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Trade: NEO/USDT/480/DCM/LINREG/8657

Strategy
NEO/USDT/480/DCM/LINREG/8657
Pair
NEO_USDT
Interval
8h
Score
324563
Daily Profit
0.151472
Profit Factor
1.422086
Profitability
50.862069
Streak
61.919996
Best Strategy
Training Data Length
2514.000000
Evaluation Time
2025-10-12 09:04
Expiration Time
2025-12-26 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380799.4161 361734.5335 19064.8826 -10857.7287 30674.4162 -41532.145
Total P&L (%) 380.7994 361.7345 19.0649 -10.8577 30.6744 -41.5321
Avg Daily Profit (%) 0.1515 0.1439 0.0076 -0.0046 0.0106 -0.0213
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147754 -107248 -124233 -130691 -130457 -116221
Profit Factor 1.4221 1.9168 1.0376 0.984 1.099 0.8872
Total Trades 116 58 58 116 58 58
Winning Trades 59 29 30 59 29 30
Losing Trades 57 29 28 57 29 28
Profitability (%) 50.8621 50 51.7241 50.8621 50 51.7241
Ratio Avg Win / Avg Loss 1.3739 1.9168 0.9684 0.9506 1.099 0.8281
Largest Winning Trade 103579 103579 56862 44225 44225 33382
Largest Losing Trade -55273 -53602 -55273 -72404 -72404 -56357
Avg Bars in Trades 63 51 76 63 51 76
Avg Bars in Winners 64 48 80 64 48 80
Avg Bars in Losers 62 53 72 62 53 72
Bars Traded 7411 2971 4440 7411 2971 4440
Profit Streak 61.92 0 88.5867 61.92 0 88.5867
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324563 -177371 -549959 -579798 -473386 -759649
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7542,
    "evaluation_days": 2514,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546502400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760249087703,
    "expiration_time": 1766743488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 119,
            "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": [
        [
            380799.4160605074,
            361734.5334840242,
            19064.8825764831,
            -10857.7287392583,
            30674.4162372121,
            -41532.1449764703
        ],
        [
            380.799416,
            361.734533,
            19.064883,
            -10.857729,
            30.674416,
            -41.532145
        ],
        [
            0.151472,
            0.143888,
            0.007583,
            -0.004572,
            0.010643,
            -0.021346
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147754,
            -107248,
            -124233,
            -130691,
            -130457,
            -116221
        ],
        [
            1.422086,
            1.916762,
            1.037558,
            0.98399,
            1.098966,
            0.887213
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            50.862069,
            50,
            51.724138,
            50.862069,
            50,
            51.724138
        ],
        [
            1.373879,
            1.916762,
            0.968388,
            0.950634,
            1.098966,
            0.828065
        ],
        [
            103579,
            103579,
            56862,
            44225,
            44225,
            33382
        ],
        [
            -55273,
            -53602,
            -55273,
            -72404,
            -72404,
            -56357
        ],
        [
            63,
            51,
            76,
            63,
            51,
            76
        ],
        [
            64,
            48,
            80,
            64,
            48,
            80
        ],
        [
            62,
            53,
            72,
            62,
            53,
            72
        ],
        [
            7411,
            2971,
            4440,
            7411,
            2971,
            4440
        ],
        [
            61.919996,
            0,
            88.586663,
            61.919997,
            0,
            88.586663
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324563,
            -177371,
            -549959,
            -579798,
            -473386,
            -759649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7542,
    "evaluation_days": 2514,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546502400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760249087703,
    "expiration_time": 1766743488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 119,
            "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)