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Trade: NEO/USDT/240/MIDPRICE/HILO/5734

Strategy
NEO/USDT/240/MIDPRICE/HILO/5734
Pair
NEO_USDT
Interval
4h
Score
309150
Daily Profit
0.152300
Profit Factor
1.360038
Profitability
45.818182
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-29 05:08
Expiration Time
2025-12-13 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380749.2779 327347.4474 53401.8305 223553.1612 586639.2252 -363086.064
Total P&L (%) 380.7493 327.3474 53.4018 223.5532 586.6392 -363.0861
Avg Daily Profit (%) 0.1523 0.1309 0.0214 0.047 0.0771 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97519 -117458 -91528 -1040770 -1014163 -659479
Profit Factor 1.36 1.7255 1.0881 1.0395 1.2331 0.8846
Total Trades 275 138 137 275 138 137
Winning Trades 126 57 69 126 57 69
Losing Trades 149 81 68 149 81 68
Profitability (%) 45.8182 41.3043 50.365 45.8182 41.3043 50.365
Ratio Avg Win / Avg Loss 1.6083 2.4521 1.0723 1.2292 1.7523 0.8718
Largest Winning Trade 75706 75706 51094 502021 502021 257848
Largest Losing Trade -49733 -20537 -49733 -429331 -228628 -429331
Avg Bars in Trades 53 45 61 53 45 61
Avg Bars in Winners 79 71 86 79 71 86
Avg Bars in Losers 31 28 36 31 28 36
Bars Traded 14795 6333 8462 14795 6333 8462
Profit Streak 0 0 9.9228 0 0 9.9228
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309150 -18520 -288558 -307468 -92380 -580257
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544385600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111730110,
    "expiration_time": 1765584000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 36
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            380749.2778984261,
            327347.4474472451,
            53401.8304511816,
            223553.1611587644,
            586639.2252012858,
            -363086.0640425213
        ],
        [
            380.749278,
            327.347447,
            53.40183,
            223.553161,
            586.639225,
            -363.086064
        ],
        [
            0.1523,
            0.130939,
            0.021361,
            0.046979,
            0.077095,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97519,
            -117458,
            -91528,
            -1040770,
            -1014163,
            -659479
        ],
        [
            1.360038,
            1.725517,
            1.088073,
            1.039467,
            1.233076,
            0.884639
        ],
        [
            275,
            138,
            137,
            275,
            138,
            137
        ],
        [
            126,
            57,
            69,
            126,
            57,
            69
        ],
        [
            149,
            81,
            68,
            149,
            81,
            68
        ],
        [
            45.818182,
            41.304348,
            50.364964,
            45.818182,
            41.304348,
            50.364964
        ],
        [
            1.608299,
            2.452051,
            1.072304,
            1.229211,
            1.752266,
            0.871819
        ],
        [
            75706,
            75706,
            51094,
            502021,
            502021,
            257848
        ],
        [
            -49733,
            -20537,
            -49733,
            -429331,
            -228628,
            -429331
        ],
        [
            53,
            45,
            61,
            53,
            45,
            61
        ],
        [
            79,
            71,
            86,
            79,
            71,
            86
        ],
        [
            31,
            28,
            36,
            31,
            28,
            36
        ],
        [
            14795,
            6333,
            8462,
            14795,
            6333,
            8462
        ],
        [
            0,
            0,
            9.922802,
            0,
            0,
            9.922802
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309150,
            -18520,
            -288558,
            -307468,
            -92380,
            -580257
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544385600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111730110,
    "expiration_time": 1765584000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 36
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)