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Trade: NEO/USDT/360/SUPERTREND/JMA/6081

Strategy
NEO/USDT/360/SUPERTREND/JMA/6081
Pair
NEO_USDT
Interval
6h
Score
441614
Daily Profit
0.165867
Profit Factor
1.446177
Profitability
58.445946
Streak
56.099745
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 11:23
Expiration Time
2025-12-12 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 529260.2222 414668.4878 114591.7344 628352.9712 613527.0866 14825.8847
Total P&L (%) 529.2602 414.6685 114.5917 628.353 613.5271 14.8259
Avg Daily Profit (%) 0.2117 0.1659 0.0458 0.0795 0.0786 0.0055
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117893 -65084 -118195 -952849 -512167 -853325
Profit Factor 1.2576 1.4462 1.1018 1.0885 1.2006 1.0037
Total Trades 592 296 296 592 296 296
Winning Trades 334 173 161 334 173 161
Losing Trades 258 123 135 258 123 135
Profitability (%) 56.4189 58.4459 54.3919 56.4189 58.4459 54.3919
Ratio Avg Win / Avg Loss 0.9714 1.0282 0.9239 0.8408 0.8536 0.8416
Largest Winning Trade 70186 70186 38542 223836 159258 223836
Largest Losing Trade -38307 -38307 -31237 -226212 -160378 -226212
Avg Bars in Trades 16 13 19 16 13 19
Avg Bars in Winners 15 11 19 15 11 19
Avg Bars in Losers 17 16 19 17 16 19
Bars Traded 9798 4024 5774 9798 4024 5774
Profit Streak 52.0997 56.0997 52.0997 52.0997 56.0997 52.0997
Trades During Streak 13 7 6 13 7 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440416 441614 -238479 -205383 -85775 -415818
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1546279200000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759047817956,
    "expiration_time": 1765519200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 242,
            "offset": 0,
            "multiplier": 2.725
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 74,
            "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": [
        [
            529260.2221587766,
            414668.4877708884,
            114591.7343878894,
            628352.9712140684,
            613527.0865562598,
            14825.8846578092
        ],
        [
            529.260222,
            414.668488,
            114.591734,
            628.352971,
            613.527087,
            14.825885
        ],
        [
            0.211704,
            0.165867,
            0.045837,
            0.079456,
            0.078633,
            0.00553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117893,
            -65084,
            -118195,
            -952849,
            -512167,
            -853325
        ],
        [
            1.257555,
            1.446177,
            1.101809,
            1.088473,
            1.200638,
            1.003666
        ],
        [
            592,
            296,
            296,
            592,
            296,
            296
        ],
        [
            334,
            173,
            161,
            334,
            173,
            161
        ],
        [
            258,
            123,
            135,
            258,
            123,
            135
        ],
        [
            56.418919,
            58.445946,
            54.391892,
            56.418919,
            58.445946,
            54.391892
        ],
        [
            0.971405,
            1.028207,
            0.923877,
            0.840797,
            0.853633,
            0.841583
        ],
        [
            70186,
            70186,
            38542,
            223836,
            159258,
            223836
        ],
        [
            -38307,
            -38307,
            -31237,
            -226212,
            -160378,
            -226212
        ],
        [
            16,
            13,
            19,
            16,
            13,
            19
        ],
        [
            15,
            11,
            19,
            15,
            11,
            19
        ],
        [
            17,
            16,
            19,
            17,
            16,
            19
        ],
        [
            9798,
            4024,
            5774,
            9798,
            4024,
            5774
        ],
        [
            52.099745,
            56.099745,
            52.099745,
            52.099745,
            56.099745,
            52.099745
        ],
        [
            13,
            7,
            6,
            13,
            7,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440416,
            441614,
            -238479,
            -205383,
            -85775,
            -415818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1546279200000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759047817956,
    "expiration_time": 1765519200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 242,
            "offset": 0,
            "multiplier": 2.725
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 74,
            "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)