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Trade: NEO/USDT/720/SUPERTREND/OHLC4/8717

Strategy
NEO/USDT/720/SUPERTREND/OHLC4/8717
Pair
NEO_USDT
Interval
12h
Score
477761
Daily Profit
0.165983
Profit Factor
2.493414
Profitability
51.020408
Streak
133.126377
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-29 06:01
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 533690.9067 415205.4115 118485.4952 1258846.1188 996973.711 261872.4078
Total P&L (%) 533.6909 415.2054 118.4855 1258.8461 996.9737 261.8724
Avg Daily Profit (%) 0.2133 0.166 0.0474 0.1044 0.0958 0.0514
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82470 -75996 -118129 -829973 -534715 -619220
Profit Factor 1.8534 2.4934 1.3411 1.3055 1.4747 1.1296
Total Trades 98 49 49 98 49 49
Winning Trades 49 25 24 49 25 24
Losing Trades 49 24 25 49 24 25
Profitability (%) 50 51.0204 48.9796 50 51.0204 48.9796
Ratio Avg Win / Avg Loss 1.8534 2.3937 1.397 1.3055 1.4157 1.1767
Largest Winning Trade 117898 117898 60092 733956 733956 461586
Largest Losing Trade -55891 -21972 -55891 -383088 -301368 -383088
Avg Bars in Trades 48 32 64 48 32 64
Avg Bars in Winners 70 38 102 70 38 102
Avg Bars in Losers 26 26 27 26 26 27
Bars Traded 4749 1609 3139 4749 1609 3139
Profit Streak 47.1264 133.1264 0 47.1264 133.1264 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 449625 477761 -129616 -52303 -62324 -202457
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": 1547424000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114918949,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 102,
            "offset": 0,
            "multiplier": 3.02635
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            533690.9067246262,
            415205.4115187433,
            118485.4952058833,
            1258846.1188221313,
            996973.7110339093,
            261872.4077882222
        ],
        [
            533.690907,
            415.205412,
            118.485495,
            1258.846119,
            996.973711,
            261.872408
        ],
        [
            0.213348,
            0.165983,
            0.047366,
            0.104361,
            0.095794,
            0.051427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82470,
            -75996,
            -118129,
            -829973,
            -534715,
            -619220
        ],
        [
            1.85343,
            2.493414,
            1.341138,
            1.305535,
            1.474707,
            1.129643
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            50,
            51.020408,
            48.979592,
            50,
            51.020408,
            48.979592
        ],
        [
            1.85343,
            2.393678,
            1.397019,
            1.305535,
            1.415718,
            1.176712
        ],
        [
            117898,
            117898,
            60092,
            733956,
            733956,
            461586
        ],
        [
            -55891,
            -21972,
            -55891,
            -383088,
            -301368,
            -383088
        ],
        [
            48,
            32,
            64,
            48,
            32,
            64
        ],
        [
            70,
            38,
            102,
            70,
            38,
            102
        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            4749,
            1609,
            3139,
            4749,
            1609,
            3139
        ],
        [
            47.126377,
            133.126377,
            0,
            47.126377,
            133.126377,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449625,
            477761,
            -129616,
            -52303,
            -62324,
            -202457
        ]
    ]
}
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": 1547424000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114918949,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 102,
            "offset": 0,
            "multiplier": 3.02635
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)