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Trade: NEO/USDT/240/VWAP/BBU/7681

Strategy
NEO/USDT/240/VWAP/BBU/7681
Pair
NEO_USDT
Interval
4h
Score
462419
Daily Profit
0.192405
Profit Factor
1.674141
Profitability
69.426752
Streak
80.109275
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-29 05:37
Expiration Time
2025-12-13 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 481011.935 402816.9287 78195.0063 272165.2936 -505339.9346 777505.2282
Total P&L (%) 481.0119 402.8169 78.195 272.1653 -505.3399 777.5052
Avg Daily Profit (%) 0.1924 0.1611 0.0313 0.0526 0 0.0869
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179841 -171778 -46210 -3553623 -3518478 -178675
Profit Factor 1.6741 1.7122 1.5286 1.0462 0.906 2.514
Total Trades 157 78 79 157 78 79
Winning Trades 109 54 55 109 54 55
Losing Trades 48 24 24 48 24 24
Profitability (%) 69.4268 69.2308 69.6203 69.4268 69.2308 69.6203
Ratio Avg Win / Avg Loss 0.7372 0.761 0.667 0.4607 0.4027 1.097
Largest Winning Trade 67113 67113 16475 801437 801437 397556
Largest Losing Trade -65820 -65820 -33917 -2451750 -2451750 -178675
Avg Bars in Trades 93 182 4 93 182 4
Avg Bars in Winners 43 84 3 43 84 3
Avg Bars in Losers 205 402 7 205 402 7
Bars Traded 14617 14229 388 14617 14229 388
Profit Streak 80.1093 80.1093 298.1093 80.1093 80.1093 298.1093
Trades During Streak 7 3 6 7 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462419 -22563 -173736 -289184 -611097 -95271
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544644800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759113441359,
    "expiration_time": 1765584000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 112,
            "offset": 0,
            "std": 2.70612
        }
    }
}
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": [
        [
            481011.9349707878,
            402816.9287202128,
            78195.0062505752,
            272165.2936392295,
            -505339.9345979333,
            777505.2282371632
        ],
        [
            481.011935,
            402.816929,
            78.195006,
            272.165294,
            -505.339935,
            777.505228
        ],
        [
            0.192405,
            0.161127,
            0.031278,
            0.052581,
            0,
            0.086914
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179841,
            -171778,
            -46210,
            -3553623,
            -3518478,
            -178675
        ],
        [
            1.674141,
            1.712213,
            1.528583,
            1.046193,
            0.906043,
            2.514009
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            69.426752,
            69.230769,
            69.620253,
            69.426752,
            69.230769,
            69.620253
        ],
        [
            0.737236,
            0.760983,
            0.667018,
            0.460709,
            0.402686,
            1.097022
        ],
        [
            67113,
            67113,
            16475,
            801437,
            801437,
            397556
        ],
        [
            -65820,
            -65820,
            -33917,
            -2451750,
            -2451750,
            -178675
        ],
        [
            93,
            182,
            4,
            93,
            182,
            4
        ],
        [
            43,
            84,
            3,
            43,
            84,
            3
        ],
        [
            205,
            402,
            7,
            205,
            402,
            7
        ],
        [
            14617,
            14229,
            388,
            14617,
            14229,
            388
        ],
        [
            80.109275,
            80.109275,
            298.109275,
            80.109275,
            80.109275,
            298.109275
        ],
        [
            7,
            3,
            6,
            7,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462419,
            -22563,
            -173736,
            -289184,
            -611097,
            -95271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544644800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759113441359,
    "expiration_time": 1765584000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 112,
            "offset": 0,
            "std": 2.70612
        }
    }
}

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)