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Trade: NEO/USDT/120/DCM/HILO/7425

Strategy
NEO/USDT/120/DCM/HILO/7425
Pair
NEO_USDT
Interval
2h
Score
331117
Daily Profit
0.218191
Profit Factor
1.382845
Profitability
44.507042
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 16:06
Expiration Time
2025-12-18 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454564.5554 377382.4455 77182.1099 181357.5694 511250.6809 -329893.1115
Total P&L (%) 454.5646 377.3824 77.1821 181.3576 511.2507 -329.8931
Avg Daily Profit (%) 0.2182 0.1811 0.037 0.0497 0.0869 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127064 -139326 -121454 -729145 -583306 -551286
Profit Factor 1.3828 1.6338 1.1304 1.0474 1.2574 0.8205
Total Trades 355 177 178 355 177 178
Winning Trades 158 71 87 158 71 87
Losing Trades 197 106 91 197 106 91
Profitability (%) 44.507 40.113 48.8764 44.507 40.113 48.8764
Ratio Avg Win / Avg Loss 1.7242 2.4392 1.1824 1.306 1.8772 0.8583
Largest Winning Trade 165525 165525 52663 539248 539248 122272
Largest Losing Trade -40020 -37336 -40020 -312813 -312813 -210109
Avg Bars in Trades 69 55 83 69 55 83
Avg Bars in Winners 99 81 115 99 81 115
Avg Bars in Losers 44 38 52 44 38 52
Bars Traded 24613 9800 14813 24613 9800 14813
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 331117 254878 -220561 -295229 -79016 -580838
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1581033600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759583201274,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "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": [
        [
            454564.5554189306,
            377382.4454959028,
            77182.109923028,
            181357.5694028005,
            511250.6808897532,
            -329893.1114869536
        ],
        [
            454.564555,
            377.382445,
            77.18211,
            181.357569,
            511.250681,
            -329.893111
        ],
        [
            0.218191,
            0.181144,
            0.037047,
            0.049666,
            0.086934,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127064,
            -139326,
            -121454,
            -729145,
            -583306,
            -551286
        ],
        [
            1.382845,
            1.633795,
            1.130397,
            1.047421,
            1.257393,
            0.820532
        ],
        [
            355,
            177,
            178,
            355,
            177,
            178
        ],
        [
            158,
            71,
            87,
            158,
            71,
            87
        ],
        [
            197,
            106,
            91,
            197,
            106,
            91
        ],
        [
            44.507042,
            40.112994,
            48.876404,
            44.507042,
            40.112994,
            48.876404
        ],
        [
            1.72418,
            2.439186,
            1.18237,
            1.305961,
            1.877234,
            0.858258
        ],
        [
            165525,
            165525,
            52663,
            539248,
            539248,
            122272
        ],
        [
            -40020,
            -37336,
            -40020,
            -312813,
            -312813,
            -210109
        ],
        [
            69,
            55,
            83,
            69,
            55,
            83
        ],
        [
            99,
            81,
            115,
            99,
            81,
            115
        ],
        [
            44,
            38,
            52,
            44,
            38,
            52
        ],
        [
            24613,
            9800,
            14813,
            24613,
            9800,
            14813
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331117,
            254878,
            -220561,
            -295229,
            -79016,
            -580838
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1581033600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759583201274,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "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)