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Trade: NEO/USDT/240/DCM/PWMA/3694

Strategy
NEO/USDT/240/DCM/PWMA/3694
Pair
NEO_USDT
Interval
4h
Score
375153
Daily Profit
0.150158
Profit Factor
1.738368
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-28 01:45
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381311.5048 375270.2906 6041.2142 36976.7943 157155.4334 -120178.6392
Total P&L (%) 381.3115 375.2703 6.0412 36.9768 157.1554 -120.1786
Avg Daily Profit (%) 0.1526 0.1502 0.0024 0.0126 0.0378 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167608 -112494 -122273 -524080 -315539 -367904
Profit Factor 1.3222 1.7384 1.0089 1.0191 1.193 0.8927
Total Trades 245 123 122 245 123 122
Winning Trades 116 63 53 116 63 53
Losing Trades 129 60 69 129 60 69
Profitability (%) 47.3469 51.2195 43.4426 47.3469 51.2195 43.4426
Ratio Avg Win / Avg Loss 1.4704 1.6556 1.3135 1.1333 1.1362 1.1622
Largest Winning Trade 139980 139980 56821 202326 102984 202326
Largest Losing Trade -49166 -26138 -49166 -178531 -76070 -178531
Avg Bars in Trades 59 46 73 59 46 73
Avg Bars in Winners 68 44 95 68 44 95
Avg Bars in Losers 52 48 55 52 48 55
Bars Traded 14637 5705 8932 14637 5705 8932
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 276680 375153 -568826 -377757 -150742 -581891
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545436800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013118165,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 41,
            "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": [
        [
            381311.5048174814,
            375270.2905732509,
            6041.2142442307,
            36976.7942835868,
            157155.4334396455,
            -120178.6391560585
        ],
        [
            381.311505,
            375.270291,
            6.041214,
            36.976794,
            157.155433,
            -120.178639
        ],
        [
            0.152575,
            0.150158,
            0.002417,
            0.012591,
            0.0378,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167608,
            -112494,
            -122273,
            -524080,
            -315539,
            -367904
        ],
        [
            1.322224,
            1.738368,
            1.008948,
            1.019117,
            1.192964,
            0.892683
        ],
        [
            245,
            123,
            122,
            245,
            123,
            122
        ],
        [
            116,
            63,
            53,
            116,
            63,
            53
        ],
        [
            129,
            60,
            69,
            129,
            60,
            69
        ],
        [
            47.346939,
            51.219512,
            43.442623,
            47.346939,
            51.219512,
            43.442623
        ],
        [
            1.470404,
            1.655589,
            1.313536,
            1.133328,
            1.136156,
            1.162172
        ],
        [
            139980,
            139980,
            56821,
            202326,
            102984,
            202326
        ],
        [
            -49166,
            -26138,
            -49166,
            -178531,
            -76070,
            -178531
        ],
        [
            59,
            46,
            73,
            59,
            46,
            73
        ],
        [
            68,
            44,
            95,
            68,
            44,
            95
        ],
        [
            52,
            48,
            55,
            52,
            48,
            55
        ],
        [
            14637,
            5705,
            8932,
            14637,
            5705,
            8932
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            276680,
            375153,
            -568826,
            -377757,
            -150742,
            -581891
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545436800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013118165,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 41,
            "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)