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Trade: NEO/USDT/720/SUPERTREND/RMA/1354

Strategy
NEO/USDT/720/SUPERTREND/RMA/1354
Pair
NEO_USDT
Interval
12h
Score
398832
Daily Profit
0.262230
Profit Factor
1.885153
Profitability
46.323529
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 03:45
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655575.0744 498896.6005 156678.4739 4156457.6112 3120619.7121 1035837.8991
Total P&L (%) 655.5751 498.8966 156.6785 4156.4576 3120.6197 1035.8379
Avg Daily Profit (%) 0.2622 0.1996 0.0627 0.1502 0.139 0.0972
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85992 -94015 -73004 -4124018 -3439429 -3050047
Profit Factor 1.8852 2.4808 1.3881 1.1692 1.2413 1.089
Total Trades 136 68 68 136 68 68
Winning Trades 63 33 30 63 33 30
Losing Trades 73 35 38 73 35 38
Profitability (%) 46.3235 48.5294 44.1176 46.3235 48.5294 44.1176
Ratio Avg Win / Avg Loss 2.1844 2.6311 1.7582 1.3548 1.3166 1.3794
Largest Winning Trade 117150 117150 60957 2547121 2283711 2547121
Largest Losing Trade -29560 -24322 -29560 -1704924 -1376365 -1704924
Avg Bars in Trades 35 25 45 35 25 45
Avg Bars in Winners 52 33 73 52 33 73
Avg Bars in Losers 21 19 23 21 19 23
Bars Traded 4839 1764 3075 4839 1764 3075
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 398832 -97406 -219257 -27888 -117105 -297089
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759020346462,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 68,
            "offset": 0,
            "multiplier": 2.5983
        }
    },
    "second_band": {
        "type": "rma",
        "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": [
        [
            655575.0744278072,
            498896.600508603,
            156678.4739192041,
            4156457.611174836,
            3120619.7121217144,
            1035837.8990531187
        ],
        [
            655.575074,
            498.896601,
            156.678474,
            4156.457611,
            3120.619712,
            1035.837899
        ],
        [
            0.26223,
            0.199559,
            0.062671,
            0.150154,
            0.138983,
            0.097245
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85992,
            -94015,
            -73004,
            -4124018,
            -3439429,
            -3050047
        ],
        [
            1.885153,
            2.480759,
            1.388091,
            1.169179,
            1.241321,
            1.089012
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            46.323529,
            48.529412,
            44.117647,
            46.323529,
            48.529412,
            44.117647
        ],
        [
            2.184383,
            2.631108,
            1.758249,
            1.354762,
            1.316553,
            1.379415
        ],
        [
            117150,
            117150,
            60957,
            2547121,
            2283711,
            2547121
        ],
        [
            -29560,
            -24322,
            -29560,
            -1704924,
            -1376365,
            -1704924
        ],
        [
            35,
            25,
            45,
            35,
            25,
            45
        ],
        [
            52,
            33,
            73,
            52,
            33,
            73
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            4839,
            1764,
            3075,
            4839,
            1764,
            3075
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398832,
            -97406,
            -219257,
            -27888,
            -117105,
            -297089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759020346462,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 68,
            "offset": 0,
            "multiplier": 2.5983
        }
    },
    "second_band": {
        "type": "rma",
        "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)