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Trade: NEO/USDT/120/MIDPOINT/BBM/1604

Strategy
NEO/USDT/120/MIDPOINT/BBM/1604
Pair
NEO_USDT
Interval
2h
Score
314239
Daily Profit
0.204787
Profit Factor
1.339802
Profitability
44.648318
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-06 19:42
Expiration Time
2025-12-20 17:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426587.9885 349654.8213 76933.1672 164768.7987 262828.9895 -98060.1907
Total P&L (%) 426.588 349.6548 76.9332 164.7688 262.829 -98.0602
Avg Daily Profit (%) 0.2048 0.1679 0.0369 0.0468 0.0619 -0.1891
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146936 -91691 -114546 -1547744 -1279533 -1259599
Profit Factor 1.3398 1.5387 1.1269 1.0193 1.06 0.9765
Total Trades 327 163 164 327 163 164
Winning Trades 146 71 75 146 71 75
Losing Trades 181 92 89 181 92 89
Profitability (%) 44.6483 43.5583 45.7317 44.6483 43.5583 45.7317
Ratio Avg Win / Avg Loss 1.661 1.9938 1.3372 1.2636 1.3735 1.1587
Largest Winning Trade 156783 156783 48696 758238 758238 413541
Largest Losing Trade -37263 -27682 -37263 -326537 -316348 -326537
Avg Bars in Trades 75 70 80 75 70 80
Avg Bars in Winners 103 90 115 103 90 115
Avg Bars in Losers 52 53 50 52 53 50
Bars Traded 24607 11416 13191 24607 11416 13191
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 314239 280555 -225869 -330160 -267040 -580467
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579723200000,
    "first_datapoint_time": 1580652000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759768953661,
    "expiration_time": 1766245622400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 1.3071
        }
    }
}
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": [
        [
            426587.9885181349,
            349654.8212860916,
            76933.1672320431,
            164768.7987423834,
            262828.9894776025,
            -98060.1907352184
        ],
        [
            426.587989,
            349.654821,
            76.933167,
            164.768799,
            262.828989,
            -98.060191
        ],
        [
            0.204787,
            0.167855,
            0.036932,
            0.046754,
            0.061887,
            -0.189088
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146936,
            -91691,
            -114546,
            -1547744,
            -1279533,
            -1259599
        ],
        [
            1.339802,
            1.53868,
            1.126889,
            1.019278,
            1.059985,
            0.976458
        ],
        [
            327,
            163,
            164,
            327,
            163,
            164
        ],
        [
            146,
            71,
            75,
            146,
            71,
            75
        ],
        [
            181,
            92,
            89,
            181,
            92,
            89
        ],
        [
            44.648318,
            43.558282,
            45.731707,
            44.648318,
            43.558282,
            45.731707
        ],
        [
            1.660988,
            1.993783,
            1.337241,
            1.263625,
            1.373501,
            1.158731
        ],
        [
            156783,
            156783,
            48696,
            758238,
            758238,
            413541
        ],
        [
            -37263,
            -27682,
            -37263,
            -326537,
            -316348,
            -326537
        ],
        [
            75,
            70,
            80,
            75,
            70,
            80
        ],
        [
            103,
            90,
            115,
            103,
            90,
            115
        ],
        [
            52,
            53,
            50,
            52,
            53,
            50
        ],
        [
            24607,
            11416,
            13191,
            24607,
            11416,
            13191
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314239,
            280555,
            -225869,
            -330160,
            -267040,
            -580467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579723200000,
    "first_datapoint_time": 1580652000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759768953661,
    "expiration_time": 1766245622400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 1.3071
        }
    }
}

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)