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Trade: NEO/USDT/240/SINWMA/EMA/2509

Strategy
NEO/USDT/240/SINWMA/EMA/2509
Pair
NEO_USDT
Interval
4h
Score
330782
Daily Profit
0.225278
Profit Factor
1.798624
Profitability
42.657343
Streak
0.000000
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-28 03:21
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 563007.5292 421759.8128 141247.7163 2025388.461 1131488.9595 893899.5015
Total P&L (%) 563.0075 421.7598 141.2477 2025.3885 1131.489 893.8995
Avg Daily Profit (%) 0.2253 0.1688 0.0565 0.1224 0.1005 0.0919
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68069 -78288 -77837 -1464467 -1062515 -1318032
Profit Factor 1.7986 2.2894 1.3738 1.2272 1.262 1.1945
Total Trades 143 72 71 143 72 71
Winning Trades 61 29 32 61 29 32
Losing Trades 82 43 39 82 43 39
Profitability (%) 42.6573 40.2778 45.0704 42.6573 40.2778 45.0704
Ratio Avg Win / Avg Loss 2.4178 3.3947 1.6743 1.6496 1.8712 1.4557
Largest Winning Trade 119000 119000 53554 935119 935119 819642
Largest Losing Trade -39352 -22354 -39352 -862295 -345935 -862295
Avg Bars in Trades 103 101 105 103 101 105
Avg Bars in Winners 167 169 166 167 169 166
Avg Bars in Losers 55 55 55 55 55 55
Bars Traded 14799 7295 7504 14799 7295 7504
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 330782 -71526 -204678 -30947 -140644 -165312
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": 1544558400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759018883618,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 67,
            "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": [
        [
            563007.5291551516,
            421759.8128102918,
            141247.7163448596,
            2025388.461004599,
            1131488.9594852054,
            893899.5015193936
        ],
        [
            563.007529,
            421.759813,
            141.247716,
            2025.388461,
            1131.488959,
            893.899502
        ],
        [
            0.225278,
            0.16876,
            0.056518,
            0.122377,
            0.100516,
            0.091931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68069,
            -78288,
            -77837,
            -1464467,
            -1062515,
            -1318032
        ],
        [
            1.798624,
            2.289435,
            1.373787,
            1.227172,
            1.261992,
            1.194459
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            42.657343,
            40.277778,
            45.070423,
            42.657343,
            40.277778,
            45.070423
        ],
        [
            2.417823,
            3.39468,
            1.674303,
            1.649642,
            1.87123,
            1.455747
        ],
        [
            119000,
            119000,
            53554,
            935119,
            935119,
            819642
        ],
        [
            -39352,
            -22354,
            -39352,
            -862295,
            -345935,
            -862295
        ],
        [
            103,
            101,
            105,
            103,
            101,
            105
        ],
        [
            167,
            169,
            166,
            167,
            169,
            166
        ],
        [
            55,
            55,
            55,
            55,
            55,
            55
        ],
        [
            14799,
            7295,
            7504,
            14799,
            7295,
            7504
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330782,
            -71526,
            -204678,
            -30947,
            -140644,
            -165312
        ]
    ]
}
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": 1544558400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759018883618,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 67,
            "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)