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Trade: NEO/USDT/240/PWMA/DEMA/1269

Strategy
NEO/USDT/240/PWMA/DEMA/1269
Pair
NEO_USDT
Interval
4h
Score
330592
Daily Profit
0.200391
Profit Factor
1.792093
Profitability
43.283582
Streak
0.000000
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-28 12:49
Expiration Time
2025-12-12 09:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 500842.2374 387026.9771 113815.2603 1141465.9416 505982.0304 635483.9112
Total P&L (%) 500.8422 387.027 113.8153 1141.4659 505.982 635.4839
Avg Daily Profit (%) 0.2004 0.1549 0.0455 0.1008 0.0721 0.0799
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79130 -105166 -69894 -1753375 -722038 -1037012
Profit Factor 1.7921 2.2642 1.349 1.2253 1.2053 1.2442
Total Trades 134 67 67 134 67 67
Winning Trades 58 29 29 58 29 29
Losing Trades 76 38 38 76 38 38
Profitability (%) 43.2836 43.2836 43.2836 43.2836 43.2836 43.2836
Ratio Avg Win / Avg Loss 2.3483 2.9669 1.7676 1.6055 1.5793 1.6303
Largest Winning Trade 151027 151027 64607 1089627 596499 1089627
Largest Losing Trade -34640 -24024 -34640 -636422 -339095 -636422
Avg Bars in Trades 109 101 117 109 101 117
Avg Bars in Winners 169 153 185 169 153 185
Avg Bars in Losers 63 61 65 63 61 65
Bars Traded 14617 6778 7839 14617 6778 7839
Profit Streak 0 0 45.2428 0 0 45.2428
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330592 -108024 -249608 -59464 -215192 -204059
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545652800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759052981454,
    "expiration_time": 1765524672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "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": [
        [
            500842.2373859705,
            387026.977073675,
            113815.2603122955,
            1141465.941632818,
            505982.0304101958,
            635483.9112226214
        ],
        [
            500.842237,
            387.026977,
            113.81526,
            1141.465942,
            505.98203,
            635.483911
        ],
        [
            0.200391,
            0.154852,
            0.045538,
            0.100833,
            0.072113,
            0.079868
        ],
        [
            10,
            10,
            10,
            10,
            10,
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        ],
        [
            -79130,
            -105166,
            -69894,
            -1753375,
            -722038,
            -1037012
        ],
        [
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            2.264195,
            1.348959,
            1.225254,
            1.205272,
            1.244181
        ],
        [
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            67,
            67,
            134,
            67,
            67
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            76,
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            76,
            38,
            38
        ],
        [
            43.283582,
            43.283582,
            43.283582,
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            43.283582,
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        ],
        [
            2.34826,
            2.966876,
            1.767601,
            1.605506,
            1.579322,
            1.630306
        ],
        [
            151027,
            151027,
            64607,
            1089627,
            596499,
            1089627
        ],
        [
            -34640,
            -24024,
            -34640,
            -636422,
            -339095,
            -636422
        ],
        [
            109,
            101,
            117,
            109,
            101,
            117
        ],
        [
            169,
            153,
            185,
            169,
            153,
            185
        ],
        [
            63,
            61,
            65,
            63,
            61,
            65
        ],
        [
            14617,
            6778,
            7839,
            14617,
            6778,
            7839
        ],
        [
            0,
            0,
            45.242841,
            0,
            0,
            45.242841
        ],
        [
            0,
            0,
            1,
            0,
            0,
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        ],
        [
            0.8,
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        ],
        [
            330592,
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            -59464,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545652800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759052981454,
    "expiration_time": 1765524672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "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)