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Trade: NEO/USDT/120/SINWMA/MIDPRICE/5892

Strategy
NEO/USDT/120/SINWMA/MIDPRICE/5892
Pair
NEO_USDT
Interval
2h
Score
308636
Daily Profit
0.186033
Profit Factor
1.326402
Profitability
42.455243
Streak
13.255525
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 05:07
Expiration Time
2025-12-17 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387567.3256 291212.8736 96354.452 288144.378 310717.064 -22572.686
Total P&L (%) 387.5673 291.2129 96.3545 288.1444 310.7171 -22.5727
Avg Daily Profit (%) 0.186 0.1398 0.0463 0.0651 0.0678 -0.0123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81732 -106282 -99750 -389091 -392664 -292744
Profit Factor 1.3264 1.4966 1.1603 1.0711 1.156 0.989
Total Trades 391 195 196 391 195 196
Winning Trades 166 83 83 166 83 83
Losing Trades 225 112 113 225 112 113
Profitability (%) 42.4552 42.5641 42.3469 42.4552 42.5641 42.3469
Ratio Avg Win / Avg Loss 1.7978 2.0196 1.5797 1.4518 1.5599 1.3465
Largest Winning Trade 121526 121526 47658 250054 250054 124466
Largest Losing Trade -22873 -22090 -22873 -122676 -97370 -122676
Avg Bars in Trades 62 71 53 62 71 53
Avg Bars in Winners 94 112 77 94 112 77
Avg Bars in Losers 39 41 36 39 41 36
Bars Traded 24510 14005 10504 24510 14005 10504
Profit Streak 13.2555 0 20.1722 13.2555 0 20.1722
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308636 -6459 -176159 -248541 -152600 -581062
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579384800000,
    "first_datapoint_time": 1580608800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759457277415,
    "expiration_time": 1765929600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "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": [
        [
            387567.3255655483,
            291212.8735978875,
            96354.4519676601,
            288144.3779825653,
            310717.0639910314,
            -22572.6860084665
        ],
        [
            387.567326,
            291.212874,
            96.354452,
            288.144378,
            310.717064,
            -22.572686
        ],
        [
            0.186033,
            0.139782,
            0.04625,
            0.065119,
            0.067834,
            -0.012279
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81732,
            -106282,
            -99750,
            -389091,
            -392664,
            -292744
        ],
        [
            1.326402,
            1.496643,
            1.160315,
            1.071138,
            1.156003,
            0.989036
        ],
        [
            391,
            195,
            196,
            391,
            195,
            196
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            42.455243,
            42.564103,
            42.346939,
            42.455243,
            42.564103,
            42.346939
        ],
        [
            1.797834,
            2.019567,
            1.579706,
            1.451843,
            1.559908,
            1.346519
        ],
        [
            121526,
            121526,
            47658,
            250054,
            250054,
            124466
        ],
        [
            -22873,
            -22090,
            -22873,
            -122676,
            -97370,
            -122676
        ],
        [
            62,
            71,
            53,
            62,
            71,
            53
        ],
        [
            94,
            112,
            77,
            94,
            112,
            77
        ],
        [
            39,
            41,
            36,
            39,
            41,
            36
        ],
        [
            24510,
            14005,
            10504,
            24510,
            14005,
            10504
        ],
        [
            13.255525,
            0,
            20.172192,
            13.255526,
            0,
            20.172192
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308636,
            -6459,
            -176159,
            -248541,
            -152600,
            -581062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579384800000,
    "first_datapoint_time": 1580608800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759457277415,
    "expiration_time": 1765929600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "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)