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Trade: NEO/USDT/720/JMA/TEMA/2274

Strategy
NEO/USDT/720/JMA/TEMA/2274
Pair
NEO_USDT
Interval
12h
Score
463197
Daily Profit
0.234927
Profit Factor
1.855919
Profitability
48.181818
Streak
246.175413
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 19:12
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 587318.5333 447410.9892 139907.5441 2219414.8227 1300701.2524 918713.5703
Total P&L (%) 587.3185 447.411 139.9075 2219.4148 1300.7013 918.7136
Avg Daily Profit (%) 0.2349 0.179 0.056 0.1258 0.1056 0.0929
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119459 -131550 -73508 -1850176 -1367477 -1002041
Profit Factor 1.8559 2.2762 1.4169 1.3786 1.409 1.3425
Total Trades 110 55 55 110 55 55
Winning Trades 53 29 24 53 29 24
Losing Trades 57 26 31 57 26 31
Profitability (%) 48.1818 52.7273 43.6364 48.1818 52.7273 43.6364
Ratio Avg Win / Avg Loss 1.996 2.0407 1.8302 1.4826 1.2633 1.734
Largest Winning Trade 100358 100358 60795 688861 658380 688861
Largest Losing Trade -30432 -30432 -24924 -509720 -494554 -509720
Avg Bars in Trades 44 43 44 44 43 44
Avg Bars in Winners 63 57 70 63 57 70
Avg Bars in Losers 26 27 24 26 27 24
Bars Traded 4842 2388 2454 4842 2388 2454
Profit Streak 246.1754 246.1754 285.1754 246.1754 246.1754 285.1754
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463197 -166574 -297439 -23037 -229137 -248244

Evaluation Data

{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903155734,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 51,
            "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": [
        [
            587318.5333459513,
            447410.9892232056,
            139907.5441227454,
            2219414.8226648257,
            1300701.2523814442,
            918713.5702833816
        ],
        [
            587.318533,
            447.410989,
            139.907544,
            2219.414823,
            1300.701252,
            918.71357
        ],
        [
            0.234927,
            0.178964,
            0.055963,
            0.125835,
            0.105638,
            0.092888
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119459,
            -131550,
            -73508,
            -1850176,
            -1367477,
            -1002041
        ],
        [
            1.855919,
            2.276156,
            1.416898,
            1.378572,
            1.40903,
            1.342466
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            48.181818,
            52.727273,
            43.636364,
            48.181818,
            52.727273,
            43.636364
        ],
        [
            1.995989,
            2.040692,
            1.83016,
            1.482615,
            1.263269,
            1.734019
        ],
        [
            100358,
            100358,
            60795,
            688861,
            658380,
            688861
        ],
        [
            -30432,
            -30432,
            -24924,
            -509720,
            -494554,
            -509720
        ],
        [
            44,
            43,
            44,
            44,
            43,
            44
        ],
        [
            63,
            57,
            70,
            63,
            57,
            70
        ],
        [
            26,
            27,
            24,
            26,
            27,
            24
        ],
        [
            4842,
            2388,
            2454,
            4842,
            2388,
            2454
        ],
        [
            246.175413,
            246.175413,
            285.175413,
            246.175414,
            246.175414,
            285.175414
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463197,
            -166574,
            -297439,
            -23037,
            -229137,
            -248244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903155734,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 51,
            "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)