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Trade: NEO/USDT/240/ALMA/HWMA/4445

Strategy
NEO/USDT/240/ALMA/HWMA/4445
Pair
NEO_USDT
Interval
4h
Score
432688
Daily Profit
0.208786
Profit Factor
1.569748
Profitability
54.948805
Streak
0.000000
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-10-01 05:23
Expiration Time
2025-12-15 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522382.2355 380023.2217 142359.0138 689898.1698 933737.8499 -243839.6801
Total P&L (%) 522.3822 380.0232 142.359 689.8982 933.7379 -243.8397
Avg Daily Profit (%) 0.2088 0.1519 0.0569 0.0826 0.0934 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106607 -76738 -158802 -1212958 -673548 -1580301
Profit Factor 1.5697 1.8052 1.32 1.1167 1.3319 0.9213
Total Trades 293 146 147 293 146 147
Winning Trades 161 80 81 161 80 81
Losing Trades 132 66 66 132 66 66
Profitability (%) 54.9488 54.7945 55.102 54.9488 54.7945 55.102
Ratio Avg Win / Avg Loss 1.287 1.4893 1.0755 0.9156 1.0989 0.7507
Largest Winning Trade 99160 99160 41336 353834 246899 353834
Largest Losing Trade -62373 -53752 -62373 -586047 -539051 -586047
Avg Bars in Trades 50 50 49 50 50 49
Avg Bars in Winners 44 42 46 44 42 46
Avg Bars in Losers 57 60 54 57 60 54
Bars Traded 14719 7389 7329 14719 7389 7329
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 432688 359170 -116239 -173815 -67123 -580281
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15012,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546243200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759285430878,
    "expiration_time": 1765761984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 222,
            "na": 0.59042,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            522382.2354951004,
            380023.2217282208,
            142359.0137668801,
            689898.1697936067,
            933737.849875171,
            -243839.6800815634
        ],
        [
            522.382235,
            380.023222,
            142.359014,
            689.89817,
            933.73785,
            -243.83968
        ],
        [
            0.208786,
            0.151888,
            0.056898,
            0.082637,
            0.0934,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106607,
            -76738,
            -158802,
            -1212958,
            -673548,
            -1580301
        ],
        [
            1.569748,
            1.805173,
            1.319988,
            1.116738,
            1.331943,
            0.921262
        ],
        [
            293,
            146,
            147,
            293,
            146,
            147
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            54.948805,
            54.794521,
            55.102041,
            54.948805,
            54.794521,
            55.102041
        ],
        [
            1.286998,
            1.489268,
            1.075546,
            0.915587,
            1.098853,
            0.750658
        ],
        [
            99160,
            99160,
            41336,
            353834,
            246899,
            353834
        ],
        [
            -62373,
            -53752,
            -62373,
            -586047,
            -539051,
            -586047
        ],
        [
            50,
            50,
            49,
            50,
            50,
            49
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            57,
            60,
            54,
            57,
            60,
            54
        ],
        [
            14719,
            7389,
            7329,
            14719,
            7389,
            7329
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432688,
            359170,
            -116239,
            -173815,
            -67123,
            -580281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15012,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546243200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759285430878,
    "expiration_time": 1765761984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 222,
            "na": 0.59042,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)