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Trade: NEO/USDT/720/SUPERTREND/HL2/4272

Strategy
NEO/USDT/720/SUPERTREND/HL2/4272
Pair
NEO_USDT
Interval
12h
Score
367217
Daily Profit
0.207261
Profit Factor
1.711795
Profitability
44.827586
Streak
47.552504
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-29 16:15
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 518568.1872 423050.1431 95518.044 816686.1637 1489054.9919 -672368.8283
Total P&L (%) 518.5682 423.0501 95.518 816.6862 1489.055 -672.3688
Avg Daily Profit (%) 0.2073 0.1691 0.0382 0.0886 0.1106 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113682 -68332 -121021 -1578013 -761274 -1109727
Profit Factor 1.7118 2.3494 1.2301 1.1269 1.5084 0.8082
Total Trades 116 58 58 116 58 58
Winning Trades 52 27 25 52 27 25
Losing Trades 64 31 33 64 31 33
Profitability (%) 44.8276 46.5517 43.1034 44.8276 46.5517 43.1034
Ratio Avg Win / Avg Loss 2.1068 2.6975 1.6238 1.387 1.7319 1.0668
Largest Winning Trade 117898 117898 64090 861032 861032 374973
Largest Losing Trade -55891 -21972 -55891 -629631 -248907 -629631
Avg Bars in Trades 40 27 54 40 27 54
Avg Bars in Winners 64 36 94 64 36 94
Avg Bars in Losers 22 20 23 22 20 23
Bars Traded 4749 1614 3135 4749 1614 3135
Profit Streak 47.5525 122.0525 0 47.5525 122.0525 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367217 -168328 -323872 -156322 -222611 -761848
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759151736319,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 240,
            "offset": 0,
            "multiplier": 2.84384
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            518568.187162936,
            423050.1431165265,
            95518.0440464098,
            816686.1636936293,
            1489054.9919498148,
            -672368.8282561849
        ],
        [
            518.568187,
            423.050143,
            95.518044,
            816.686164,
            1489.054992,
            -672.368828
        ],
        [
            0.207261,
            0.169085,
            0.038177,
            0.088592,
            0.110602,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113682,
            -68332,
            -121021,
            -1578013,
            -761274,
            -1109727
        ],
        [
            1.711795,
            2.349437,
            1.230145,
            1.126923,
            1.508405,
            0.808204
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            44.827586,
            46.551724,
            43.103448,
            44.827586,
            46.551724,
            43.103448
        ],
        [
            2.106825,
            2.697502,
            1.623791,
            1.386982,
            1.731873,
            1.06683
        ],
        [
            117898,
            117898,
            64090,
            861032,
            861032,
            374973
        ],
        [
            -55891,
            -21972,
            -55891,
            -629631,
            -248907,
            -629631
        ],
        [
            40,
            27,
            54,
            40,
            27,
            54
        ],
        [
            64,
            36,
            94,
            64,
            36,
            94
        ],
        [
            22,
            20,
            23,
            22,
            20,
            23
        ],
        [
            4749,
            1614,
            3135,
            4749,
            1614,
            3135
        ],
        [
            47.552504,
            122.052504,
            0,
            47.552504,
            122.052504,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367217,
            -168328,
            -323872,
            -156322,
            -222611,
            -761848
        ]
    ]
}
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": 1549497600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759151736319,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 240,
            "offset": 0,
            "multiplier": 2.84384
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)