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Trade: NEO/USDT/720/LINREG/BBU/4048

Strategy
NEO/USDT/720/LINREG/BBU/4048
Pair
NEO_USDT
Interval
12h
Score
420375
Daily Profit
0.206114
Profit Factor
1.938264
Profitability
46.078431
Streak
6.773819
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 09:34
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 515283.8456 388407.6952 126876.1504 1083733.2663 -503552.6878 1587285.9541
Total P&L (%) 515.2838 388.4077 126.8762 1083.7333 -503.5527 1587.286
Avg Daily Profit (%) 0.2061 0.1554 0.0508 0.0989 0 0.1131
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108944 -112772 -63569 -2521969 -2990559 -1249511
Profit Factor 1.9383 2.1542 1.5966 1.1101 0.9239 1.4917
Total Trades 102 51 51 102 51 51
Winning Trades 47 25 22 47 25 22
Losing Trades 55 26 29 55 26 29
Profitability (%) 46.0784 49.0196 43.1373 46.0784 49.0196 43.1373
Ratio Avg Win / Avg Loss 2.2682 2.2404 2.1046 1.2991 0.9608 1.9664
Largest Winning Trade 158841 158841 60974 1296676 1296676 819363
Largest Losing Trade -41044 -41044 -22008 -1008361 -1008361 -477363
Avg Bars in Trades 45 61 30 45 61 30
Avg Bars in Winners 61 75 45 61 75 45
Avg Bars in Losers 32 48 18 32 48 18
Bars Traded 4686 3142 1544 4686 3142 1544
Profit Streak 6.7738 6.7738 7.7738 6.7738 6.7738 7.7738
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420375 -168412 -304179 -160008 -760527 -221281

Evaluation Data

{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868457955,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 8,
            "offset": 0,
            "std": 2.27828
        }
    }
}
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": [
        [
            515283.8455599251,
            388407.6951739229,
            126876.1503860019,
            1083733.2663395794,
            -503552.6877554672,
            1587285.9540950463
        ],
        [
            515.283846,
            388.407695,
            126.87615,
            1083.733266,
            -503.552688,
            1587.285954
        ],
        [
            0.206114,
            0.155363,
            0.05075,
            0.098899,
            0,
            0.113092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108944,
            -112772,
            -63569,
            -2521969,
            -2990559,
            -1249511
        ],
        [
            1.938264,
            2.154187,
            1.596592,
            1.110125,
            0.923855,
            1.491744
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            46.078431,
            49.019608,
            43.137255,
            46.078431,
            49.019608,
            43.137255
        ],
        [
            2.268181,
            2.240355,
            2.104598,
            1.299083,
            0.960809,
            1.96639
        ],
        [
            158841,
            158841,
            60974,
            1296676,
            1296676,
            819363
        ],
        [
            -41044,
            -41044,
            -22008,
            -1008361,
            -1008361,
            -477363
        ],
        [
            45,
            61,
            30,
            45,
            61,
            30
        ],
        [
            61,
            75,
            45,
            61,
            75,
            45
        ],
        [
            32,
            48,
            18,
            32,
            48,
            18
        ],
        [
            4686,
            3142,
            1544,
            4686,
            3142,
            1544
        ],
        [
            6.773819,
            6.773819,
            7.773819,
            6.773819,
            6.773819,
            7.773819
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420375,
            -168412,
            -304179,
            -160008,
            -760527,
            -221281
        ]
    ]
}
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": 1552348800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868457955,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 8,
            "offset": 0,
            "std": 2.27828
        }
    }
}

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)