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Trade: NEO/USDT/720/MIDPOINT/DCM/2417

Strategy
NEO/USDT/720/MIDPOINT/DCM/2417
Pair
NEO_USDT
Interval
12h
Score
443979
Daily Profit
0.235539
Profit Factor
1.823028
Profitability
60.162602
Streak
0.000000
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-30 02:50
Expiration Time
2025-12-13 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 589317.5197 459288.6415 130028.8782 606797.8257 681988.877 -75191.0513
Total P&L (%) 589.3175 459.2886 130.0289 606.7978 681.9889 -75.1911
Avg Daily Profit (%) 0.2355 0.1836 0.052 0.0782 0.0822 -0.0557
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169200 -123369 -153733 -513409 -475222 -763022
Profit Factor 1.823 2.2393 1.3764 1.3041 1.8185 0.9353
Total Trades 123 61 62 123 61 62
Winning Trades 74 41 33 74 41 33
Losing Trades 49 20 29 49 20 29
Profitability (%) 60.1626 67.2131 53.2258 60.1626 67.2131 53.2258
Ratio Avg Win / Avg Loss 1.2071 1.0923 1.2096 0.8635 0.8871 0.8219
Largest Winning Trade 77854 77854 59959 379566 277105 379566
Largest Losing Trade -82501 -63101 -82501 -443957 -259547 -443957
Avg Bars in Trades 38 53 25 38 53 25
Avg Bars in Winners 35 39 30 35 39 30
Avg Bars in Losers 44 80 18 44 80 18
Bars Traded 4788 3237 1551 4788 3237 1551
Profit Streak 0 103.4936 0 0 103.4936 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443979 -148256 -276446 -88048 -240958 -734262
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759189845889,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "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": [
        [
            589317.5197169173,
            459288.6415194042,
            130028.8781975134,
            606797.8257214329,
            681988.8770131225,
            -75191.0512916891
        ],
        [
            589.31752,
            459.288642,
            130.028878,
            606.797826,
            681.988877,
            -75.191051
        ],
        [
            0.235539,
            0.183569,
            0.05197,
            0.078191,
            0.082235,
            -0.055699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169200,
            -123369,
            -153733,
            -513409,
            -475222,
            -763022
        ],
        [
            1.823028,
            2.23928,
            1.37643,
            1.304125,
            1.818505,
            0.935292
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            74,
            41,
            33,
            74,
            41,
            33
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            60.162602,
            67.213115,
            53.225806,
            60.162602,
            67.213115,
            53.225806
        ],
        [
            1.20714,
            1.092332,
            1.20959,
            0.863542,
            0.887076,
            0.821924
        ],
        [
            77854,
            77854,
            59959,
            379566,
            277105,
            379566
        ],
        [
            -82501,
            -63101,
            -82501,
            -443957,
            -259547,
            -443957
        ],
        [
            38,
            53,
            25,
            38,
            53,
            25
        ],
        [
            35,
            39,
            30,
            35,
            39,
            30
        ],
        [
            44,
            80,
            18,
            44,
            80,
            18
        ],
        [
            4788,
            3237,
            1551,
            4788,
            3237,
            1551
        ],
        [
            0,
            103.493587,
            0,
            0,
            103.493587,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443979,
            -148256,
            -276446,
            -88048,
            -240958,
            -734262
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759189845889,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "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)