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Trade: NEO/USDT/360/JMA/PWMA/5912

Strategy
NEO/USDT/360/JMA/PWMA/5912
Pair
NEO_USDT
Interval
6h
Score
309882
Daily Profit
0.163300
Profit Factor
1.391939
Profitability
43.564356
Streak
51.095771
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-10-12 11:17
Expiration Time
2025-12-26 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408330.834 372615.158 35715.676 139466.4484 545559.29 -406092.8416
Total P&L (%) 408.3308 372.6152 35.7157 139.4664 545.5593 -406.0928
Avg Daily Profit (%) 0.1633 0.149 0.0143 0.0349 0.0746 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151503 -138735 -94217 -911353 -702400 -650994
Profit Factor 1.3919 1.6926 1.0709 1.0361 1.277 0.7861
Total Trades 202 101 101 202 101 101
Winning Trades 88 44 44 88 44 44
Losing Trades 114 57 57 114 57 57
Profitability (%) 43.5644 43.5644 43.5644 43.5644 43.5644 43.5644
Ratio Avg Win / Avg Loss 1.8032 2.1927 1.3873 1.3422 1.6543 1.0183
Largest Winning Trade 88911 88911 57697 447246 447246 330825
Largest Losing Trade -46560 -46560 -28611 -466474 -466474 -257001
Avg Bars in Trades 48 47 48 48 47 48
Avg Bars in Winners 67 66 67 67 66 67
Avg Bars in Losers 33 32 34 33 32 34
Bars Traded 9702 4775 4927 9702 4775 4927
Profit Streak 51.0958 53.5958 51.0958 51.0958 53.5958 51.0958
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309882 247095 -321140 -327551 -94078 -581334
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1544205600000,
    "first_datapoint_time": 1548396000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760257074620,
    "expiration_time": 1766730096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 15,
            "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": [
        [
            408330.8339829454,
            372615.1579945497,
            35715.6759883956,
            139466.4483797828,
            545559.2899995594,
            -406092.8416197768
        ],
        [
            408.330834,
            372.615158,
            35.715676,
            139.466448,
            545.55929,
            -406.092842
        ],
        [
            0.1633,
            0.149016,
            0.014283,
            0.034929,
            0.074611,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151503,
            -138735,
            -94217,
            -911353,
            -702400,
            -650994
        ],
        [
            1.391939,
            1.692611,
            1.070887,
            1.03606,
            1.276999,
            0.786055
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            43.564356,
            43.564356,
            43.564356,
            43.564356,
            43.564356,
            43.564356
        ],
        [
            1.803194,
            2.192701,
            1.387286,
            1.342168,
            1.654294,
            1.018299
        ],
        [
            88911,
            88911,
            57697,
            447246,
            447246,
            330825
        ],
        [
            -46560,
            -46560,
            -28611,
            -466474,
            -466474,
            -257001
        ],
        [
            48,
            47,
            48,
            48,
            47,
            48
        ],
        [
            67,
            66,
            67,
            67,
            66,
            67
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            9702,
            4775,
            4927,
            9702,
            4775,
            4927
        ],
        [
            51.095771,
            53.595771,
            51.095771,
            51.095771,
            53.595771,
            51.095771
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309882,
            247095,
            -321140,
            -327551,
            -94078,
            -581334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1544205600000,
    "first_datapoint_time": 1548396000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760257074620,
    "expiration_time": 1766730096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 15,
            "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)