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Trade: NEO/USDT/120/SSF/HMA/9691

Strategy
NEO/USDT/120/SSF/HMA/9691
Pair
NEO_USDT
Interval
2h
Score
331781
Daily Profit
0.244504
Profit Factor
1.599267
Profitability
41.624365
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 19:59
Expiration Time
2025-12-13 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 509382.9917 364277.4706 145105.5211 1225554.4381 635734.0807 589820.3574
Total P&L (%) 509.383 364.2775 145.1055 1225.5544 635.7341 589.8204
Avg Daily Profit (%) 0.2445 0.1749 0.0697 0.1241 0.0958 0.0927
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142954 -138486 -70307 -1962229 -2027328 -1362713
Profit Factor 1.5993 1.8562 1.3418 1.1268 1.1319 1.1217
Total Trades 197 99 98 197 99 98
Winning Trades 82 36 46 82 36 46
Losing Trades 115 63 52 115 63 52
Profitability (%) 41.6244 36.3636 46.9388 41.6244 36.3636 46.9388
Ratio Avg Win / Avg Loss 2.2429 3.2483 1.5168 1.5802 1.9808 1.268
Largest Winning Trade 80993 80993 51130 973876 973876 653652
Largest Losing Trade -40923 -19565 -40923 -779114 -313558 -779114
Avg Bars in Trades 125 127 123 125 127 123
Avg Bars in Winners 202 215 192 202 215 192
Avg Bars in Losers 70 76 62 70 76 62
Bars Traded 24697 12593 12104 24697 12593 12104
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 331781 192079 -99971 -109097 -144539 -156925
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165193483,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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": [
        [
            509382.9917472642,
            364277.4706474221,
            145105.5210998424,
            1225554.4380635717,
            635734.0806719167,
            589820.3573916543
        ],
        [
            509.382992,
            364.277471,
            145.105521,
            1225.554438,
            635.734081,
            589.820357
        ],
        [
            0.244504,
            0.174853,
            0.069651,
            0.124129,
            0.09584,
            0.092744
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142954,
            -138486,
            -70307,
            -1962229,
            -2027328,
            -1362713
        ],
        [
            1.599267,
            1.856156,
            1.341803,
            1.126753,
            1.131884,
            1.121651
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            82,
            36,
            46,
            82,
            36,
            46
        ],
        [
            115,
            63,
            52,
            115,
            63,
            52
        ],
        [
            41.624365,
            36.363636,
            46.938776,
            41.624365,
            36.363636,
            46.938776
        ],
        [
            2.242874,
            3.248272,
            1.51682,
            1.580202,
            1.980797,
            1.267954
        ],
        [
            80993,
            80993,
            51130,
            973876,
            973876,
            653652
        ],
        [
            -40923,
            -19565,
            -40923,
            -779114,
            -313558,
            -779114
        ],
        [
            125,
            127,
            123,
            125,
            127,
            123
        ],
        [
            202,
            215,
            192,
            202,
            215,
            192
        ],
        [
            70,
            76,
            62,
            70,
            76,
            62
        ],
        [
            24697,
            12593,
            12104,
            24697,
            12593,
            12104
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331781,
            192079,
            -99971,
            -109097,
            -144539,
            -156925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165193483,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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)