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Trade: NEO/USDT/240/MIDPRICE/SWMA/9109

Strategy
NEO/USDT/240/MIDPRICE/SWMA/9109
Pair
NEO_USDT
Interval
4h
Score
380187
Daily Profit
0.175462
Profit Factor
1.672286
Profitability
56.329114
Streak
0.000000
Best Strategy
Training Data Length
2505.830000
Evaluation Time
2025-10-05 00:47
Expiration Time
2025-12-19 02:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496204.0878 439678.6562 56525.4316 236567.5441 426412.751 -189845.2069
Total P&L (%) 496.2041 439.6787 56.5254 236.5675 426.4128 -189.8452
Avg Daily Profit (%) 0.198 0.1755 0.0226 0.0484 0.0663 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117459 -123459 -113239 -590744 -507154 -445873
Profit Factor 1.3472 1.6723 1.0729 1.0587 1.2143 0.9068
Total Trades 315 158 157 315 158 157
Winning Trades 171 89 82 171 89 82
Losing Trades 144 69 75 144 69 75
Profitability (%) 54.2857 56.3291 52.2293 54.2857 56.3291 52.2293
Ratio Avg Win / Avg Loss 1.1345 1.2965 0.9813 0.8916 0.9414 0.8294
Largest Winning Trade 111518 111518 57380 192446 192446 119307
Largest Losing Trade -52103 -27604 -52103 -190188 -190188 -189929
Avg Bars in Trades 47 38 55 47 38 55
Avg Bars in Winners 47 38 56 47 38 56
Avg Bars in Losers 46 38 53 46 38 53
Bars Traded 14806 6115 8691 14806 6115 8691
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 366456 380187 -305045 -283598 -105415 -580221
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15035,
    "evaluation_days": 2505.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544616000000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759614433356,
    "expiration_time": 1766103120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 34,
            "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": [
        [
            496204.0877856634,
            439678.6561759586,
            56525.4316097048,
            236567.5441145606,
            426412.7510018336,
            -189845.2068872736
        ],
        [
            496.204088,
            439.678656,
            56.525432,
            236.567544,
            426.412751,
            -189.845207
        ],
        [
            0.19802,
            0.175462,
            0.022558,
            0.048444,
            0.066304,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117459,
            -123459,
            -113239,
            -590744,
            -507154,
            -445873
        ],
        [
            1.347215,
            1.672286,
            1.072927,
            1.058734,
            1.214254,
            0.906826
        ],
        [
            315,
            158,
            157,
            315,
            158,
            157
        ],
        [
            171,
            89,
            82,
            171,
            89,
            82
        ],
        [
            144,
            69,
            75,
            144,
            69,
            75
        ],
        [
            54.285714,
            56.329114,
            52.229299,
            54.285714,
            56.329114,
            52.229299
        ],
        [
            1.134497,
            1.296491,
            0.981336,
            0.891566,
            0.941388,
            0.829414
        ],
        [
            111518,
            111518,
            57380,
            192446,
            192446,
            119307
        ],
        [
            -52103,
            -27604,
            -52103,
            -190188,
            -190188,
            -189929
        ],
        [
            47,
            38,
            55,
            47,
            38,
            55
        ],
        [
            47,
            38,
            56,
            47,
            38,
            56
        ],
        [
            46,
            38,
            53,
            46,
            38,
            53
        ],
        [
            14806,
            6115,
            8691,
            14806,
            6115,
            8691
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366456,
            380187,
            -305045,
            -283598,
            -105415,
            -580221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15035,
    "evaluation_days": 2505.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544616000000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759614433356,
    "expiration_time": 1766103120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 34,
            "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)