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Trade: NEO/USDT/720/HILO/SUPERTREND/6328

Strategy
NEO/USDT/720/HILO/SUPERTREND/6328
Pair
NEO_USDT
Interval
12h
Score
321991
Daily Profit
0.185918
Profit Factor
1.305457
Profitability
44.180523
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 03:45
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464795.8559 375892.4536 88903.4023 461089.8183 1477743.6292 -1016653.8109
Total P&L (%) 464.7959 375.8925 88.9034 461.0898 1477.7436 -1016.6538
Avg Daily Profit (%) 0.1859 0.1504 0.0356 0.069 0.1104 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163328 -92506 -123311 -3712117 -1629129 -2970928
Profit Factor 1.3055 1.4671 1.124 1.0221 1.135 0.8978
Total Trades 421 211 210 421 211 210
Winning Trades 186 92 94 186 92 94
Losing Trades 235 119 116 235 119 116
Profitability (%) 44.1805 43.6019 44.7619 44.1805 43.6019 44.7619
Ratio Avg Win / Avg Loss 1.6494 1.8977 1.3871 1.2913 1.4681 1.108
Largest Winning Trade 78611 78611 44212 1298076 1298076 519986
Largest Losing Trade -32281 -29193 -32281 -578869 -539595 -578869
Avg Bars in Trades 11 13 9 11 13 9
Avg Bars in Winners 15 18 12 15 18 12
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 4871 2869 2002 4871 2869 2002
Profit Streak 0 0 38.0318 0 0 38.0318
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321991 279062 -229747 -296830 -118870 -579338
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759020347492,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 1.1238
        }
    }
}
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": [
        [
            464795.8559323413,
            375892.4536126306,
            88903.4023197101,
            461089.8182769939,
            1477743.629223214,
            -1016653.8109462191
        ],
        [
            464.795856,
            375.892454,
            88.903402,
            461.089818,
            1477.743629,
            -1016.653811
        ],
        [
            0.185918,
            0.150357,
            0.035561,
            0.069012,
            0.110404,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163328,
            -92506,
            -123311,
            -3712117,
            -1629129,
            -2970928
        ],
        [
            1.305457,
            1.467142,
            1.123998,
            1.022065,
            1.135002,
            0.897836
        ],
        [
            421,
            211,
            210,
            421,
            211,
            210
        ],
        [
            186,
            92,
            94,
            186,
            92,
            94
        ],
        [
            235,
            119,
            116,
            235,
            119,
            116
        ],
        [
            44.180523,
            43.601896,
            44.761905,
            44.180523,
            43.601896,
            44.761905
        ],
        [
            1.649368,
            1.897717,
            1.387061,
            1.291318,
            1.468101,
            1.107968
        ],
        [
            78611,
            78611,
            44212,
            1298076,
            1298076,
            519986
        ],
        [
            -32281,
            -29193,
            -32281,
            -578869,
            -539595,
            -578869
        ],
        [
            11,
            13,
            9,
            11,
            13,
            9
        ],
        [
            15,
            18,
            12,
            15,
            18,
            12
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            4871,
            2869,
            2002,
            4871,
            2869,
            2002
        ],
        [
            0,
            0,
            38.0318,
            0,
            0,
            38.0318
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321991,
            279062,
            -229747,
            -296830,
            -118870,
            -579338
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759020347492,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 1.1238
        }
    }
}

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)