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Trade: NEO/USDT/480/MIDPRICE/SSF/5653

Strategy
NEO/USDT/480/MIDPRICE/SSF/5653
Pair
NEO_USDT
Interval
8h
Score
313795
Daily Profit
0.166392
Profit Factor
1.423881
Profitability
46.153846
Streak
40.060181
Best Strategy
Training Data Length
2513.000000
Evaluation Time
2025-10-11 04:26
Expiration Time
2025-12-25 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418142.9277 381294.2643 36848.6634 45512.3594 44449.005 1063.3544
Total P&L (%) 418.1429 381.2943 36.8487 45.5124 44.449 1.0634
Avg Daily Profit (%) 0.1664 0.1517 0.0147 0.0149 0.0146 0.0004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -258069 -106054 -164079 -711381 -299481 -425667
Profit Factor 1.4239 1.9163 1.0646 1.0269 1.0622 1.0011
Total Trades 143 71 72 143 71 72
Winning Trades 66 32 34 66 32 34
Losing Trades 77 39 38 77 39 38
Profitability (%) 46.1538 45.0704 47.2222 46.1538 45.0704 47.2222
Ratio Avg Win / Avg Loss 1.6612 2.3354 1.1899 1.1981 1.2946 1.1189
Largest Winning Trade 131859 131859 57577 248656 106645 248656
Largest Losing Trade -55231 -38021 -55231 -206562 -106001 -206562
Avg Bars in Trades 51 39 63 51 39 63
Avg Bars in Winners 59 35 81 59 35 81
Avg Bars in Losers 44 42 47 44 42 47
Bars Traded 7361 2802 4559 7361 2802 4559
Profit Streak 40.0602 0 42.7268 40.0602 0 42.7268
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313795 -78028 -405199 -366096 -416079 -657336
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 2513,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546243200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760145999688,
    "expiration_time": 1766654496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            418142.9277275594,
            381294.2643216403,
            36848.6634059191,
            45512.3594173857,
            44449.0050112763,
            1063.3544061094
        ],
        [
            418.142928,
            381.294264,
            36.848663,
            45.512359,
            44.449005,
            1.063354
        ],
        [
            0.166392,
            0.151729,
            0.014663,
            0.014927,
            0.014635,
            0.000421
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -258069,
            -106054,
            -164079,
            -711381,
            -299481,
            -425667
        ],
        [
            1.423881,
            1.916255,
            1.064611,
            1.026942,
            1.062221,
            1.001091
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            46.153846,
            45.070423,
            47.222222,
            46.153846,
            45.070423,
            47.222222
        ],
        [
            1.661194,
            2.335436,
            1.189859,
            1.198099,
            1.294582,
            1.118866
        ],
        [
            131859,
            131859,
            57577,
            248656,
            106645,
            248656
        ],
        [
            -55231,
            -38021,
            -55231,
            -206562,
            -106001,
            -206562
        ],
        [
            51,
            39,
            63,
            51,
            39,
            63
        ],
        [
            59,
            35,
            81,
            59,
            35,
            81
        ],
        [
            44,
            42,
            47,
            44,
            42,
            47
        ],
        [
            7361,
            2802,
            4559,
            7361,
            2802,
            4559
        ],
        [
            40.060181,
            0,
            42.726848,
            40.060182,
            0,
            42.726848
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313795,
            -78028,
            -405199,
            -366096,
            -416079,
            -657336
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 2513,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546243200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760145999688,
    "expiration_time": 1766654496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 2
        }
    }
}

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)