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Trade: NEO/USDT/120/ALMA/HILO/1499

Strategy
NEO/USDT/120/ALMA/HILO/1499
Pair
NEO_USDT
Interval
2h
Score
344675
Daily Profit
0.251611
Profit Factor
1.731155
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 04:45
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523979.9674 363857.3964 160122.571 1757033.1465 871692.4419 885340.7046
Total P&L (%) 523.98 363.8574 160.1226 1757.0331 871.6924 885.3407
Avg Daily Profit (%) 0.2516 0.1747 0.0769 0.1404 0.1092 0.1099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66440 -87945 -87812 -1800973 -841423 -1279346
Profit Factor 1.7312 2.0829 1.4206 1.209 1.2226 1.1971
Total Trades 238 119 119 238 119 119
Winning Trades 98 41 57 98 41 57
Losing Trades 140 78 62 140 78 62
Profitability (%) 41.1765 34.4538 47.8992 41.1765 34.4538 47.8992
Ratio Avg Win / Avg Loss 2.4731 3.9627 1.5453 1.7271 2.3259 1.3021
Largest Winning Trade 132162 132162 47286 877455 877455 839670
Largest Losing Trade -36062 -22383 -36062 -777183 -315217 -777183
Avg Bars in Trades 104 100 107 104 100 107
Avg Bars in Winners 172 176 168 172 176 168
Avg Bars in Losers 56 60 51 56 60 51
Bars Traded 24759 11956 12803 24759 11956 12803
Profit Streak 0 0 13.5733 0 0 13.5733
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344675 182935 -88807 -6750 -52286 -50015
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580126400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758937529303,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            523979.9673514313,
            363857.3963914494,
            160122.5709599821,
            1757033.1464993118,
            871692.4419036173,
            885340.7045956943
        ],
        [
            523.979967,
            363.857396,
            160.122571,
            1757.033146,
            871.692442,
            885.340705
        ],
        [
            0.251611,
            0.174721,
            0.07689,
            0.14039,
            0.109249,
            0.10992
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66440,
            -87945,
            -87812,
            -1800973,
            -841423,
            -1279346
        ],
        [
            1.731155,
            2.082942,
            1.420648,
            1.208966,
            1.222594,
            1.197086
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            98,
            41,
            57,
            98,
            41,
            57
        ],
        [
            140,
            78,
            62,
            140,
            78,
            62
        ],
        [
            41.176471,
            34.453782,
            47.89916,
            41.176471,
            34.453782,
            47.89916
        ],
        [
            2.473079,
            3.962669,
            1.545266,
            1.727094,
            2.32591,
            1.302093
        ],
        [
            132162,
            132162,
            47286,
            877455,
            877455,
            839670
        ],
        [
            -36062,
            -22383,
            -36062,
            -777183,
            -315217,
            -777183
        ],
        [
            104,
            100,
            107,
            104,
            100,
            107
        ],
        [
            172,
            176,
            168,
            172,
            176,
            168
        ],
        [
            56,
            60,
            51,
            56,
            60,
            51
        ],
        [
            24759,
            11956,
            12803,
            24759,
            11956,
            12803
        ],
        [
            0,
            0,
            13.573256,
            0,
            0,
            13.573256
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344675,
            182935,
            -88807,
            -6750,
            -52286,
            -50015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580126400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758937529303,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)