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Trade: NEO/USDT/240/SUPERTREND/JMA/5814

Strategy
NEO/USDT/240/SUPERTREND/JMA/5814
Pair
NEO_USDT
Interval
4h
Score
480075
Daily Profit
0.200709
Profit Factor
1.202049
Profitability
56.493506
Streak
9.351704
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-02 19:26
Expiration Time
2025-12-16 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502475.5095 398192.2419 104283.2675 601428.1787 197095.6678 404332.5109
Total P&L (%) 502.4755 398.1922 104.2833 601.4282 197.0957 404.3325
Avg Daily Profit (%) 0.2007 0.1591 0.0417 0.0778 0.0435 0.0647
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136869 -98184 -132995 -794085 -771310 -616352
Profit Factor 1.202 1.3655 1.0746 1.0717 1.0503 1.0905
Total Trades 924 462 462 924 462 462
Winning Trades 522 262 260 522 262 260
Losing Trades 402 200 202 402 200 202
Profitability (%) 56.4935 56.71 56.2771 56.4935 56.71 56.2771
Ratio Avg Win / Avg Loss 0.9257 1.0423 0.8349 0.8254 0.8018 0.8472
Largest Winning Trade 35234 29332 35234 183141 183141 162244
Largest Losing Trade -57886 -25043 -57886 -163633 -163633 -125446
Avg Bars in Trades 16 12 19 16 12 19
Avg Bars in Winners 14 11 17 14 11 17
Avg Bars in Losers 18 14 22 18 14 22
Bars Traded 14934 5876 9058 14934 5876 9058
Profit Streak 9.3517 9.3517 40.185 9.3517 9.3517 40.185
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480075 411406 -272990 -224401 -297938 -224870
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15021,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544126400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422387213,
    "expiration_time": 1765895472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 51,
            "offset": 0,
            "multiplier": 2.88986
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "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": [
        [
            502475.5094623667,
            398192.2419180439,
            104283.2675443231,
            601428.1787044078,
            197095.6677962077,
            404332.5109081992
        ],
        [
            502.475509,
            398.192242,
            104.283268,
            601.428179,
            197.095668,
            404.332511
        ],
        [
            0.200709,
            0.159054,
            0.041655,
            0.077839,
            0.043504,
            0.064653
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136869,
            -98184,
            -132995,
            -794085,
            -771310,
            -616352
        ],
        [
            1.202049,
            1.36547,
            1.074629,
            1.071749,
            1.050349,
            1.090498
        ],
        [
            924,
            462,
            462,
            924,
            462,
            462
        ],
        [
            522,
            262,
            260,
            522,
            262,
            260
        ],
        [
            402,
            200,
            202,
            402,
            200,
            202
        ],
        [
            56.493506,
            56.709957,
            56.277056,
            56.493506,
            56.709957,
            56.277056
        ],
        [
            0.925716,
            1.042343,
            0.834904,
            0.82537,
            0.801793,
            0.847233
        ],
        [
            35234,
            29332,
            35234,
            183141,
            183141,
            162244
        ],
        [
            -57886,
            -25043,
            -57886,
            -163633,
            -163633,
            -125446
        ],
        [
            16,
            12,
            19,
            16,
            12,
            19
        ],
        [
            14,
            11,
            17,
            14,
            11,
            17
        ],
        [
            18,
            14,
            22,
            18,
            14,
            22
        ],
        [
            14934,
            5876,
            9058,
            14934,
            5876,
            9058
        ],
        [
            9.351704,
            9.351704,
            40.185037,
            9.351704,
            9.351704,
            40.185037
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480075,
            411406,
            -272990,
            -224401,
            -297938,
            -224870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15021,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544126400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422387213,
    "expiration_time": 1765895472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 51,
            "offset": 0,
            "multiplier": 2.88986
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "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)