,
            -191953,
            -191953,
            -152620
        ],
        [
            51,
            42,
            59,
            51,
            42,
            59
        ],
        [
            65,
            53,
            75,
            65,
            53,
            75
        ],
        [
            39,
            33,
            45,
            39,
            33,
            45
        ],
        [
            24650,
            10183,
            14467,
            24650,
            10183,
            14467
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337340,
            274103,
            -257420,
            -337558,
            -288946,
            -579525
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579586400000,
    "first_datapoint_time": 1580695200000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759607561609,
    "expiration_time": 1766078985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)