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Trade: NEO/USDT/360/SWMA/ALMA/4521

Strategy
NEO/USDT/360/SWMA/ALMA/4521
Pair
NEO_USDT
Interval
6h
Score
320735
Daily Profit
0.228503
Profit Factor
1.570914
Profitability
40.129450
Streak
0.000000
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-27 11:13
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 571201.6115 444077.3872 127124.2243 1596917.6727 1180369.2062 416548.4664
Total P&L (%) 571.2016 444.0774 127.1242 1596.9177 1180.3692 416.5485
Avg Daily Profit (%) 0.2285 0.1776 0.0509 0.1133 0.1021 0.0657
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107966 -107530 -74556 -5196578 -5044771 -3835840
Profit Factor 1.5709 1.9156 1.2466 1.0555 1.0826 1.0287
Total Trades 309 155 154 309 155 154
Winning Trades 124 59 65 124 59 65
Losing Trades 185 96 89 185 96 89
Profitability (%) 40.1295 38.0645 42.2078 40.1295 38.0645 42.2078
Ratio Avg Win / Avg Loss 2.3437 3.1169 1.7069 1.5747 1.7616 1.4086
Largest Winning Trade 113165 113165 53043 2701112 2701112 1569815
Largest Losing Trade -46062 -19488 -46062 -2388855 -1109737 -2388855
Avg Bars in Trades 31 30 33 31 30 33
Avg Bars in Winners 53 50 55 53 50 55
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 9867 4736 5131 9867 4736 5131
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 320735 240567 -126909 -201876 -189227 -296883
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544616000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758960790311,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 7,
            "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": [
        [
            571201.611479529,
            444077.387169315,
            127124.2243102131,
            1596917.6726978286,
            1180369.206247923,
            416548.4664499037
        ],
        [
            571.201611,
            444.077387,
            127.124224,
            1596.917673,
            1180.369206,
            416.548466
        ],
        [
            0.228503,
            0.177649,
            0.050855,
            0.113331,
            0.102052,
            0.065708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107966,
            -107530,
            -74556,
            -5196578,
            -5044771,
            -3835840
        ],
        [
            1.570914,
            1.915583,
            1.246612,
            1.055494,
            1.082631,
            1.028744
        ],
        [
            309,
            155,
            154,
            309,
            155,
            154
        ],
        [
            124,
            59,
            65,
            124,
            59,
            65
        ],
        [
            185,
            96,
            89,
            185,
            96,
            89
        ],
        [
            40.12945,
            38.064516,
            42.207792,
            40.12945,
            38.064516,
            42.207792
        ],
        [
            2.343702,
            3.116881,
            1.706899,
            1.574729,
            1.76157,
            1.408588
        ],
        [
            113165,
            113165,
            53043,
            2701112,
            2701112,
            1569815
        ],
        [
            -46062,
            -19488,
            -46062,
            -2388855,
            -1109737,
            -2388855
        ],
        [
            31,
            30,
            33,
            31,
            30,
            33
        ],
        [
            53,
            50,
            55,
            53,
            50,
            55
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            9867,
            4736,
            5131,
            9867,
            4736,
            5131
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320735,
            240567,
            -126909,
            -201876,
            -189227,
            -296883
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544616000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758960790311,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 7,
            "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)