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Trade: NEO/USDT/240/SUPERTREND/FWMA/9029

Strategy
NEO/USDT/240/SUPERTREND/FWMA/9029
Pair
NEO_USDT
Interval
4h
Score
330039
Daily Profit
0.181726
Profit Factor
1.526715
Profitability
44.230769
Streak
40.550615
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-30 16:12
Expiration Time
2025-12-14 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454586.6166 389885.6529 64700.9637 653208.0102 2094717.7038 -1441509.6935
Total P&L (%) 454.5866 389.8857 64.701 653.208 2094.7177 -1441.5097
Avg Daily Profit (%) 0.1817 0.1559 0.0259 0.0808 0.1235 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182130 -139757 -132687 -6624657 -4383927 -2696276
Profit Factor 1.5267 2.0283 1.1337 1.0404 1.2847 0.8365
Total Trades 156 78 78 156 78 78
Winning Trades 69 38 31 69 38 31
Losing Trades 87 40 47 87 40 47
Profitability (%) 44.2308 48.7179 39.7436 44.2308 48.7179 39.7436
Ratio Avg Win / Avg Loss 1.925 2.1351 1.7188 1.3118 1.3523 1.2683
Largest Winning Trade 84420 84420 67320 2150018 2150018 1969678
Largest Losing Trade -25996 -23051 -25996 -1362237 -771085 -1362237
Avg Bars in Trades 93 71 115 93 71 115
Avg Bars in Winners 142 91 204 142 91 204
Avg Bars in Losers 54 52 56 54 52 56
Bars Traded 14595 5610 8985 14595 5610 8985
Profit Streak 40.5506 42.5506 0 40.5506 42.5506 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330039 -23306 -269460 -261706 -62073 -617558
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15009,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545681600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759237973135,
    "expiration_time": 1765717488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 136,
            "offset": 0,
            "multiplier": 4.76556
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 184,
            "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": [
        [
            454586.6165980014,
            389885.652911183,
            64700.9636868184,
            653208.0102261646,
            2094717.7037643637,
            -1441509.693538201
        ],
        [
            454.586617,
            389.885653,
            64.700964,
            653.20801,
            2094.717704,
            -1441.509694
        ],
        [
            0.181726,
            0.155861,
            0.025865,
            0.080751,
            0.123548,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182130,
            -139757,
            -132687,
            -6624657,
            -4383927,
            -2696276
        ],
        [
            1.526715,
            2.028308,
            1.133705,
            1.040382,
            1.284673,
            0.836514
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            44.230769,
            48.717949,
            39.74359,
            44.230769,
            48.717949,
            39.74359
        ],
        [
            1.924989,
            2.135061,
            1.718844,
            1.311786,
            1.352288,
            1.268263
        ],
        [
            84420,
            84420,
            67320,
            2150018,
            2150018,
            1969678
        ],
        [
            -25996,
            -23051,
            -25996,
            -1362237,
            -771085,
            -1362237
        ],
        [
            93,
            71,
            115,
            93,
            71,
            115
        ],
        [
            142,
            91,
            204,
            142,
            91,
            204
        ],
        [
            54,
            52,
            56,
            54,
            52,
            56
        ],
        [
            14595,
            5610,
            8985,
            14595,
            5610,
            8985
        ],
        [
            40.550615,
            42.550615,
            0,
            40.550615,
            42.550615,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330039,
            -23306,
            -269460,
            -261706,
            -62073,
            -617558
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15009,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545681600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759237973135,
    "expiration_time": 1765717488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 136,
            "offset": 0,
            "multiplier": 4.76556
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 184,
            "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)