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Trade: NEO/USDT/360/MIDPOINT/VWMA/6597

Strategy
NEO/USDT/360/MIDPOINT/VWMA/6597
Pair
NEO_USDT
Interval
6h
Score
386724
Daily Profit
0.228061
Profit Factor
1.562939
Profitability
45.783133
Streak
0.000000
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-26 11:29
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 570096.5426 442267.4263 127829.1164 1366840.3319 779770.291 587070.0409
Total P&L (%) 570.0965 442.2674 127.8291 1366.8403 779.7703 587.07
Avg Daily Profit (%) 0.2281 0.1769 0.0511 0.1075 0.087 0.0771
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125877 -144401 -64389 -1797930 -1671283 -691624
Profit Factor 1.5629 1.8957 1.2463 1.1457 1.1567 1.1333
Total Trades 249 125 124 249 125 124
Winning Trades 114 61 53 114 61 53
Losing Trades 135 64 71 135 64 71
Profitability (%) 45.7831 48.8 42.7419 45.7831 48.8 42.7419
Ratio Avg Win / Avg Loss 1.8508 1.989 1.6696 1.3568 1.2136 1.5182
Largest Winning Trade 126219 126219 53600 877092 877092 488115
Largest Losing Trade -29552 -29552 -29311 -503400 -503400 -458583
Avg Bars in Trades 39 38 40 39 38 40
Avg Bars in Winners 51 44 59 51 44 59
Avg Bars in Losers 29 32 26 29 32 26
Bars Traded 9873 4809 5064 9873 4809 5064
Profit Streak 0 0 12.1037 0 0 12.1037
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386724 372019 -126182 -109614 -125178 -164733

Evaluation Data

{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544140800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875362902,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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": [
        [
            570096.5426380977,
            442267.4262592657,
            127829.1163788319,
            1366840.331905251,
            779770.2909747097,
            587070.0409305413
        ],
        [
            570.096543,
            442.267426,
            127.829116,
            1366.840332,
            779.770291,
            587.070041
        ],
        [
            0.228061,
            0.176925,
            0.051137,
            0.107496,
            0.087026,
            0.077128
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125877,
            -144401,
            -64389,
            -1797930,
            -1671283,
            -691624
        ],
        [
            1.562939,
            1.895737,
            1.246314,
            1.145738,
            1.156721,
            1.133328
        ],
        [
            249,
            125,
            124,
            249,
            125,
            124
        ],
        [
            114,
            61,
            53,
            114,
            61,
            53
        ],
        [
            135,
            64,
            71,
            135,
            64,
            71
        ],
        [
            45.783133,
            48.8,
            42.741935,
            45.783133,
            48.8,
            42.741935
        ],
        [
            1.850849,
            1.98897,
            1.669591,
            1.356795,
            1.213609,
            1.518232
        ],
        [
            126219,
            126219,
            53600,
            877092,
            877092,
            488115
        ],
        [
            -29552,
            -29552,
            -29311,
            -503400,
            -503400,
            -458583
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            51,
            44,
            59,
            51,
            44,
            59
        ],
        [
            29,
            32,
            26,
            29,
            32,
            26
        ],
        [
            9873,
            4809,
            5064,
            9873,
            4809,
            5064
        ],
        [
            0,
            0,
            12.103737,
            0,
            0,
            12.103737
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386724,
            372019,
            -126182,
            -109614,
            -125178,
            -164733
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544140800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875362902,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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)