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Trade: NEO/USDT/720/SUPERTREND/FWMA/5743

Strategy
NEO/USDT/720/SUPERTREND/FWMA/5743
Pair
NEO_USDT
Interval
12h
Score
465197
Daily Profit
0.237200
Profit Factor
1.914691
Profitability
48.113208
Streak
143.126027
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-09 06:01
Expiration Time
2025-12-23 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 593830.5894 441268.6892 152561.9002 2095349.2988 2303879.5598 -208530.261
Total P&L (%) 593.8306 441.2687 152.5619 2095.3493 2303.8796 -208.5303
Avg Daily Profit (%) 0.2372 0.1763 0.0609 0.1235 0.1271 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102576 -69394 -100600 -4074907 -1925813 -2342284
Profit Factor 1.9147 2.4954 1.4308 1.1569 1.3273 0.967
Total Trades 106 53 53 106 53 53
Winning Trades 51 26 25 51 26 25
Losing Trades 55 27 28 55 27 28
Profitability (%) 48.1132 49.0566 47.1698 48.1132 49.0566 47.1698
Ratio Avg Win / Avg Loss 2.0649 2.5914 1.6025 1.2476 1.3784 1.083
Largest Winning Trade 120185 120185 63286 2268931 2268931 973900
Largest Losing Trade -55891 -21972 -55891 -1008268 -630011 -1008268
Avg Bars in Trades 44 30 58 44 30 58
Avg Bars in Winners 66 36 98 66 36 98
Avg Bars in Losers 22 24 21 22 24 21
Bars Traded 4664 1590 3074 4664 1590 3074
Profit Streak 143.126 143.126 265.126 143.126 143.126 265.126
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465197 -167286 -289365 -74805 -202146 -758916
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543708800000,
    "first_datapoint_time": 1553731200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978888750,
    "expiration_time": 1766457072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 2.79155
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 233,
            "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": [
        [
            593830.5893813738,
            441268.6892079809,
            152561.9001733927,
            2095349.29881038,
            2303879.5598187214,
            -208530.2610083421
        ],
        [
            593.830589,
            441.268689,
            152.5619,
            2095.349299,
            2303.87956,
            -208.530261
        ],
        [
            0.2372,
            0.176261,
            0.060939,
            0.12346,
            0.12709,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102576,
            -69394,
            -100600,
            -4074907,
            -1925813,
            -2342284
        ],
        [
            1.914691,
            2.495432,
            1.430799,
            1.156879,
            1.327322,
            0.966994
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            48.113208,
            49.056604,
            47.169811,
            48.113208,
            49.056604,
            47.169811
        ],
        [
            2.064863,
            2.59141,
            1.602495,
            1.247614,
            1.378373,
            1.083033
        ],
        [
            120185,
            120185,
            63286,
            2268931,
            2268931,
            973900
        ],
        [
            -55891,
            -21972,
            -55891,
            -1008268,
            -630011,
            -1008268
        ],
        [
            44,
            30,
            58,
            44,
            30,
            58
        ],
        [
            66,
            36,
            98,
            66,
            36,
            98
        ],
        [
            22,
            24,
            21,
            22,
            24,
            21
        ],
        [
            4664,
            1590,
            3074,
            4664,
            1590,
            3074
        ],
        [
            143.126027,
            143.126027,
            265.126027,
            143.126027,
            143.126027,
            265.126027
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465197,
            -167286,
            -289365,
            -74805,
            -202146,
            -758916
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543708800000,
    "first_datapoint_time": 1553731200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978888750,
    "expiration_time": 1766457072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 2.79155
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 233,
            "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)