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Trade: NEO/USDT/120/RMA/SSF/8852

Strategy
NEO/USDT/120/RMA/SSF/8852
Pair
NEO_USDT
Interval
2h
Score
324126
Daily Profit
0.184104
Profit Factor
1.812618
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 16:35
Expiration Time
2025-12-13 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383549.9621 279306.1053 104243.8568 559085.4354 151967.4778 407117.9575
Total P&L (%) 383.55 279.3061 104.2439 559.0854 151.9675 407.118
Avg Daily Profit (%) 0.1841 0.1341 0.05 0.0906 0.0444 0.078
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105287 -113892 -71908 -1123004 -1013751 -575627
Profit Factor 1.8126 2.3162 1.4013 1.1911 1.1044 1.2771
Total Trades 90 45 45 90 45 45
Winning Trades 40 19 21 40 19 21
Losing Trades 50 26 24 50 26 24
Profitability (%) 44.4444 42.2222 46.6667 44.4444 42.2222 46.6667
Ratio Avg Win / Avg Loss 2.2658 3.1695 1.6015 1.4889 1.5112 1.4596
Largest Winning Trade 109925 109925 60899 339408 339408 337835
Largest Losing Trade -30854 -18777 -30854 -350481 -227091 -350481
Avg Bars in Trades 271 255 286 271 255 286
Avg Bars in Winners 415 413 416 415 413 416
Avg Bars in Losers 155 140 173 155 140 173
Bars Traded 24399 11504 12896 24399 11504 12896
Profit Streak 0 0 41.15 0 0 41.15
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324126 -12598 -124957 -83861 -241224 -89593
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579082400000,
    "first_datapoint_time": 1580853600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759152957072,
    "expiration_time": 1765627200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 48,
            "offset": 199
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            383549.9621262253,
            279306.1053282244,
            104243.8567980008,
            559085.4353656617,
            151967.4778281644,
            407117.9575374975
        ],
        [
            383.549962,
            279.306105,
            104.243857,
            559.085435,
            151.967478,
            407.117958
        ],
        [
            0.184104,
            0.134067,
            0.050037,
            0.090554,
            0.044368,
            0.077962
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105287,
            -113892,
            -71908,
            -1123004,
            -1013751,
            -575627
        ],
        [
            1.812618,
            2.316166,
            1.401276,
            1.191125,
            1.104363,
            1.277123
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            44.444444,
            42.222222,
            46.666667,
            44.444444,
            42.222222,
            46.666667
        ],
        [
            2.265772,
            3.16949,
            1.601458,
            1.488907,
            1.511234,
            1.459569
        ],
        [
            109925,
            109925,
            60899,
            339408,
            339408,
            337835
        ],
        [
            -30854,
            -18777,
            -30854,
            -350481,
            -227091,
            -350481
        ],
        [
            271,
            255,
            286,
            271,
            255,
            286
        ],
        [
            415,
            413,
            416,
            415,
            413,
            416
        ],
        [
            155,
            140,
            173,
            155,
            140,
            173
        ],
        [
            24399,
            11504,
            12896,
            24399,
            11504,
            12896
        ],
        [
            0,
            0,
            41.149966,
            0,
            0,
            41.149966
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324126,
            -12598,
            -124957,
            -83861,
            -241224,
            -89593
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579082400000,
    "first_datapoint_time": 1580853600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759152957072,
    "expiration_time": 1765627200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 48,
            "offset": 199
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 3
        }
    }
}

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)