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Trade: NEO/USDT/240/SINWMA/WMA/2452

Strategy
NEO/USDT/240/SINWMA/WMA/2452
Pair
NEO_USDT
Interval
4h
Score
349099
Daily Profit
0.190347
Profit Factor
1.575446
Profitability
47.183099
Streak
0.000000
Best Strategy
Training Data Length
2499.500000
Evaluation Time
2025-09-28 17:08
Expiration Time
2025-12-12 13:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475771.9033 374311.9892 101459.9141 695303.6953 332085.334 363218.3613
Total P&L (%) 475.7719 374.312 101.4599 695.3037 332.0853 363.2184
Avg Daily Profit (%) 0.1903 0.1498 0.0406 0.083 0.0586 0.0614
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84090 -118074 -116212 -340429 -341358 -268125
Profit Factor 1.5754 1.9453 1.2355 1.2619 1.2312 1.2981
Total Trades 142 71 71 142 71 71
Winning Trades 67 32 35 67 32 35
Losing Trades 75 39 36 75 39 36
Profitability (%) 47.1831 45.0704 49.2958 47.1831 45.0704 49.2958
Ratio Avg Win / Avg Loss 1.7636 2.3708 1.2708 1.4126 1.5006 1.3352
Largest Winning Trade 107960 107960 51038 281105 281105 160612
Largest Losing Trade -29334 -26105 -29334 -200164 -172748 -200164
Avg Bars in Trades 103 104 102 103 104 102
Avg Bars in Winners 149 159 141 149 159 141
Avg Bars in Losers 61 59 64 61 59 64
Bars Traded 14658 7403 7255 14658 7403 7255
Profit Streak 0 0 140.0889 0 0 140.0889
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349099 -78313 -224874 -82600 -202817 -196812
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068480422,
    "expiration_time": 1765539504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 185,
            "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": [
        [
            475771.9032787645,
            374311.9891698171,
            101459.9141089473,
            695303.6952973965,
            332085.3339798739,
            363218.3613175227
        ],
        [
            475.771903,
            374.311989,
            101.459914,
            695.303695,
            332.085334,
            363.218361
        ],
        [
            0.190347,
            0.149755,
            0.040592,
            0.082993,
            0.058567,
            0.061352
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84090,
            -118074,
            -116212,
            -340429,
            -341358,
            -268125
        ],
        [
            1.575446,
            1.945291,
            1.235508,
            1.261931,
            1.231244,
            1.2981
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            47.183099,
            45.070423,
            49.295775,
            47.183099,
            45.070423,
            49.295775
        ],
        [
            1.763559,
            2.370823,
            1.270808,
            1.41261,
            1.500579,
            1.335188
        ],
        [
            107960,
            107960,
            51038,
            281105,
            281105,
            160612
        ],
        [
            -29334,
            -26105,
            -29334,
            -200164,
            -172748,
            -200164
        ],
        [
            103,
            104,
            102,
            103,
            104,
            102
        ],
        [
            149,
            159,
            141,
            149,
            159,
            141
        ],
        [
            61,
            59,
            64,
            61,
            59,
            64
        ],
        [
            14658,
            7403,
            7255,
            14658,
            7403,
            7255
        ],
        [
            0,
            0,
            140.088894,
            0,
            0,
            140.088894
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349099,
            -78313,
            -224874,
            -82600,
            -202817,
            -196812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068480422,
    "expiration_time": 1765539504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 185,
            "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)