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Trade: NEO/USDT/240/KCL/JMA/1787

Strategy
NEO/USDT/240/KCL/JMA/1787
Pair
NEO_USDT
Interval
4h
Score
331244
Daily Profit
0.161304
Profit Factor
1.373787
Profitability
63.865546
Streak
0.000000
Best Strategy
Training Data Length
2508.000000
Evaluation Time
2025-10-07 06:10
Expiration Time
2025-12-21 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404549.4281 349682.106 54867.3221 129010.3633 -87789.3405 216799.7038
Total P&L (%) 404.5494 349.6821 54.8673 129.0104 -87.7893 216.7997
Avg Daily Profit (%) 0.1613 0.1394 0.0219 0.033 -0.0838 0.046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179602 -136123 -53183 -1841425 -1518791 -662351
Profit Factor 1.3738 1.4613 1.1692 1.0231 0.9779 1.1349
Total Trades 238 119 119 238 119 119
Winning Trades 152 74 78 152 74 78
Losing Trades 86 45 41 86 45 41
Profitability (%) 63.8655 62.1849 65.5462 63.8655 62.1849 65.5462
Ratio Avg Win / Avg Loss 0.7773 0.8887 0.6146 0.5789 0.5947 0.5965
Largest Winning Trade 95768 95768 19839 306000 306000 257561
Largest Losing Trade -60133 -60133 -36013 -596042 -456394 -596042
Avg Bars in Trades 61 97 24 61 97 24
Avg Bars in Winners 39 63 15 39 63 15
Avg Bars in Losers 99 153 40 99 153 40
Bars Traded 14551 11644 2907 14551 11644 2907
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 331244 -6158 -198691 -342473 -579436 -203282
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15048,
    "evaluation_days": 2508,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546027200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806658022,
    "expiration_time": 1766295936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 17,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 208,
            "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": [
        [
            404549.4280783149,
            349682.1059930924,
            54867.3220852222,
            129010.3632867587,
            -87789.3404712721,
            216799.7037580315
        ],
        [
            404.549428,
            349.682106,
            54.867322,
            129.010363,
            -87.78934,
            216.799704
        ],
        [
            0.161304,
            0.139427,
            0.021877,
            0.033044,
            -0.083811,
            0.045987
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179602,
            -136123,
            -53183,
            -1841425,
            -1518791,
            -662351
        ],
        [
            1.373787,
            1.461335,
            1.169176,
            1.023114,
            0.977908,
            1.134861
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            152,
            74,
            78,
            152,
            74,
            78
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            63.865546,
            62.184874,
            65.546218,
            63.865546,
            62.184874,
            65.546218
        ],
        [
            0.777274,
            0.88865,
            0.614567,
            0.578867,
            0.594674,
            0.596529
        ],
        [
            95768,
            95768,
            19839,
            306000,
            306000,
            257561
        ],
        [
            -60133,
            -60133,
            -36013,
            -596042,
            -456394,
            -596042
        ],
        [
            61,
            97,
            24,
            61,
            97,
            24
        ],
        [
            39,
            63,
            15,
            39,
            63,
            15
        ],
        [
            99,
            153,
            40,
            99,
            153,
            40
        ],
        [
            14551,
            11644,
            2907,
            14551,
            11644,
            2907
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331244,
            -6158,
            -198691,
            -342473,
            -579436,
            -203282
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15048,
    "evaluation_days": 2508,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546027200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806658022,
    "expiration_time": 1766295936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 17,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 208,
            "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)