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Trade: NEO/USDT/240/VWAP/BBU/1312

Strategy
NEO/USDT/240/VWAP/BBU/1312
Pair
NEO_USDT
Interval
4h
Score
401111
Daily Profit
0.156362
Profit Factor
1.457170
Profitability
65.968586
Streak
90.428437
Best Strategy
Training Data Length
2510.330000
Evaluation Time
2025-10-09 13:16
Expiration Time
2025-12-23 17:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392520.4361 363446.2384 29074.1977 95217.8151 -24981.6321 120199.4472
Total P&L (%) 392.5204 363.4462 29.0742 95.2178 -24.9816 120.1994
Avg Daily Profit (%) 0.1564 0.1448 0.0116 0.0267 -0.0115 0.0315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170813 -183032 -39162 -1728022 -1729990 -186836
Profit Factor 1.4572 1.5224 1.1786 1.0258 0.9922 1.2443
Total Trades 191 95 96 191 95 96
Winning Trades 126 64 62 126 64 62
Losing Trades 65 31 34 65 31 34
Profitability (%) 65.9686 67.3684 64.5833 65.9686 67.3684 64.5833
Ratio Avg Win / Avg Loss 0.7517 0.7374 0.6463 0.5292 0.4806 0.6824
Largest Winning Trade 65960 65960 12589 447561 447561 115859
Largest Losing Trade -63664 -63664 -34428 -1165290 -1165290 -131610
Avg Bars in Trades 76 150 3 76 150 3
Avg Bars in Winners 36 69 3 36 69 3
Avg Bars in Losers 154 316 5 154 316 5
Bars Traded 14643 14268 374 14643 14268 374
Profit Streak 90.4284 90.4284 166.9284 90.4284 90.4284 166.9284
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401111 115134 -202747 -346578 -577589 -149237
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15062,
    "evaluation_days": 2510.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544025600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760005016947,
    "expiration_time": 1766503584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 69,
            "offset": 0,
            "std": 2.55332
        }
    }
}
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": [
        [
            392520.4361024219,
            363446.2383948295,
            29074.1977075923,
            95217.8151029004,
            -24981.6320682187,
            120199.4471711194
        ],
        [
            392.520436,
            363.446238,
            29.074198,
            95.217815,
            -24.981632,
            120.199447
        ],
        [
            0.156362,
            0.14478,
            0.011582,
            0.026651,
            -0.01145,
            0.03145
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170813,
            -183032,
            -39162,
            -1728022,
            -1729990,
            -186836
        ],
        [
            1.45717,
            1.522353,
            1.178586,
            1.025792,
            0.992193,
            1.244294
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            126,
            64,
            62,
            126,
            64,
            62
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            65.968586,
            67.368421,
            64.583333,
            65.968586,
            67.368421,
            64.583333
        ],
        [
            0.751714,
            0.73739,
            0.646321,
            0.529179,
            0.480593,
            0.682355
        ],
        [
            65960,
            65960,
            12589,
            447561,
            447561,
            115859
        ],
        [
            -63664,
            -63664,
            -34428,
            -1165290,
            -1165290,
            -131610
        ],
        [
            76,
            150,
            3,
            76,
            150,
            3
        ],
        [
            36,
            69,
            3,
            36,
            69,
            3
        ],
        [
            154,
            316,
            5,
            154,
            316,
            5
        ],
        [
            14643,
            14268,
            374,
            14643,
            14268,
            374
        ],
        [
            90.428437,
            90.428437,
            166.928437,
            90.428437,
            90.428437,
            166.928437
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401111,
            115134,
            -202747,
            -346578,
            -577589,
            -149237
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15062,
    "evaluation_days": 2510.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544025600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760005016947,
    "expiration_time": 1766503584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 69,
            "offset": 0,
            "std": 2.55332
        }
    }
}

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)