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Trade: NEO/USDT/240/HMA/DCU/8237

Strategy
NEO/USDT/240/HMA/DCU/8237
Pair
NEO_USDT
Interval
4h
Score
388689
Daily Profit
0.157324
Profit Factor
1.465984
Profitability
46.994536
Streak
10.082997
Best Strategy
Training Data Length
2507.830000
Evaluation Time
2025-10-07 00:59
Expiration Time
2025-12-21 03:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394541.7099 362201.2351 32340.4747 49193.6463 -140644.0694 189837.7157
Total P&L (%) 394.5417 362.2012 32.3405 49.1936 -140.6441 189.8377
Avg Daily Profit (%) 0.1573 0.1444 0.0129 0.016 0 0.0424
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153694 -182268 -45453 -1071522 -1245758 -116565
Profit Factor 1.466 1.5957 1.1355 1.0164 0.9396 1.2834
Total Trades 183 91 92 183 91 92
Winning Trades 86 43 43 86 43 43
Losing Trades 97 48 49 97 48 49
Profitability (%) 46.9945 47.2527 46.7391 46.9945 47.2527 46.7391
Ratio Avg Win / Avg Loss 1.6535 1.7812 1.294 1.1464 1.0489 1.4625
Largest Winning Trade 148801 148801 32703 719864 719864 254929
Largest Losing Trade -55302 -55302 -13372 -325185 -325185 -89950
Avg Bars in Trades 80 148 12 80 148 12
Avg Bars in Winners 95 175 15 95 175 15
Avg Bars in Losers 67 125 9 67 125 9
Bars Traded 14696 13549 1147 14696 13549 1147
Profit Streak 10.083 10.083 28.083 10.083 10.083 28.083
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388689 73745 -250268 -374091 -579829 -136523
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15047,
    "evaluation_days": 2507.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759787970992,
    "expiration_time": 1766281104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 28,
            "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": [
        [
            394541.7098691244,
            362201.2351279669,
            32340.4747411577,
            49193.6462590678,
            -140644.0694117732,
            189837.7156708408
        ],
        [
            394.54171,
            362.201235,
            32.340475,
            49.193646,
            -140.644069,
            189.837716
        ],
        [
            0.157324,
            0.144428,
            0.012896,
            0.015954,
            0,
            0.042442
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153694,
            -182268,
            -45453,
            -1071522,
            -1245758,
            -116565
        ],
        [
            1.465984,
            1.595697,
            1.135511,
            1.016403,
            0.939621,
            1.283435
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            46.994536,
            47.252747,
            46.73913,
            46.994536,
            47.252747,
            46.73913
        ],
        [
            1.653493,
            1.781243,
            1.293954,
            1.146408,
            1.048879,
            1.462519
        ],
        [
            148801,
            148801,
            32703,
            719864,
            719864,
            254929
        ],
        [
            -55302,
            -55302,
            -13372,
            -325185,
            -325185,
            -89950
        ],
        [
            80,
            148,
            12,
            80,
            148,
            12
        ],
        [
            95,
            175,
            15,
            95,
            175,
            15
        ],
        [
            67,
            125,
            9,
            67,
            125,
            9
        ],
        [
            14696,
            13549,
            1147,
            14696,
            13549,
            1147
        ],
        [
            10.082997,
            10.082997,
            28.082997,
            10.082998,
            10.082998,
            28.082998
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388689,
            73745,
            -250268,
            -374091,
            -579829,
            -136523
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15047,
    "evaluation_days": 2507.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759787970992,
    "expiration_time": 1766281104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 28,
            "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)