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Trade: NEO/USDT/720/PSAR/JMA/2405

Strategy
NEO/USDT/720/PSAR/JMA/2405
Pair
NEO_USDT
Interval
12h
Score
388531
Daily Profit
0.167379
Profit Factor
1.315369
Profitability
50.347222
Streak
63.392083
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-02 00:24
Expiration Time
2025-12-15 16:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 419116.6772 358250.5043 60866.1729 132617.332 167411.0872 -34793.7552
Total P&L (%) 419.1167 358.2505 60.8662 132.6173 167.4111 -34.7938
Avg Daily Profit (%) 0.1674 0.1431 0.0243 0.0337 0.0393 -0.0171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104410 -98434 -225381 -459285 -509667 -296310
Profit Factor 1.3154 1.6011 1.083 1.0577 1.1478 0.9702
Total Trades 288 144 144 288 144 144
Winning Trades 145 77 68 145 77 68
Losing Trades 143 67 76 143 67 76
Profitability (%) 50.3472 53.4722 47.2222 50.3472 53.4722 47.2222
Ratio Avg Win / Avg Loss 1.2972 1.3932 1.2105 1.0431 0.9987 1.0843
Largest Winning Trade 50886 50886 49455 174893 174893 112149
Largest Losing Trade -61008 -35798 -61008 -161829 -161829 -120834
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 15 17 16 15 17
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 4842 2420 2422 4842 2420 2422
Profit Streak 63.3921 92.8921 63.3921 63.3921 92.8921 63.3921
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388531 64405 -290188 -301680 -198119 -579113
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547121600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759353876004,
    "expiration_time": 1765810368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 96,
            "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": [
        [
            419116.6771624076,
            358250.5043075773,
            60866.1728548302,
            132617.3320362096,
            167411.0872211374,
            -34793.755184928
        ],
        [
            419.116677,
            358.250504,
            60.866173,
            132.617332,
            167.411087,
            -34.793755
        ],
        [
            0.167379,
            0.143071,
            0.024308,
            0.033721,
            0.03929,
            -0.017076
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104410,
            -98434,
            -225381,
            -459285,
            -509667,
            -296310
        ],
        [
            1.315369,
            1.601083,
            1.083041,
            1.057654,
            1.147799,
            0.970199
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            145,
            77,
            68,
            145,
            77,
            68
        ],
        [
            143,
            67,
            76,
            143,
            67,
            76
        ],
        [
            50.347222,
            53.472222,
            47.222222,
            50.347222,
            53.472222,
            47.222222
        ],
        [
            1.297226,
            1.39315,
            1.210458,
            1.043066,
            0.998735,
            1.08434
        ],
        [
            50886,
            50886,
            49455,
            174893,
            174893,
            112149
        ],
        [
            -61008,
            -35798,
            -61008,
            -161829,
            -161829,
            -120834
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            4842,
            2420,
            2422,
            4842,
            2420,
            2422
        ],
        [
            63.392083,
            92.892083,
            63.392083,
            63.392083,
            92.892083,
            63.392083
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388531,
            64405,
            -290188,
            -301680,
            -198119,
            -579113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547121600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759353876004,
    "expiration_time": 1765810368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 96,
            "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)