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Trade: NEO/USDT/480/SWMA/DCU/5899

Strategy
NEO/USDT/480/SWMA/DCU/5899
Pair
NEO_USDT
Interval
8h
Score
401097
Daily Profit
0.159877
Profit Factor
2.302258
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
2504.330000
Evaluation Time
2025-10-02 17:52
Expiration Time
2025-12-16 13:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 498121.395 400385.8068 97735.5881 478457.6435 -132849.836 611307.4794
Total P&L (%) 498.1214 400.3858 97.7356 478.4576 -132.8498 611.3075
Avg Daily Profit (%) 0.1989 0.1599 0.039 0.0701 0 0.0784
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89514 -78648 -41549 -891518 -742955 -305318
Profit Factor 2.0624 2.3023 1.6055 1.1539 0.9404 1.6953
Total Trades 75 37 38 75 37 38
Winning Trades 36 18 18 36 18 18
Losing Trades 39 19 20 39 19 20
Profitability (%) 48 48.6486 47.3684 48 48.6486 47.3684
Ratio Avg Win / Avg Loss 2.2343 2.4302 1.7839 1.2501 0.9927 1.8837
Largest Winning Trade 270283 270283 47786 362888 314243 362888
Largest Losing Trade -36971 -36971 -21024 -341832 -341832 -194641
Avg Bars in Trades 90 142 39 90 142 39
Avg Bars in Winners 111 177 45 111 177 45
Avg Bars in Losers 70 108 33 70 108 33
Bars Traded 6756 5257 1499 6756 5257 1499
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50523 401097 -138741 -212597 -581298 -85691
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7513,
    "evaluation_days": 2504.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547884800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759416776669,
    "expiration_time": 1765883232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 52,
            "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": [
        [
            498121.3949810616,
            400385.8068438561,
            97735.5881372051,
            478457.643452965,
            -132849.835969389,
            611307.4794223538
        ],
        [
            498.121395,
            400.385807,
            97.735588,
            478.457643,
            -132.849836,
            611.307479
        ],
        [
            0.198904,
            0.159877,
            0.039027,
            0.070111,
            0,
            0.078372
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89514,
            -78648,
            -41549,
            -891518,
            -742955,
            -305318
        ],
        [
            2.062404,
            2.302258,
            1.605521,
            1.153918,
            0.940408,
            1.695295
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            48,
            48.648649,
            47.368421,
            48,
            48.648649,
            47.368421
        ],
        [
            2.234271,
            2.430161,
            1.783913,
            1.250078,
            0.992653,
            1.883661
        ],
        [
            270283,
            270283,
            47786,
            362888,
            314243,
            362888
        ],
        [
            -36971,
            -36971,
            -21024,
            -341832,
            -341832,
            -194641
        ],
        [
            90,
            142,
            39,
            90,
            142,
            39
        ],
        [
            111,
            177,
            45,
            111,
            177,
            45
        ],
        [
            70,
            108,
            33,
            70,
            108,
            33
        ],
        [
            6756,
            5257,
            1499,
            6756,
            5257,
            1499
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50523,
            401097,
            -138741,
            -212597,
            -581298,
            -85691
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7513,
    "evaluation_days": 2504.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547884800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759416776669,
    "expiration_time": 1765883232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 52,
            "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)