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Trade: NEO/USDT/720/MIDPRICE/MIDPRICE/2047

Strategy
NEO/USDT/720/MIDPRICE/MIDPRICE/2047
Pair
NEO_USDT
Interval
12h
Score
320705
Daily Profit
0.230646
Profit Factor
1.688430
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-29 06:02
Expiration Time
2025-12-13 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 576960.2093 436704.1248 140256.0845 2286045.1883 2485811.3041 -199766.1157
Total P&L (%) 576.9602 436.7041 140.2561 2286.0452 2485.8113 -199.7661
Avg Daily Profit (%) 0.2306 0.1746 0.0561 0.1269 0.1301 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88644 -91626 -111678 -2250696 -1607820 -1602019
Profit Factor 1.6884 2.1523 1.3055 1.1809 1.4314 0.9709
Total Trades 195 98 97 195 98 97
Winning Trades 78 37 41 78 37 41
Losing Trades 117 61 56 117 61 56
Profitability (%) 40 37.7551 42.268 40 37.7551 42.268
Ratio Avg Win / Avg Loss 2.5326 3.5484 1.7831 1.7714 2.3598 1.3262
Largest Winning Trade 86989 86989 53867 890049 890049 740884
Largest Losing Trade -28037 -25197 -28037 -856465 -500447 -856465
Avg Bars in Trades 25 22 28 25 22 28
Avg Bars in Winners 45 38 50 45 38 50
Avg Bars in Losers 12 11 12 12 11 12
Bars Traded 4931 2156 2775 4931 2156 2775
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 320705 241956 -119843 -46195 -21686 -582135
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544659200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114921706,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 4,
            "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": [
        [
            576960.2092988539,
            436704.1247732652,
            140256.0845255888,
            2286045.188308515,
            2485811.304051115,
            -199766.1157425994
        ],
        [
            576.960209,
            436.704125,
            140.256085,
            2286.045188,
            2485.811304,
            -199.766116
        ],
        [
            0.230646,
            0.174577,
            0.056069,
            0.126893,
            0.130112,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88644,
            -91626,
            -111678,
            -2250696,
            -1607820,
            -1602019
        ],
        [
            1.68843,
            2.15232,
            1.305501,
            1.180918,
            1.431355,
            0.970935
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            78,
            37,
            41,
            78,
            37,
            41
        ],
        [
            117,
            61,
            56,
            117,
            61,
            56
        ],
        [
            40,
            37.755102,
            42.268041,
            40,
            37.755102,
            42.268041
        ],
        [
            2.532646,
            3.548419,
            1.783123,
            1.771377,
            2.359802,
            1.326155
        ],
        [
            86989,
            86989,
            53867,
            890049,
            890049,
            740884
        ],
        [
            -28037,
            -25197,
            -28037,
            -856465,
            -500447,
            -856465
        ],
        [
            25,
            22,
            28,
            25,
            22,
            28
        ],
        [
            45,
            38,
            50,
            45,
            38,
            50
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            4931,
            2156,
            2775,
            4931,
            2156,
            2775
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320705,
            241956,
            -119843,
            -46195,
            -21686,
            -582135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544659200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114921706,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 4,
            "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)