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Trade: NEO/USDT/720/WMA/HWMA/4157

Strategy
NEO/USDT/720/WMA/HWMA/4157
Pair
NEO_USDT
Interval
12h
Score
336870
Daily Profit
0.160919
Profit Factor
1.415053
Profitability
47.398844
Streak
0.000000
Best Strategy
Training Data Length
2506.500000
Evaluation Time
2025-10-04 04:07
Expiration Time
2025-12-18 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403344.5264 331659.3162 71685.2103 306011.0095 177335.4767 128675.5329
Total P&L (%) 403.3445 331.6593 71.6852 306.011 177.3355 128.6755
Avg Daily Profit (%) 0.1609 0.1323 0.0286 0.0559 0.0407 0.033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88092 -105390 -118136 -220308 -250803 -228326
Profit Factor 1.4151 1.7033 1.1433 1.1451 1.1608 1.1279
Total Trades 173 87 86 173 87 86
Winning Trades 82 39 43 82 39 43
Losing Trades 91 48 43 91 48 43
Profitability (%) 47.3988 44.8276 50 47.3988 44.8276 50
Ratio Avg Win / Avg Loss 1.5704 2.0964 1.1433 1.2708 1.4287 1.1279
Largest Winning Trade 77726 77726 47029 204440 204440 109363
Largest Losing Trade -38752 -27061 -38752 -140321 -89502 -140321
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 40 41 38 40 41 38
Avg Bars in Losers 18 18 17 18 18 17
Bars Traded 4938 2512 2426 4938 2512 2426
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 336870 -15207 -217605 -178984 -184204 -228705
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5013,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544097600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759540038445,
    "expiration_time": 1766032848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            403344.5264332799,
            331659.316160248,
            71685.2102730318,
            306011.0095380661,
            177335.4766723218,
            128675.5328657444
        ],
        [
            403.344526,
            331.659316,
            71.68521,
            306.01101,
            177.335477,
            128.675533
        ],
        [
            0.160919,
            0.13232,
            0.0286,
            0.055919,
            0.040705,
            0.033005
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88092,
            -105390,
            -118136,
            -220308,
            -250803,
            -228326
        ],
        [
            1.415053,
            1.703292,
            1.14331,
            1.145107,
            1.160828,
            1.12788
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            82,
            39,
            43,
            82,
            39,
            43
        ],
        [
            91,
            48,
            43,
            91,
            48,
            43
        ],
        [
            47.398844,
            44.827586,
            50,
            47.398844,
            44.827586,
            50
        ],
        [
            1.570363,
            2.096359,
            1.14331,
            1.27079,
            1.428712,
            1.12788
        ],
        [
            77726,
            77726,
            47029,
            204440,
            204440,
            109363
        ],
        [
            -38752,
            -27061,
            -38752,
            -140321,
            -89502,
            -140321
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            40,
            41,
            38,
            40,
            41,
            38
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            4938,
            2512,
            2426,
            4938,
            2512,
            2426
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336870,
            -15207,
            -217605,
            -178984,
            -184204,
            -228705
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5013,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544097600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759540038445,
    "expiration_time": 1766032848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)