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Trade: NEO/USDT/240/EMA/SSF/6875

Strategy
NEO/USDT/240/EMA/SSF/6875
Pair
NEO_USDT
Interval
4h
Score
368763
Daily Profit
0.150351
Profit Factor
1.540609
Profitability
54.716981
Streak
13.780193
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-26 05:43
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375752.5817 325016.4098 50736.1719 180607.3742 129051.1572 51556.217
Total P&L (%) 375.7526 325.0164 50.7362 180.6074 129.0512 51.5562
Avg Daily Profit (%) 0.1504 0.1301 0.0203 0.0413 0.0332 0.0166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80149 -49392 -125367 -221422 -132307 -161272
Profit Factor 1.5406 2.2267 1.118 1.1467 1.2325 1.0763
Total Trades 106 53 53 106 53 53
Winning Trades 58 27 31 58 27 31
Losing Trades 48 26 22 48 26 22
Profitability (%) 54.717 50.9434 58.4906 54.717 50.9434 58.4906
Ratio Avg Win / Avg Loss 1.275 2.1442 0.7934 0.949 1.1869 0.7638
Largest Winning Trade 96364 96364 57291 113863 113863 110413
Largest Losing Trade -56174 -27170 -56174 -78852 -71383 -78852
Avg Bars in Trades 138 125 152 138 125 152
Avg Bars in Winners 158 147 167 158 147 167
Avg Bars in Losers 115 103 130 115 103 130
Bars Traded 14728 6657 8071 14728 6657 8071
Profit Streak 13.7802 0 69.4469 13.7802 0 69.4469
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368763 -195101 -437031 -197049 -328843 -487723

Evaluation Data

{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545336000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854608697,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "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": [
        [
            375752.5816686322,
            325016.4097518885,
            50736.1719167437,
            180607.3741949885,
            129051.1571951239,
            51556.2169998645
        ],
        [
            375.752582,
            325.01641,
            50.736172,
            180.607374,
            129.051157,
            51.556217
        ],
        [
            0.150351,
            0.13005,
            0.020301,
            0.041294,
            0.033168,
            0.016638
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80149,
            -49392,
            -125367,
            -221422,
            -132307,
            -161272
        ],
        [
            1.540609,
            2.226693,
            1.117964,
            1.146727,
            1.232547,
            1.076271
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            54.716981,
            50.943396,
            58.490566,
            54.716981,
            50.943396,
            58.490566
        ],
        [
            1.274987,
            2.144223,
            0.793394,
            0.949015,
            1.186897,
            0.763805
        ],
        [
            96364,
            96364,
            57291,
            113863,
            113863,
            110413
        ],
        [
            -56174,
            -27170,
            -56174,
            -78852,
            -71383,
            -78852
        ],
        [
            138,
            125,
            152,
            138,
            125,
            152
        ],
        [
            158,
            147,
            167,
            158,
            147,
            167
        ],
        [
            115,
            103,
            130,
            115,
            103,
            130
        ],
        [
            14728,
            6657,
            8071,
            14728,
            6657,
            8071
        ],
        [
            13.780193,
            0,
            69.44686,
            13.780193,
            0,
            69.44686
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368763,
            -195101,
            -437031,
            -197049,
            -328843,
            -487723
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545336000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854608697,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "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)