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Trade: NEO/USDT/720/SSF/JMA/1445

Strategy
NEO/USDT/720/SSF/JMA/1445
Pair
NEO_USDT
Interval
12h
Score
395101
Daily Profit
0.251439
Profit Factor
1.879245
Profitability
46.323529
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 09:45
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 628596.843 450765.0018 177831.8411 3997879.1474 2146232.7891 1851646.3583
Total P&L (%) 628.5968 450.765 177.8318 3997.8791 2146.2328 1851.6464
Avg Daily Profit (%) 0.2514 0.1803 0.0711 0.1486 0.1246 0.1189
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81073 -100326 -89250 -1829589 -1684091 -1211458
Profit Factor 1.8792 2.2714 1.4935 1.2995 1.301 1.2978
Total Trades 136 68 68 136 68 68
Winning Trades 63 30 33 63 30 33
Losing Trades 73 38 35 73 38 35
Profitability (%) 46.3235 44.1176 48.5294 46.3235 44.1176 48.5294
Ratio Avg Win / Avg Loss 2.1775 2.877 1.584 1.5057 1.6479 1.3764
Largest Winning Trade 76566 76566 52357 1433417 1433417 799392
Largest Losing Trade -31829 -25491 -31829 -1051783 -659087 -1051783
Avg Bars in Trades 36 34 38 36 34 38
Avg Bars in Winners 52 50 54 52 50 54
Avg Bars in Losers 22 22 23 22 22 23
Bars Traded 4965 2352 2613 4965 2352 2613
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 395101 -99969 -205615 212758 -136866 -143788

Evaluation Data

{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1543752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869119855,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 24,
            "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": [
        [
            628596.8429918169,
            450765.0018471851,
            177831.8411446315,
            3997879.1473982814,
            2146232.7890662914,
            1851646.3583319911
        ],
        [
            628.596843,
            450.765002,
            177.831841,
            3997.879147,
            2146.232789,
            1851.646358
        ],
        [
            0.251439,
            0.180306,
            0.071133,
            0.148633,
            0.124551,
            0.118921
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81073,
            -100326,
            -89250,
            -1829589,
            -1684091,
            -1211458
        ],
        [
            1.879245,
            2.271351,
            1.493468,
            1.299478,
            1.30097,
            1.297767
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            46.323529,
            44.117647,
            48.529412,
            46.323529,
            44.117647,
            48.529412
        ],
        [
            2.177538,
            2.877044,
            1.583981,
            1.505744,
            1.647895,
            1.376419
        ],
        [
            76566,
            76566,
            52357,
            1433417,
            1433417,
            799392
        ],
        [
            -31829,
            -25491,
            -31829,
            -1051783,
            -659087,
            -1051783
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            52,
            50,
            54,
            52,
            50,
            54
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            4965,
            2352,
            2613,
            4965,
            2352,
            2613
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395101,
            -99969,
            -205615,
            212758,
            -136866,
            -143788
        ]
    ]
}
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": 1543752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869119855,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 24,
            "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)