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Trade: NEO/USDT/720/SUPERTREND/ZLMA/9604

Strategy
NEO/USDT/720/SUPERTREND/ZLMA/9604
Pair
NEO_USDT
Interval
12h
Score
492537
Daily Profit
0.248240
Profit Factor
1.653820
Profitability
51.470588
Streak
53.026466
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-01 03:38
Expiration Time
2025-12-14 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 621345.1713 451275.6967 170069.4746 4097154.8085 2788096.2756 1309058.5328
Total P&L (%) 621.3452 451.2757 170.0695 4097.1548 2788.0963 1309.0585
Avg Daily Profit (%) 0.2482 0.1803 0.0679 0.1494 0.1345 0.1057
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87871 -69316 -110669 -2809041 -1045589 -2345155
Profit Factor 1.6538 2.2049 1.2954 1.3173 1.4946 1.18
Total Trades 204 102 102 204 102 102
Winning Trades 105 58 47 105 58 47
Losing Trades 99 44 55 99 44 55
Profitability (%) 51.4706 56.8627 46.0784 51.4706 56.8627 46.0784
Ratio Avg Win / Avg Loss 1.5593 1.6727 1.5158 1.2421 1.1339 1.3808
Largest Winning Trade 69637 69637 58593 1052674 996144 1052674
Largest Losing Trade -25606 -21972 -25606 -716157 -504952 -716157
Avg Bars in Trades 23 16 29 23 16 29
Avg Bars in Winners 26 16 39 26 16 39
Avg Bars in Losers 19 16 22 19 16 22
Bars Traded 4746 1692 3054 4746 1692 3054
Profit Streak 53.0265 135.0265 0 53.0265 135.0265 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 492537 485765 -102574 328159 -9996 -75501
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759279086666,
    "expiration_time": 1765721376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 128,
            "offset": 0,
            "multiplier": 2.74221
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 39,
            "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": [
        [
            621345.1713038767,
            451275.6967222395,
            170069.4745816366,
            4097154.8084540535,
            2788096.275648406,
            1309058.5328056477
        ],
        [
            621.345171,
            451.275697,
            170.069475,
            4097.154808,
            2788.096276,
            1309.058533
        ],
        [
            0.24824,
            0.180294,
            0.067946,
            0.149412,
            0.134456,
            0.105749
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87871,
            -69316,
            -110669,
            -2809041,
            -1045589,
            -2345155
        ],
        [
            1.65382,
            2.204922,
            1.29536,
            1.317334,
            1.494639,
            1.179951
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            105,
            58,
            47,
            105,
            58,
            47
        ],
        [
            99,
            44,
            55,
            99,
            44,
            55
        ],
        [
            51.470588,
            56.862745,
            46.078431,
            51.470588,
            56.862745,
            46.078431
        ],
        [
            1.559316,
            1.672699,
            1.515847,
            1.242058,
            1.133864,
            1.380793
        ],
        [
            69637,
            69637,
            58593,
            1052674,
            996144,
            1052674
        ],
        [
            -25606,
            -21972,
            -25606,
            -716157,
            -504952,
            -716157
        ],
        [
            23,
            16,
            29,
            23,
            16,
            29
        ],
        [
            26,
            16,
            39,
            26,
            16,
            39
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            4746,
            1692,
            3054,
            4746,
            1692,
            3054
        ],
        [
            53.026466,
            135.026466,
            0,
            53.026466,
            135.026466,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492537,
            485765,
            -102574,
            328159,
            -9996,
            -75501
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759279086666,
    "expiration_time": 1765721376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 128,
            "offset": 0,
            "multiplier": 2.74221
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 39,
            "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)