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Trade: NEO/USDT/120/DCL/SMA/8619

Strategy
NEO/USDT/120/DCL/SMA/8619
Pair
NEO_USDT
Interval
2h
Score
325081
Daily Profit
0.149918
Profit Factor
1.242102
Profitability
61.725664
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-07 13:39
Expiration Time
2025-12-21 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312328.4921 247489.6189 64838.8732 50385.8554 28421.0739 21964.7815
Total P&L (%) 312.3285 247.4896 64.8389 50.3859 28.4211 21.9648
Avg Daily Profit (%) 0.1499 0.1188 0.0311 0.0196 0.012 0.0095
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214264 -194232 -59049 -1517563 -1423856 -278203
Profit Factor 1.2421 1.299 1.1402 1.0115 1.0097 1.0153
Total Trades 452 226 226 452 226 226
Winning Trades 279 135 144 279 135 144
Losing Trades 173 91 82 173 91 82
Profitability (%) 61.7257 59.7345 63.7168 61.7257 59.7345 63.7168
Ratio Avg Win / Avg Loss 0.7702 0.8756 0.6493 0.6272 0.6806 0.5782
Largest Winning Trade 32568 32568 15509 380814 380814 133426
Largest Losing Trade -53850 -53850 -53128 -711646 -711646 -270636
Avg Bars in Trades 54 91 17 54 91 17
Avg Bars in Winners 34 55 14 34 55 14
Avg Bars in Losers 87 146 23 87 146 23
Bars Traded 24846 20779 4067 24846 20779 4067
Profit Streak 0 0 23.7777 0 0 23.7777
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325081 -34112 -216352 -373621 -389701 -387787
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1580450400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759833595638,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 97,
            "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": [
        [
            312328.4921203061,
            247489.6188992364,
            64838.8732210697,
            50385.8554031008,
            28421.0738628345,
            21964.7815402668
        ],
        [
            312.328492,
            247.489619,
            64.838873,
            50.385855,
            28.421074,
            21.964782
        ],
        [
            0.149918,
            0.118795,
            0.031123,
            0.019588,
            0.012008,
            0.009531
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214264,
            -194232,
            -59049,
            -1517563,
            -1423856,
            -278203
        ],
        [
            1.242102,
            1.298996,
            1.140242,
            1.011533,
            1.009682,
            1.015323
        ],
        [
            452,
            226,
            226,
            452,
            226,
            226
        ],
        [
            279,
            135,
            144,
            279,
            135,
            144
        ],
        [
            173,
            91,
            82,
            173,
            91,
            82
        ],
        [
            61.725664,
            59.734513,
            63.716814,
            61.725664,
            59.734513,
            63.716814
        ],
        [
            0.770192,
            0.875619,
            0.649304,
            0.627223,
            0.6806,
            0.57817
        ],
        [
            32568,
            32568,
            15509,
            380814,
            380814,
            133426
        ],
        [
            -53850,
            -53850,
            -53128,
            -711646,
            -711646,
            -270636
        ],
        [
            54,
            91,
            17,
            54,
            91,
            17
        ],
        [
            34,
            55,
            14,
            34,
            55,
            14
        ],
        [
            87,
            146,
            23,
            87,
            146,
            23
        ],
        [
            24846,
            20779,
            4067,
            24846,
            20779,
            4067
        ],
        [
            0,
            0,
            23.777727,
            0,
            0,
            23.777727
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325081,
            -34112,
            -216352,
            -373621,
            -389701,
            -387787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1580450400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759833595638,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 97,
            "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)