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Trade: NEO/USDT/240/HWMA/BBU/8695

Strategy
NEO/USDT/240/HWMA/BBU/8695
Pair
NEO_USDT
Interval
4h
Score
467134
Daily Profit
0.177998
Profit Factor
1.770498
Profitability
72.972973
Streak
81.672056
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-10-01 19:07
Expiration Time
2025-12-15 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445438.8048 372757.3264 72681.4784 228009.9807 -146239.0261 374249.0068
Total P&L (%) 445.4388 372.7573 72.6815 228.01 -146.239 374.249
Avg Daily Profit (%) 0.178 0.149 0.029 0.0475 0 0.0622
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155584 -141916 -30784 -1808903 -1867320 -119750
Profit Factor 1.7705 1.8152 1.6015 1.0669 0.9526 2.1531
Total Trades 111 55 56 111 55 56
Winning Trades 81 39 42 81 39 42
Losing Trades 30 16 14 30 16 14
Profitability (%) 72.973 70.9091 75 72.973 70.9091 75
Ratio Avg Win / Avg Loss 0.6557 0.7447 0.5338 0.3952 0.3908 0.7177
Largest Winning Trade 66420 66420 15377 429028 429028 106914
Largest Losing Trade -73759 -73759 -25514 -1175405 -1175405 -119750
Avg Bars in Trades 130 258 5 130 258 5
Avg Bars in Winners 59 120 3 59 120 3
Avg Bars in Losers 322 595 10 322 595 10
Bars Traded 14516 14218 298 14516 14218 298
Profit Streak 81.6721 82.8387 81.6721 81.6721 82.8387 81.6721
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467134 -169918 -329402 -273107 -757161 -284102
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15015,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544990400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759334865615,
    "expiration_time": 1765806480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.57017,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 136,
            "offset": 0,
            "std": 3.16834
        }
    }
}
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": [
        [
            445438.8048032538,
            372757.3264248653,
            72681.4783783883,
            228009.9807022764,
            -146239.0261433783,
            374249.0068456542
        ],
        [
            445.438805,
            372.757326,
            72.681478,
            228.009981,
            -146.239026,
            374.249007
        ],
        [
            0.177998,
            0.148954,
            0.029044,
            0.047479,
            0,
            0.06222
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155584,
            -141916,
            -30784,
            -1808903,
            -1867320,
            -119750
        ],
        [
            1.770498,
            1.815154,
            1.601501,
            1.066931,
            0.952552,
            2.153053
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            72.972973,
            70.909091,
            75,
            72.972973,
            70.909091,
            75
        ],
        [
            0.65574,
            0.744678,
            0.533834,
            0.39516,
            0.390791,
            0.717684
        ],
        [
            66420,
            66420,
            15377,
            429028,
            429028,
            106914
        ],
        [
            -73759,
            -73759,
            -25514,
            -1175405,
            -1175405,
            -119750
        ],
        [
            130,
            258,
            5,
            130,
            258,
            5
        ],
        [
            59,
            120,
            3,
            59,
            120,
            3
        ],
        [
            322,
            595,
            10,
            322,
            595,
            10
        ],
        [
            14516,
            14218,
            298,
            14516,
            14218,
            298
        ],
        [
            81.672056,
            82.838722,
            81.672056,
            81.672056,
            82.838722,
            81.672056
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467134,
            -169918,
            -329402,
            -273107,
            -757161,
            -284102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15015,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544990400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759334865615,
    "expiration_time": 1765806480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.57017,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 136,
            "offset": 0,
            "std": 3.16834
        }
    }
}

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)