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Trade: NEO/USDT/120/ALMA/PWMA/5952

Strategy
NEO/USDT/120/ALMA/PWMA/5952
Pair
NEO_USDT
Interval
2h
Score
310162
Daily Profit
0.172003
Profit Factor
1.286030
Profitability
45.238095
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 13:55
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 358196.2887 289966.9504 68229.3383 165346.6117 -103620.3037 268966.9154
Total P&L (%) 358.1963 289.967 68.2293 165.3466 -103.6203 268.9669
Avg Daily Profit (%) 0.172 0.1392 0.0328 0.0469 0 0.0627
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151394 -108206 -94420 -1224671 -842048 -688777
Profit Factor 1.286 1.4689 1.1076 1.0277 0.9658 1.0916
Total Trades 378 189 189 378 189 189
Winning Trades 171 80 91 171 80 91
Losing Trades 207 109 98 207 109 98
Profitability (%) 45.2381 42.328 48.1481 45.2381 42.328 48.1481
Ratio Avg Win / Avg Loss 1.5568 2.0013 1.1928 1.2441 1.316 1.1756
Largest Winning Trade 88746 88746 43831 388579 270982 388579
Largest Losing Trade -28687 -25149 -28687 -217379 -135877 -217379
Avg Bars in Trades 65 66 65 65 66 65
Avg Bars in Winners 87 93 82 87 93 82
Avg Bars in Losers 47 46 49 47 46 49
Bars Traded 24843 12534 12308 24843 12534 12308
Profit Streak 0 0 34.1217 0 0 34.1217
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310162 -7475 -250198 -320242 -581660 -227763

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": 1579384800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758797712379,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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": [
        [
            358196.2887201066,
            289966.9504164648,
            68229.3383036421,
            165346.611710328,
            -103620.303712098,
            268966.9154224258
        ],
        [
            358.196289,
            289.96695,
            68.229338,
            165.346612,
            -103.620304,
            268.966915
        ],
        [
            0.172003,
            0.13924,
            0.032763,
            0.046871,
            0,
            0.06271
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151394,
            -108206,
            -94420,
            -1224671,
            -842048,
            -688777
        ],
        [
            1.28603,
            1.46885,
            1.107645,
            1.027702,
            0.965841,
            1.091634
        ],
        [
            378,
            189,
            189,
            378,
            189,
            189
        ],
        [
            171,
            80,
            91,
            171,
            80,
            91
        ],
        [
            207,
            109,
            98,
            207,
            109,
            98
        ],
        [
            45.238095,
            42.328042,
            48.148148,
            45.238095,
            42.328042,
            48.148148
        ],
        [
            1.556773,
            2.001308,
            1.192848,
            1.244061,
            1.315959,
            1.175606
        ],
        [
            88746,
            88746,
            43831,
            388579,
            270982,
            388579
        ],
        [
            -28687,
            -25149,
            -28687,
            -217379,
            -135877,
            -217379
        ],
        [
            65,
            66,
            65,
            65,
            66,
            65
        ],
        [
            87,
            93,
            82,
            87,
            93,
            82
        ],
        [
            47,
            46,
            49,
            47,
            46,
            49
        ],
        [
            24843,
            12534,
            12308,
            24843,
            12534,
            12308
        ],
        [
            0,
            0,
            34.121671,
            0,
            0,
            34.121671
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310162,
            -7475,
            -250198,
            -320242,
            -581660,
            -227763
        ]
    ]
}
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": 1579384800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758797712379,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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)