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Trade: NEO/USDT/240/DCM/SUPERTREND/2882

Strategy
NEO/USDT/240/DCM/SUPERTREND/2882
Pair
NEO_USDT
Interval
4h
Score
405842
Daily Profit
0.241447
Profit Factor
1.513201
Profitability
43.779904
Streak
12.372820
Best Strategy
Training Data Length
2504.830000
Evaluation Time
2025-10-04 03:56
Expiration Time
2025-12-18 01:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 604784.9122 449463.3027 155321.6095 2657345.451 3785694.8709 -1128349.4199
Total P&L (%) 604.7849 449.4633 155.3216 2657.3455 3785.6949 -1128.3494
Avg Daily Profit (%) 0.2414 0.1794 0.062 0.1325 0.1462 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161455 -112201 -113578 -7807871 -6181969 -6566303
Profit Factor 1.5132 1.8014 1.2515 1.0601 1.1776 0.9507
Total Trades 418 209 209 418 209 209
Winning Trades 183 90 93 183 90 93
Losing Trades 235 119 116 235 119 116
Profitability (%) 43.7799 43.0622 44.4976 43.7799 43.0622 44.4976
Ratio Avg Win / Avg Loss 1.9432 2.3819 1.561 1.3613 1.557 1.1858
Largest Winning Trade 85552 85552 45683 3372471 3372471 2096035
Largest Losing Trade -32874 -23912 -32874 -1651166 -1046492 -1651166
Avg Bars in Trades 35 30 40 35 30 40
Avg Bars in Winners 56 49 64 56 49 64
Avg Bars in Losers 19 16 21 19 16 21
Bars Traded 14874 6446 8428 14874 6446 8428
Profit Streak 12.3728 0 15.3728 12.3728 0 15.3728
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405842 313302 -110247 -169736 -23668 -580129
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15029,
    "evaluation_days": 2504.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544457600000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759539411650,
    "expiration_time": 1766014128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 38,
            "offset": 0,
            "multiplier": 1.47104
        }
    }
}
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": [
        [
            604784.9121962481,
            449463.3026613402,
            155321.6095349083,
            2657345.450950885,
            3785694.870889995,
            -1128349.4199391073
        ],
        [
            604.784912,
            449.463303,
            155.32161,
            2657.345451,
            3785.694871,
            -1128.34942
        ],
        [
            0.241447,
            0.179439,
            0.062009,
            0.132506,
            0.14622,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161455,
            -112201,
            -113578,
            -7807871,
            -6181969,
            -6566303
        ],
        [
            1.513201,
            1.801441,
            1.251477,
            1.060111,
            1.177579,
            0.950704
        ],
        [
            418,
            209,
            209,
            418,
            209,
            209
        ],
        [
            183,
            90,
            93,
            183,
            90,
            93
        ],
        [
            235,
            119,
            116,
            235,
            119,
            116
        ],
        [
            43.779904,
            43.062201,
            44.497608,
            43.779904,
            43.062201,
            44.497608
        ],
        [
            1.943182,
            2.381906,
            1.560982,
            1.361344,
            1.557021,
            1.185824
        ],
        [
            85552,
            85552,
            45683,
            3372471,
            3372471,
            2096035
        ],
        [
            -32874,
            -23912,
            -32874,
            -1651166,
            -1046492,
            -1651166
        ],
        [
            35,
            30,
            40,
            35,
            30,
            40
        ],
        [
            56,
            49,
            64,
            56,
            49,
            64
        ],
        [
            19,
            16,
            21,
            19,
            16,
            21
        ],
        [
            14874,
            6446,
            8428,
            14874,
            6446,
            8428
        ],
        [
            12.37282,
            0,
            15.37282,
            12.37282,
            0,
            15.37282
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405842,
            313302,
            -110247,
            -169736,
            -23668,
            -580129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15029,
    "evaluation_days": 2504.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544457600000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759539411650,
    "expiration_time": 1766014128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 38,
            "offset": 0,
            "multiplier": 1.47104
        }
    }
}

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)