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Trade: NEO/USDT/360/SINWMA/MIDPOINT/9326

Strategy
NEO/USDT/360/SINWMA/MIDPOINT/9326
Pair
NEO_USDT
Interval
6h
Score
358395
Daily Profit
0.244831
Profit Factor
1.875731
Profitability
42.675159
Streak
0.000000
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-02 15:01
Expiration Time
2025-12-16 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 613058.0572 437694.3328 175363.7243 3809396.3203 363763.7599 3445632.5605
Total P&L (%) 613.0581 437.6943 175.3637 3809.3963 363.7638 3445.6326
Avg Daily Profit (%) 0.2448 0.1748 0.07 0.1465 0.0613 0.1426
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89077 -60544 -58250 -4974738 -3612108 -3474344
Profit Factor 1.8757 2.2041 1.5211 1.1467 1.0253 1.297
Total Trades 157 79 78 157 79 78
Winning Trades 67 29 38 67 29 38
Losing Trades 90 50 40 90 50 40
Profitability (%) 42.6752 36.7089 48.7179 42.6752 36.7089 48.7179
Ratio Avg Win / Avg Loss 2.5196 3.8001 1.6011 1.5403 1.7678 1.3653
Largest Winning Trade 112842 112842 55621 2635366 2635366 1800763
Largest Losing Trade -35854 -20963 -35854 -2975011 -1455824 -2975011
Avg Bars in Trades 62 66 59 62 66 59
Avg Bars in Winners 97 109 88 97 109 88
Avg Bars in Losers 37 40 32 37 40 32
Bars Traded 9866 5216 4650 9866 5216 4650
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 358395 -20527 -131839 -57144 -334787 -37139
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759406515924,
    "expiration_time": 1765875168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 46,
            "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": [
        [
            613058.0571726011,
            437694.3328382524,
            175363.7243343489,
            3809396.320347989,
            363763.7598554053,
            3445632.5604925808
        ],
        [
            613.058057,
            437.694333,
            175.363724,
            3809.39632,
            363.76376,
            3445.63256
        ],
        [
            0.244831,
            0.174798,
            0.070033,
            0.146512,
            0.061289,
            0.142606
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89077,
            -60544,
            -58250,
            -4974738,
            -3612108,
            -3474344
        ],
        [
            1.875731,
            2.204056,
            1.521085,
            1.146671,
            1.025312,
            1.297005
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            90,
            50,
            40,
            90,
            50,
            40
        ],
        [
            42.675159,
            36.708861,
            48.717949,
            42.675159,
            36.708861,
            48.717949
        ],
        [
            2.519639,
            3.800096,
            1.601142,
            1.540304,
            1.767779,
            1.365268
        ],
        [
            112842,
            112842,
            55621,
            2635366,
            2635366,
            1800763
        ],
        [
            -35854,
            -20963,
            -35854,
            -2975011,
            -1455824,
            -2975011
        ],
        [
            62,
            66,
            59,
            62,
            66,
            59
        ],
        [
            97,
            109,
            88,
            97,
            109,
            88
        ],
        [
            37,
            40,
            32,
            37,
            40,
            32
        ],
        [
            9866,
            5216,
            4650,
            9866,
            5216,
            4650
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358395,
            -20527,
            -131839,
            -57144,
            -334787,
            -37139
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759406515924,
    "expiration_time": 1765875168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 46,
            "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)