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Trade: NEO/USDT/120/ZLMA/SUPERTREND/1220

Strategy
NEO/USDT/120/ZLMA/SUPERTREND/1220
Pair
NEO_USDT
Interval
2h
Score
315122
Daily Profit
0.164116
Profit Factor
1.445935
Profitability
45.588235
Streak
0.000000
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-08 13:44
Expiration Time
2025-12-22 11:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 341839.9706 282416.8459 59423.1248 259513.673 138952.7545 120560.9185
Total P&L (%) 341.84 282.4168 59.4231 259.5137 138.9528 120.5609
Avg Daily Profit (%) 0.1641 0.1356 0.0285 0.0615 0.0418 0.038
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71164 -102820 -113569 -136413 -179646 -135164
Profit Factor 1.4459 1.7053 1.1623 1.201 1.1974 1.2052
Total Trades 204 102 102 204 102 102
Winning Trades 93 45 48 93 45 48
Losing Trades 111 57 54 111 57 54
Profitability (%) 45.5882 44.1176 47.0588 45.5882 44.1176 47.0588
Ratio Avg Win / Avg Loss 1.7258 2.1601 1.3076 1.4334 1.5167 1.3559
Largest Winning Trade 140160 140160 52575 104410 104410 61657
Largest Losing Trade -30121 -29239 -30121 -58980 -48382 -58980
Avg Bars in Trades 118 118 118 118 118 118
Avg Bars in Winners 164 167 160 164 167 160
Avg Bars in Losers 80 80 81 80 80 81
Bars Traded 24216 12119 12097 24216 12119 12097
Profit Streak 0 16.3642 0 0 16.3642 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315122 -10786 -198917 -112040 -141292 -144083
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579888800000,
    "first_datapoint_time": 1582732800000,
    "last_datapoint_time": 1759917600000,
    "evaluation_time": 1759920263012,
    "expiration_time": 1766396304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 236,
            "offset": 158
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 49,
            "offset": 0,
            "multiplier": 2.94265
        }
    }
}
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": [
        [
            341839.9706282259,
            282416.8458663664,
            59423.1247618596,
            259513.6730365158,
            138952.7545078867,
            120560.9185286289
        ],
        [
            341.839971,
            282.416846,
            59.423125,
            259.513673,
            138.952755,
            120.560919
        ],
        [
            0.164116,
            0.135587,
            0.028529,
            0.061451,
            0.04183,
            0.037983
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71164,
            -102820,
            -113569,
            -136413,
            -179646,
            -135164
        ],
        [
            1.445935,
            1.705344,
            1.162281,
            1.200959,
            1.19741,
            1.20521
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            93,
            45,
            48,
            93,
            45,
            48
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            45.588235,
            44.117647,
            47.058824,
            45.588235,
            44.117647,
            47.058824
        ],
        [
            1.725793,
            2.160102,
            1.307566,
            1.433402,
            1.51672,
            1.355862
        ],
        [
            140160,
            140160,
            52575,
            104410,
            104410,
            61657
        ],
        [
            -30121,
            -29239,
            -30121,
            -58980,
            -48382,
            -58980
        ],
        [
            118,
            118,
            118,
            118,
            118,
            118
        ],
        [
            164,
            167,
            160,
            164,
            167,
            160
        ],
        [
            80,
            80,
            81,
            80,
            80,
            81
        ],
        [
            24216,
            12119,
            12097,
            24216,
            12119,
            12097
        ],
        [
            0,
            16.364155,
            0,
            0,
            16.364155,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315122,
            -10786,
            -198917,
            -112040,
            -141292,
            -144083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579888800000,
    "first_datapoint_time": 1582732800000,
    "last_datapoint_time": 1759917600000,
    "evaluation_time": 1759920263012,
    "expiration_time": 1766396304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 236,
            "offset": 158
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 49,
            "offset": 0,
            "multiplier": 2.94265
        }
    }
}

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)