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Trade: NEO/USDT/720/SWMA/JMA/6525

Strategy
NEO/USDT/720/SWMA/JMA/6525
Pair
NEO_USDT
Interval
12h
Score
383714
Daily Profit
0.241535
Profit Factor
1.813319
Profitability
44.785276
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 23:05
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 603838.5587 435536.4325 168302.1262 3758603.2533 1975825.8916 1782777.3617
Total P&L (%) 603.8386 435.5364 168.3021 3758.6033 1975.8259 1782.7774
Avg Daily Profit (%) 0.2415 0.1742 0.0673 0.1462 0.1214 0.1175
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65202 -117930 -93012 -1787065 -1920418 -958090
Profit Factor 1.8133 2.2925 1.4151 1.3063 1.3335 1.2809
Total Trades 163 82 81 163 82 81
Winning Trades 73 35 38 73 35 38
Losing Trades 90 47 43 90 47 43
Profitability (%) 44.7853 42.6829 46.9136 44.7853 42.6829 46.9136
Ratio Avg Win / Avg Loss 2.2356 3.0785 1.6013 1.6105 1.7907 1.4494
Largest Winning Trade 74599 74599 48497 1150634 1150634 924570
Largest Losing Trade -28632 -18854 -28632 -664970 -479340 -664970
Avg Bars in Trades 30 28 31 30 28 31
Avg Bars in Winners 45 43 47 45 43 47
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 4936 2358 2578 4936 2358 2578
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 383714 170621 -114305 94765 -36161 -48938
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1544443200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917149706,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 17,
            "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": [
        [
            603838.5586960571,
            435536.4324721113,
            168302.1262239457,
            3758603.2532666675,
            1975825.8915697222,
            1782777.3616969464
        ],
        [
            603.838559,
            435.536432,
            168.302126,
            3758.603253,
            1975.825892,
            1782.777362
        ],
        [
            0.241535,
            0.174215,
            0.067321,
            0.146222,
            0.121391,
            0.117482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65202,
            -117930,
            -93012,
            -1787065,
            -1920418,
            -958090
        ],
        [
            1.813319,
            2.292473,
            1.415091,
            1.306271,
            1.333467,
            1.280883
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            44.785276,
            42.682927,
            46.91358,
            44.785276,
            42.682927,
            46.91358
        ],
        [
            2.235599,
            3.078464,
            1.601287,
            1.610471,
            1.790655,
            1.44942
        ],
        [
            74599,
            74599,
            48497,
            1150634,
            1150634,
            924570
        ],
        [
            -28632,
            -18854,
            -28632,
            -664970,
            -479340,
            -664970
        ],
        [
            30,
            28,
            31,
            30,
            28,
            31
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            4936,
            2358,
            2578,
            4936,
            2358,
            2578
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383714,
            170621,
            -114305,
            94765,
            -36161,
            -48938
        ]
    ]
}
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": 1544443200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917149706,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 17,
            "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)