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Trade: NEO/USDT/240/SMA/MIDPRICE/8322

Strategy
NEO/USDT/240/SMA/MIDPRICE/8322
Pair
NEO_USDT
Interval
4h
Score
306560
Daily Profit
0.191983
Profit Factor
1.471969
Profitability
42.666667
Streak
0.000000
Best Strategy
Training Data Length
2505.830000
Evaluation Time
2025-10-05 01:57
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 481076.7866 376683.0035 104393.7831 908229.1348 186376.0516 721853.0832
Total P&L (%) 481.0768 376.683 104.3938 908.2291 186.3761 721.8531
Avg Daily Profit (%) 0.192 0.1503 0.0417 0.0923 0.042 0.0841
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82287 -111082 -104579 -1484057 -948072 -956129
Profit Factor 1.472 1.7818 1.1942 1.1531 1.0629 1.2433
Total Trades 300 150 150 300 150 150
Winning Trades 128 66 62 128 66 62
Losing Trades 172 84 88 172 84 88
Profitability (%) 42.6667 44 41.3333 42.6667 44 41.3333
Ratio Avg Win / Avg Loss 1.978 2.2677 1.695 1.5495 1.3527 1.7646
Largest Winning Trade 89740 89740 47411 473801 473801 454001
Largest Losing Trade -32821 -21005 -32821 -705440 -232903 -705440
Avg Bars in Trades 49 54 44 49 54 44
Avg Bars in Winners 71 77 64 71 77 64
Avg Bars in Losers 33 36 30 33 36 30
Bars Traded 14882 8214 6668 14882 8214 6668
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 306560 305020 -146160 -121674 -290300 -82554
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": 1544256000000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759618650873,
    "expiration_time": 1766103120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 57,
            "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": [
        [
            481076.7866322496,
            376683.0034957363,
            104393.7831365134,
            908229.134829864,
            186376.0516062026,
            721853.0832236612
        ],
        [
            481.076787,
            376.683003,
            104.393783,
            908.229135,
            186.376052,
            721.853083
        ],
        [
            0.191983,
            0.150323,
            0.04166,
            0.092259,
            0.041996,
            0.084095
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82287,
            -111082,
            -104579,
            -1484057,
            -948072,
            -956129
        ],
        [
            1.471969,
            1.781778,
            1.194232,
            1.153093,
            1.062856,
            1.243262
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            128,
            66,
            62,
            128,
            66,
            62
        ],
        [
            172,
            84,
            88,
            172,
            84,
            88
        ],
        [
            42.666667,
            44,
            41.333333,
            42.666667,
            44,
            41.333333
        ],
        [
            1.977959,
            2.267718,
            1.69504,
            1.549469,
            1.352725,
            1.76463
        ],
        [
            89740,
            89740,
            47411,
            473801,
            473801,
            454001
        ],
        [
            -32821,
            -21005,
            -32821,
            -705440,
            -232903,
            -705440
        ],
        [
            49,
            54,
            44,
            49,
            54,
            44
        ],
        [
            71,
            77,
            64,
            71,
            77,
            64
        ],
        [
            33,
            36,
            30,
            33,
            36,
            30
        ],
        [
            14882,
            8214,
            6668,
            14882,
            8214,
            6668
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306560,
            305020,
            -146160,
            -121674,
            -290300,
            -82554
        ]
    ]
}
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": 1544256000000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759618650873,
    "expiration_time": 1766103120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 57,
            "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)